NYMEX Natural Gas Future February 2014


Trading Metrics calculated at close of trading on 28-Jan-2014
Day Change Summary
Previous Current
27-Jan-2014 28-Jan-2014 Change Change % Previous Week
Open 5.153 4.900 -0.253 -4.9% 4.236
High 5.442 5.115 -0.327 -6.0% 5.246
Low 4.828 4.867 0.039 0.8% 4.203
Close 4.847 5.033 0.186 3.8% 5.182
Range 0.614 0.248 -0.366 -59.6% 1.043
ATR 0.225 0.228 0.003 1.4% 0.000
Volume 146,759 72,612 -74,147 -50.5% 796,258
Daily Pivots for day following 28-Jan-2014
Classic Woodie Camarilla DeMark
R4 5.749 5.639 5.169
R3 5.501 5.391 5.101
R2 5.253 5.253 5.078
R1 5.143 5.143 5.056 5.198
PP 5.005 5.005 5.005 5.033
S1 4.895 4.895 5.010 4.950
S2 4.757 4.757 4.988
S3 4.509 4.647 4.965
S4 4.261 4.399 4.897
Weekly Pivots for week ending 24-Jan-2014
Classic Woodie Camarilla DeMark
R4 8.006 7.637 5.756
R3 6.963 6.594 5.469
R2 5.920 5.920 5.373
R1 5.551 5.551 5.278 5.736
PP 4.877 4.877 4.877 4.969
S1 4.508 4.508 5.086 4.693
S2 3.834 3.834 4.991
S3 2.791 3.465 4.895
S4 1.748 2.422 4.608
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.442 4.433 1.009 20.0% 0.376 7.5% 59% False False 172,847
10 5.442 4.203 1.239 24.6% 0.263 5.2% 67% False False 171,498
20 5.442 3.953 1.489 29.6% 0.212 4.2% 73% False False 152,544
40 5.442 3.880 1.562 31.0% 0.161 3.2% 74% False False 111,802
60 5.442 3.476 1.966 39.1% 0.138 2.7% 79% False False 82,208
80 5.442 3.476 1.966 39.1% 0.124 2.5% 79% False False 65,100
100 5.442 3.476 1.966 39.1% 0.115 2.3% 79% False False 53,831
120 5.442 3.476 1.966 39.1% 0.108 2.1% 79% False False 45,641
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.055
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 6.169
2.618 5.764
1.618 5.516
1.000 5.363
0.618 5.268
HIGH 5.115
0.618 5.020
0.500 4.991
0.382 4.962
LOW 4.867
0.618 4.714
1.000 4.619
1.618 4.466
2.618 4.218
4.250 3.813
Fisher Pivots for day following 28-Jan-2014
Pivot 1 day 3 day
R1 5.019 5.128
PP 5.005 5.096
S1 4.991 5.065

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

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