NYMEX Natural Gas Future February 2014


Trading Metrics calculated at close of trading on 10-Jan-2014
Day Change Summary
Previous Current
09-Jan-2014 10-Jan-2014 Change Change % Previous Week
Open 4.187 4.029 -0.158 -3.8% 4.313
High 4.194 4.099 -0.095 -2.3% 4.430
Low 3.999 3.953 -0.046 -1.2% 3.953
Close 4.005 4.053 0.048 1.2% 4.053
Range 0.195 0.146 -0.049 -25.1% 0.477
ATR 0.138 0.139 0.001 0.4% 0.000
Volume 193,822 152,199 -41,623 -21.5% 731,773
Daily Pivots for day following 10-Jan-2014
Classic Woodie Camarilla DeMark
R4 4.473 4.409 4.133
R3 4.327 4.263 4.093
R2 4.181 4.181 4.080
R1 4.117 4.117 4.066 4.149
PP 4.035 4.035 4.035 4.051
S1 3.971 3.971 4.040 4.003
S2 3.889 3.889 4.026
S3 3.743 3.825 4.013
S4 3.597 3.679 3.973
Weekly Pivots for week ending 10-Jan-2014
Classic Woodie Camarilla DeMark
R4 5.576 5.292 4.315
R3 5.099 4.815 4.184
R2 4.622 4.622 4.140
R1 4.338 4.338 4.097 4.242
PP 4.145 4.145 4.145 4.097
S1 3.861 3.861 4.009 3.765
S2 3.668 3.668 3.966
S3 3.191 3.384 3.922
S4 2.714 2.907 3.791
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.430 3.953 0.477 11.8% 0.161 4.0% 21% False True 146,354
10 4.494 3.953 0.541 13.3% 0.156 3.9% 18% False True 127,551
20 4.578 3.953 0.625 15.4% 0.135 3.3% 16% False True 102,959
40 4.578 3.547 1.031 25.4% 0.117 2.9% 49% False False 71,248
60 4.578 3.476 1.102 27.2% 0.107 2.7% 52% False False 53,215
80 4.578 3.476 1.102 27.2% 0.100 2.5% 52% False False 42,858
100 4.578 3.476 1.102 27.2% 0.094 2.3% 52% False False 35,452
120 4.578 3.476 1.102 27.2% 0.090 2.2% 52% False False 30,170
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.035
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.720
2.618 4.481
1.618 4.335
1.000 4.245
0.618 4.189
HIGH 4.099
0.618 4.043
0.500 4.026
0.382 4.009
LOW 3.953
0.618 3.863
1.000 3.807
1.618 3.717
2.618 3.571
4.250 3.333
Fisher Pivots for day following 10-Jan-2014
Pivot 1 day 3 day
R1 4.044 4.159
PP 4.035 4.124
S1 4.026 4.088

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

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