NYMEX Natural Gas Future January 2014


Trading Metrics calculated at close of trading on 20-Dec-2013
Day Change Summary
Previous Current
19-Dec-2013 20-Dec-2013 Change Change % Previous Week
Open 4.270 4.471 0.201 4.7% 4.275
High 4.471 4.492 0.021 0.5% 4.492
Low 4.268 4.402 0.134 3.1% 4.194
Close 4.460 4.418 -0.042 -0.9% 4.418
Range 0.203 0.090 -0.113 -55.7% 0.298
ATR 0.117 0.115 -0.002 -1.7% 0.000
Volume 200,344 115,405 -84,939 -42.4% 754,849
Daily Pivots for day following 20-Dec-2013
Classic Woodie Camarilla DeMark
R4 4.707 4.653 4.468
R3 4.617 4.563 4.443
R2 4.527 4.527 4.435
R1 4.473 4.473 4.426 4.455
PP 4.437 4.437 4.437 4.429
S1 4.383 4.383 4.410 4.365
S2 4.347 4.347 4.402
S3 4.257 4.293 4.393
S4 4.167 4.203 4.369
Weekly Pivots for week ending 20-Dec-2013
Classic Woodie Camarilla DeMark
R4 5.262 5.138 4.582
R3 4.964 4.840 4.500
R2 4.666 4.666 4.473
R1 4.542 4.542 4.445 4.604
PP 4.368 4.368 4.368 4.399
S1 4.244 4.244 4.391 4.306
S2 4.070 4.070 4.363
S3 3.772 3.946 4.336
S4 3.474 3.648 4.254
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.492 4.194 0.298 6.7% 0.126 2.9% 75% True False 150,969
10 4.492 4.139 0.353 8.0% 0.123 2.8% 79% True False 179,649
20 4.492 3.722 0.770 17.4% 0.111 2.5% 90% True False 159,226
40 4.492 3.465 1.027 23.2% 0.103 2.3% 93% True False 112,530
60 4.492 3.465 1.027 23.2% 0.097 2.2% 93% True False 93,450
80 4.492 3.465 1.027 23.2% 0.094 2.1% 93% True False 77,972
100 4.492 3.465 1.027 23.2% 0.091 2.1% 93% True False 67,265
120 4.492 3.465 1.027 23.2% 0.091 2.1% 93% True False 59,172
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.039
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.875
2.618 4.728
1.618 4.638
1.000 4.582
0.618 4.548
HIGH 4.492
0.618 4.458
0.500 4.447
0.382 4.436
LOW 4.402
0.618 4.346
1.000 4.312
1.618 4.256
2.618 4.166
4.250 4.020
Fisher Pivots for day following 20-Dec-2013
Pivot 1 day 3 day
R1 4.447 4.401
PP 4.437 4.385
S1 4.428 4.368

These figures are updated between 7pm and 10pm EST after a trading day.

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