NYMEX Natural Gas Future February 2014


Trading Metrics calculated at close of trading on 09-Jan-2014
Day Change Summary
Previous Current
08-Jan-2014 09-Jan-2014 Change Change % Previous Week
Open 4.327 4.187 -0.140 -3.2% 4.403
High 4.365 4.194 -0.171 -3.9% 4.472
Low 4.180 3.999 -0.181 -4.3% 4.206
Close 4.216 4.005 -0.211 -5.0% 4.304
Range 0.185 0.195 0.010 5.4% 0.266
ATR 0.132 0.138 0.006 4.6% 0.000
Volume 134,373 193,822 59,449 44.2% 426,815
Daily Pivots for day following 09-Jan-2014
Classic Woodie Camarilla DeMark
R4 4.651 4.523 4.112
R3 4.456 4.328 4.059
R2 4.261 4.261 4.041
R1 4.133 4.133 4.023 4.100
PP 4.066 4.066 4.066 4.049
S1 3.938 3.938 3.987 3.905
S2 3.871 3.871 3.969
S3 3.676 3.743 3.951
S4 3.481 3.548 3.898
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 3.999 0.431 10.8% 0.169 4.2% 1% False True 144,309
10 4.518 3.999 0.519 13.0% 0.152 3.8% 1% False True 117,834
20 4.578 3.999 0.579 14.5% 0.136 3.4% 1% False True 100,429
40 4.578 3.547 1.031 25.7% 0.116 2.9% 44% False False 67,862
60 4.578 3.476 1.102 27.5% 0.106 2.7% 48% False False 50,901
80 4.578 3.476 1.102 27.5% 0.098 2.5% 48% False False 41,092
100 4.578 3.476 1.102 27.5% 0.093 2.3% 48% False False 33,964
120 4.578 3.476 1.102 27.5% 0.089 2.2% 48% False False 28,930
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 0.029
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 5.023
2.618 4.705
1.618 4.510
1.000 4.389
0.618 4.315
HIGH 4.194
0.618 4.120
0.500 4.097
0.382 4.073
LOW 3.999
0.618 3.878
1.000 3.804
1.618 3.683
2.618 3.488
4.250 3.170
Fisher Pivots for day following 09-Jan-2014
Pivot 1 day 3 day
R1 4.097 4.215
PP 4.066 4.145
S1 4.036 4.075

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

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