NYMEX Natural Gas Future February 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 4.296 4.504 0.208 4.8% 4.299
High 4.500 4.522 0.022 0.5% 4.522
Low 4.290 4.447 0.157 3.7% 4.208
Close 4.489 4.467 -0.022 -0.5% 4.467
Range 0.210 0.075 -0.135 -64.3% 0.314
ATR 0.114 0.111 -0.003 -2.5% 0.000
Volume 124,202 82,369 -41,833 -33.7% 426,631
Daily Pivots for day following 20-Dec-2013
Classic Woodie Camarilla DeMark
R4 4.704 4.660 4.508
R3 4.629 4.585 4.488
R2 4.554 4.554 4.481
R1 4.510 4.510 4.474 4.495
PP 4.479 4.479 4.479 4.471
S1 4.435 4.435 4.460 4.420
S2 4.404 4.404 4.453
S3 4.329 4.360 4.446
S4 4.254 4.285 4.426
Weekly Pivots for week ending 20-Dec-2013
Classic Woodie Camarilla DeMark
R4 5.341 5.218 4.640
R3 5.027 4.904 4.553
R2 4.713 4.713 4.525
R1 4.590 4.590 4.496 4.652
PP 4.399 4.399 4.399 4.430
S1 4.276 4.276 4.438 4.338
S2 4.085 4.085 4.409
S3 3.771 3.962 4.381
S4 3.457 3.648 4.294
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.522 4.208 0.314 7.0% 0.124 2.8% 82% True False 85,326
10 4.522 4.133 0.389 8.7% 0.122 2.7% 86% True False 88,165
20 4.522 3.727 0.795 17.8% 0.107 2.4% 93% True False 63,753
40 4.522 3.476 1.046 23.4% 0.099 2.2% 95% True False 41,560
60 4.522 3.476 1.046 23.4% 0.092 2.1% 95% True False 32,351
80 4.522 3.476 1.046 23.4% 0.089 2.0% 95% True False 26,142
100 4.522 3.476 1.046 23.4% 0.085 1.9% 95% True False 21,701
120 4.522 3.476 1.046 23.4% 0.083 1.9% 95% True False 18,651
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 True
Stretch 0.034
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 4.841
2.618 4.718
1.618 4.643
1.000 4.597
0.618 4.568
HIGH 4.522
0.618 4.493
0.500 4.485
0.382 4.476
LOW 4.447
0.618 4.401
1.000 4.372
1.618 4.326
2.618 4.251
4.250 4.128
Fisher Pivots for day following 20-Dec-2013
Pivot 1 day 3 day
R1 4.485 4.443
PP 4.479 4.418
S1 4.473 4.394

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

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