NYMEX Natural Gas Future February 2014


Trading Metrics calculated at close of trading on 30-Dec-2013
Day Change Summary
Previous Current
27-Dec-2013 30-Dec-2013 Change Change % Previous Week
Open 4.477 4.403 -0.074 -1.7% 4.537
High 4.494 4.472 -0.022 -0.5% 4.578
Low 4.332 4.403 0.071 1.6% 4.332
Close 4.368 4.427 0.059 1.4% 4.368
Range 0.162 0.069 -0.093 -57.4% 0.246
ATR 0.114 0.114 -0.001 -0.6% 0.000
Volume 116,927 81,547 -35,380 -30.3% 268,883
Daily Pivots for day following 30-Dec-2013
Classic Woodie Camarilla DeMark
R4 4.641 4.603 4.465
R3 4.572 4.534 4.446
R2 4.503 4.503 4.440
R1 4.465 4.465 4.433 4.484
PP 4.434 4.434 4.434 4.444
S1 4.396 4.396 4.421 4.415
S2 4.365 4.365 4.414
S3 4.296 4.327 4.408
S4 4.227 4.258 4.389
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% 0.102 2.3% 39% False False 70,086
10 4.578 4.208 0.370 8.4% 0.113 2.6% 59% False False 77,706
20 4.578 3.902 0.676 15.3% 0.110 2.5% 78% False False 73,853
40 4.578 3.476 1.102 24.9% 0.101 2.3% 86% False False 48,785
60 4.578 3.476 1.102 24.9% 0.095 2.1% 86% False False 37,175
80 4.578 3.476 1.102 24.9% 0.090 2.0% 86% False False 30,115
100 4.578 3.476 1.102 24.9% 0.087 2.0% 86% False False 25,061
120 4.578 3.476 1.102 24.9% 0.084 1.9% 86% False False 21,434
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.022
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.765
2.618 4.653
1.618 4.584
1.000 4.541
0.618 4.515
HIGH 4.472
0.618 4.446
0.500 4.438
0.382 4.429
LOW 4.403
0.618 4.360
1.000 4.334
1.618 4.291
2.618 4.222
4.250 4.110
Fisher Pivots for day following 30-Dec-2013
Pivot 1 day 3 day
R1 4.438 4.426
PP 4.434 4.426
S1 4.431 4.425

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

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