NYMEX Natural Gas Future March 2014


Trading Metrics calculated at close of trading on 20-Dec-2013
Day Change Summary
Previous Current
19-Dec-2013 20-Dec-2013 Change Change % Previous Week
Open 4.277 4.493 0.216 5.1% 4.265
High 4.489 4.509 0.020 0.4% 4.509
Low 4.276 4.435 0.159 3.7% 4.184
Close 4.473 4.453 -0.020 -0.4% 4.453
Range 0.213 0.074 -0.139 -65.3% 0.325
ATR 0.109 0.107 -0.003 -2.3% 0.000
Volume 45,862 83,911 38,049 83.0% 319,090
Daily Pivots for day following 20-Dec-2013
Classic Woodie Camarilla DeMark
R4 4.688 4.644 4.494
R3 4.614 4.570 4.473
R2 4.540 4.540 4.467
R1 4.496 4.496 4.460 4.481
PP 4.466 4.466 4.466 4.458
S1 4.422 4.422 4.446 4.407
S2 4.392 4.392 4.439
S3 4.318 4.348 4.433
S4 4.244 4.274 4.412
Weekly Pivots for week ending 20-Dec-2013
Classic Woodie Camarilla DeMark
R4 5.357 5.230 4.632
R3 5.032 4.905 4.542
R2 4.707 4.707 4.513
R1 4.580 4.580 4.483 4.644
PP 4.382 4.382 4.382 4.414
S1 4.255 4.255 4.423 4.319
S2 4.057 4.057 4.393
S3 3.732 3.930 4.364
S4 3.407 3.605 4.274
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.509 4.184 0.325 7.3% 0.121 2.7% 83% True False 63,818
10 4.509 4.116 0.393 8.8% 0.117 2.6% 86% True False 89,323
20 4.509 3.721 0.788 17.7% 0.102 2.3% 93% True False 63,003
40 4.509 3.469 1.040 23.4% 0.093 2.1% 95% True False 42,755
60 4.509 3.469 1.040 23.4% 0.087 2.0% 95% True False 34,160
80 4.509 3.469 1.040 23.4% 0.085 1.9% 95% True False 28,764
100 4.509 3.469 1.040 23.4% 0.083 1.9% 95% True False 24,645
120 4.509 3.469 1.040 23.4% 0.082 1.8% 95% True False 21,844
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 True
Stretch 0.032
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 4.824
2.618 4.703
1.618 4.629
1.000 4.583
0.618 4.555
HIGH 4.509
0.618 4.481
0.500 4.472
0.382 4.463
LOW 4.435
0.618 4.389
1.000 4.361
1.618 4.315
2.618 4.241
4.250 4.121
Fisher Pivots for day following 20-Dec-2013
Pivot 1 day 3 day
R1 4.472 4.429
PP 4.466 4.405
S1 4.459 4.381

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

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