NYMEX Natural Gas Future February 2014


Trading Metrics calculated at close of trading on 27-Dec-2013
Day Change Summary
Previous Current
26-Dec-2013 27-Dec-2013 Change Change % Previous Week
Open 4.503 4.477 -0.026 -0.6% 4.537
High 4.518 4.494 -0.024 -0.5% 4.578
Low 4.417 4.332 -0.085 -1.9% 4.332
Close 4.476 4.368 -0.108 -2.4% 4.368
Range 0.101 0.162 0.061 60.4% 0.246
ATR 0.111 0.114 0.004 3.3% 0.000
Volume 55,033 116,927 61,894 112.5% 268,883
Daily Pivots for day following 27-Dec-2013
Classic Woodie Camarilla DeMark
R4 4.884 4.788 4.457
R3 4.722 4.626 4.413
R2 4.560 4.560 4.398
R1 4.464 4.464 4.383 4.431
PP 4.398 4.398 4.398 4.382
S1 4.302 4.302 4.353 4.269
S2 4.236 4.236 4.338
S3 4.074 4.140 4.323
S4 3.912 3.978 4.279
Weekly Pivots for week ending 27-Dec-2013
Classic Woodie Camarilla DeMark
R4 5.164 5.012 4.503
R3 4.918 4.766 4.436
R2 4.672 4.672 4.413
R1 4.520 4.520 4.391 4.473
PP 4.426 4.426 4.426 4.403
S1 4.274 4.274 4.345 4.227
S2 4.180 4.180 4.323
S3 3.934 4.028 4.300
S4 3.688 3.782 4.233
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.578 4.332 0.246 5.6% 0.103 2.4% 15% False True 70,250
10 4.578 4.208 0.370 8.5% 0.116 2.7% 43% False False 77,900
20 4.578 3.880 0.698 16.0% 0.111 2.5% 70% False False 71,061
40 4.578 3.476 1.102 25.2% 0.101 2.3% 81% False False 47,040
60 4.578 3.476 1.102 25.2% 0.094 2.2% 81% False False 35,952
80 4.578 3.476 1.102 25.2% 0.091 2.1% 81% False False 29,152
100 4.578 3.476 1.102 25.2% 0.087 2.0% 81% False False 24,260
120 4.578 3.476 1.102 25.2% 0.084 1.9% 81% False False 20,780
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.025
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.183
2.618 4.918
1.618 4.756
1.000 4.656
0.618 4.594
HIGH 4.494
0.618 4.432
0.500 4.413
0.382 4.394
LOW 4.332
0.618 4.232
1.000 4.170
1.618 4.070
2.618 3.908
4.250 3.644
Fisher Pivots for day following 27-Dec-2013
Pivot 1 day 3 day
R1 4.413 4.438
PP 4.398 4.415
S1 4.383 4.391

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

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