NYMEX Natural Gas Future February 2014


Trading Metrics calculated at close of trading on 26-Dec-2013
Day Change Summary
Previous Current
24-Dec-2013 26-Dec-2013 Change Change % Previous Week
Open 4.531 4.503 -0.028 -0.6% 4.299
High 4.544 4.518 -0.026 -0.6% 4.522
Low 4.434 4.417 -0.017 -0.4% 4.208
Close 4.469 4.476 0.007 0.2% 4.467
Range 0.110 0.101 -0.009 -8.2% 0.314
ATR 0.111 0.111 -0.001 -0.7% 0.000
Volume 37,019 55,033 18,014 48.7% 426,631
Daily Pivots for day following 26-Dec-2013
Classic Woodie Camarilla DeMark
R4 4.773 4.726 4.532
R3 4.672 4.625 4.504
R2 4.571 4.571 4.495
R1 4.524 4.524 4.485 4.497
PP 4.470 4.470 4.470 4.457
S1 4.423 4.423 4.467 4.396
S2 4.369 4.369 4.457
S3 4.268 4.322 4.448
S4 4.167 4.221 4.420
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 4.578 4.290 0.288 6.4% 0.113 2.5% 65% False False 71,705
10 4.578 4.208 0.370 8.3% 0.113 2.5% 72% False False 78,368
20 4.578 3.839 0.739 16.5% 0.107 2.4% 86% False False 66,706
40 4.578 3.476 1.102 24.6% 0.098 2.2% 91% False False 44,486
60 4.578 3.476 1.102 24.6% 0.093 2.1% 91% False False 34,196
80 4.578 3.476 1.102 24.6% 0.090 2.0% 91% False False 27,771
100 4.578 3.476 1.102 24.6% 0.086 1.9% 91% False False 23,122
120 4.578 3.476 1.102 24.6% 0.083 1.9% 91% False False 19,850
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 0.027
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.947
2.618 4.782
1.618 4.681
1.000 4.619
0.618 4.580
HIGH 4.518
0.618 4.479
0.500 4.468
0.382 4.456
LOW 4.417
0.618 4.355
1.000 4.316
1.618 4.254
2.618 4.153
4.250 3.988
Fisher Pivots for day following 26-Dec-2013
Pivot 1 day 3 day
R1 4.473 4.498
PP 4.470 4.490
S1 4.468 4.483

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

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