NYMEX Natural Gas Future February 2014


Trading Metrics calculated at close of trading on 06-Jan-2014
Day Change Summary
Previous Current
03-Jan-2014 06-Jan-2014 Change Change % Previous Week
Open 4.298 4.313 0.015 0.3% 4.403
High 4.390 4.379 -0.011 -0.3% 4.472
Low 4.206 4.266 0.060 1.4% 4.206
Close 4.304 4.306 0.002 0.0% 4.304
Range 0.184 0.113 -0.071 -38.6% 0.266
ATR 0.126 0.125 -0.001 -0.7% 0.000
Volume 141,973 91,955 -50,018 -35.2% 426,815
Daily Pivots for day following 06-Jan-2014
Classic Woodie Camarilla DeMark
R4 4.656 4.594 4.368
R3 4.543 4.481 4.337
R2 4.430 4.430 4.327
R1 4.368 4.368 4.316 4.343
PP 4.317 4.317 4.317 4.304
S1 4.255 4.255 4.296 4.230
S2 4.204 4.204 4.285
S3 4.091 4.142 4.275
S4 3.978 4.029 4.244
Weekly Pivots for week ending 03-Jan-2014
Classic Woodie Camarilla DeMark
R4 5.125 4.981 4.450
R3 4.859 4.715 4.377
R2 4.593 4.593 4.353
R1 4.449 4.449 4.328 4.388
PP 4.327 4.327 4.327 4.297
S1 4.183 4.183 4.280 4.122
S2 4.061 4.061 4.255
S3 3.795 3.917 4.231
S4 3.529 3.651 4.158
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.472 4.206 0.266 6.2% 0.142 3.3% 38% False False 103,754
10 4.578 4.206 0.372 8.6% 0.123 2.8% 27% False False 87,002
20 4.578 4.097 0.481 11.2% 0.123 2.8% 43% False False 87,637
40 4.578 3.547 1.031 23.9% 0.108 2.5% 74% False False 57,407
60 4.578 3.476 1.102 25.6% 0.100 2.3% 75% False False 43,592
80 4.578 3.476 1.102 25.6% 0.095 2.2% 75% False False 35,293
100 4.578 3.476 1.102 25.6% 0.090 2.1% 75% False False 29,227
120 4.578 3.476 1.102 25.6% 0.087 2.0% 75% False False 24,996
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 0.026
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.859
2.618 4.675
1.618 4.562
1.000 4.492
0.618 4.449
HIGH 4.379
0.618 4.336
0.500 4.323
0.382 4.309
LOW 4.266
0.618 4.196
1.000 4.153
1.618 4.083
2.618 3.970
4.250 3.786
Fisher Pivots for day following 06-Jan-2014
Pivot 1 day 3 day
R1 4.323 4.303
PP 4.317 4.301
S1 4.312 4.298

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

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