NYMEX Natural Gas Future February 2014


Trading Metrics calculated at close of trading on 08-Jan-2014
Day Change Summary
Previous Current
07-Jan-2014 08-Jan-2014 Change Change % Previous Week
Open 4.308 4.327 0.019 0.4% 4.403
High 4.430 4.365 -0.065 -1.5% 4.472
Low 4.262 4.180 -0.082 -1.9% 4.206
Close 4.299 4.216 -0.083 -1.9% 4.304
Range 0.168 0.185 0.017 10.1% 0.266
ATR 0.128 0.132 0.004 3.2% 0.000
Volume 159,424 134,373 -25,051 -15.7% 426,815
Daily Pivots for day following 08-Jan-2014
Classic Woodie Camarilla DeMark
R4 4.809 4.697 4.318
R3 4.624 4.512 4.267
R2 4.439 4.439 4.250
R1 4.327 4.327 4.233 4.291
PP 4.254 4.254 4.254 4.235
S1 4.142 4.142 4.199 4.106
S2 4.069 4.069 4.182
S3 3.884 3.957 4.165
S4 3.699 3.772 4.114
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 4.430 4.180 0.250 5.9% 0.154 3.6% 14% False True 125,144
10 4.544 4.180 0.364 8.6% 0.143 3.4% 10% False True 102,154
20 4.578 4.169 0.409 9.7% 0.131 3.1% 11% False False 93,916
40 4.578 3.547 1.031 24.5% 0.112 2.7% 65% False False 63,623
60 4.578 3.476 1.102 26.1% 0.104 2.5% 67% False False 47,942
80 4.578 3.476 1.102 26.1% 0.097 2.3% 67% False False 38,775
100 4.578 3.476 1.102 26.1% 0.092 2.2% 67% False False 32,058
120 4.578 3.476 1.102 26.1% 0.088 2.1% 67% False False 27,377
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 0.030
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.151
2.618 4.849
1.618 4.664
1.000 4.550
0.618 4.479
HIGH 4.365
0.618 4.294
0.500 4.273
0.382 4.251
LOW 4.180
0.618 4.066
1.000 3.995
1.618 3.881
2.618 3.696
4.250 3.394
Fisher Pivots for day following 08-Jan-2014
Pivot 1 day 3 day
R1 4.273 4.305
PP 4.254 4.275
S1 4.235 4.246

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

View Archives - Comment on this page... - Back to Index of Symbols