NYMEX Natural Gas Future March 2014


Trading Metrics calculated at close of trading on 12-Dec-2013
Day Change Summary
Previous Current
11-Dec-2013 12-Dec-2013 Change Change % Previous Week
Open 4.212 4.307 0.095 2.3% 3.904
High 4.306 4.392 0.086 2.0% 4.153
Low 4.149 4.265 0.116 2.8% 3.889
Close 4.296 4.363 0.067 1.6% 4.096
Range 0.157 0.127 -0.030 -19.1% 0.264
ATR 0.094 0.096 0.002 2.5% 0.000
Volume 107,321 126,614 19,293 18.0% 216,470
Daily Pivots for day following 12-Dec-2013
Classic Woodie Camarilla DeMark
R4 4.721 4.669 4.433
R3 4.594 4.542 4.398
R2 4.467 4.467 4.386
R1 4.415 4.415 4.375 4.441
PP 4.340 4.340 4.340 4.353
S1 4.288 4.288 4.351 4.314
S2 4.213 4.213 4.340
S3 4.086 4.161 4.328
S4 3.959 4.034 4.293
Weekly Pivots for week ending 06-Dec-2013
Classic Woodie Camarilla DeMark
R4 4.838 4.731 4.241
R3 4.574 4.467 4.169
R2 4.310 4.310 4.144
R1 4.203 4.203 4.120 4.257
PP 4.046 4.046 4.046 4.073
S1 3.939 3.939 4.072 3.993
S2 3.782 3.782 4.048
S3 3.518 3.675 4.023
S4 3.254 3.411 3.951
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.392 4.077 0.315 7.2% 0.109 2.5% 91% True False 101,934
10 4.392 3.869 0.523 12.0% 0.098 2.3% 94% True False 67,345
20 4.392 3.540 0.852 19.5% 0.094 2.2% 97% True False 46,493
40 4.392 3.469 0.923 21.2% 0.089 2.0% 97% True False 34,023
60 4.392 3.469 0.923 21.2% 0.084 1.9% 97% True False 27,727
80 4.392 3.469 0.923 21.2% 0.082 1.9% 97% True False 23,486
100 4.392 3.469 0.923 21.2% 0.080 1.8% 97% True False 20,378
120 4.392 3.469 0.923 21.2% 0.080 1.8% 97% True False 18,367
Crabel Price Patterns
NR True
NR4 False
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 0.027
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.932
2.618 4.724
1.618 4.597
1.000 4.519
0.618 4.470
HIGH 4.392
0.618 4.343
0.500 4.329
0.382 4.314
LOW 4.265
0.618 4.187
1.000 4.138
1.618 4.060
2.618 3.933
4.250 3.725
Fisher Pivots for day following 12-Dec-2013
Pivot 1 day 3 day
R1 4.352 4.332
PP 4.340 4.301
S1 4.329 4.271

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

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