NYMEX Natural Gas Future February 2014


Trading Metrics calculated at close of trading on 21-Jan-2014
Day Change Summary
Previous Current
17-Jan-2014 21-Jan-2014 Change Change % Previous Week
Open 4.370 4.236 -0.134 -3.1% 4.120
High 4.385 4.475 0.090 2.1% 4.495
Low 4.293 4.203 -0.090 -2.1% 4.118
Close 4.326 4.431 0.105 2.4% 4.326
Range 0.092 0.272 0.180 195.7% 0.377
ATR 0.141 0.150 0.009 6.6% 0.000
Volume 123,000 151,392 28,392 23.1% 876,669
Daily Pivots for day following 21-Jan-2014
Classic Woodie Camarilla DeMark
R4 5.186 5.080 4.581
R3 4.914 4.808 4.506
R2 4.642 4.642 4.481
R1 4.536 4.536 4.456 4.589
PP 4.370 4.370 4.370 4.396
S1 4.264 4.264 4.406 4.317
S2 4.098 4.098 4.381
S3 3.826 3.992 4.356
S4 3.554 3.720 4.281
Weekly Pivots for week ending 17-Jan-2014
Classic Woodie Camarilla DeMark
R4 5.444 5.262 4.533
R3 5.067 4.885 4.430
R2 4.690 4.690 4.395
R1 4.508 4.508 4.361 4.599
PP 4.313 4.313 4.313 4.359
S1 4.131 4.131 4.291 4.222
S2 3.936 3.936 4.257
S3 3.559 3.754 4.222
S4 3.182 3.377 4.119
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.495 4.203 0.292 6.6% 0.150 3.4% 78% False True 170,149
10 4.495 3.953 0.542 12.2% 0.164 3.7% 88% False False 166,787
20 4.578 3.953 0.625 14.1% 0.143 3.2% 76% False False 126,895
40 4.578 3.710 0.868 19.6% 0.125 2.8% 83% False False 93,888
60 4.578 3.476 1.102 24.9% 0.114 2.6% 87% False False 68,944
80 4.578 3.476 1.102 24.9% 0.106 2.4% 87% False False 55,028
100 4.578 3.476 1.102 24.9% 0.100 2.3% 87% False False 45,517
120 4.578 3.476 1.102 24.9% 0.095 2.1% 87% False False 38,571
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.029
Widest range in 174 trading days
Fibonacci Retracements and Extensions
4.250 5.631
2.618 5.187
1.618 4.915
1.000 4.747
0.618 4.643
HIGH 4.475
0.618 4.371
0.500 4.339
0.382 4.307
LOW 4.203
0.618 4.035
1.000 3.931
1.618 3.763
2.618 3.491
4.250 3.047
Fisher Pivots for day following 21-Jan-2014
Pivot 1 day 3 day
R1 4.400 4.404
PP 4.370 4.376
S1 4.339 4.349

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

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