NYMEX Natural Gas Future March 2014


Trading Metrics calculated at close of trading on 23-Dec-2013
Day Change Summary
Previous Current
20-Dec-2013 23-Dec-2013 Change Change % Previous Week
Open 4.493 4.514 0.021 0.5% 4.265
High 4.509 4.550 0.041 0.9% 4.509
Low 4.435 4.489 0.054 1.2% 4.184
Close 4.453 4.500 0.047 1.1% 4.453
Range 0.074 0.061 -0.013 -17.6% 0.325
ATR 0.107 0.106 -0.001 -0.6% 0.000
Volume 83,911 63,274 -20,637 -24.6% 319,090
Daily Pivots for day following 23-Dec-2013
Classic Woodie Camarilla DeMark
R4 4.696 4.659 4.534
R3 4.635 4.598 4.517
R2 4.574 4.574 4.511
R1 4.537 4.537 4.506 4.525
PP 4.513 4.513 4.513 4.507
S1 4.476 4.476 4.494 4.464
S2 4.452 4.452 4.489
S3 4.391 4.415 4.483
S4 4.330 4.354 4.466
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 4.550 4.196 0.354 7.9% 0.112 2.5% 86% True False 63,895
10 4.550 4.149 0.401 8.9% 0.113 2.5% 88% True False 85,260
20 4.550 3.788 0.762 16.9% 0.100 2.2% 93% True False 64,976
40 4.550 3.469 1.081 24.0% 0.092 2.1% 95% True False 43,886
60 4.550 3.469 1.081 24.0% 0.087 1.9% 95% True False 34,872
80 4.550 3.469 1.081 24.0% 0.085 1.9% 95% True False 29,452
100 4.550 3.469 1.081 24.0% 0.082 1.8% 95% True False 25,234
120 4.550 3.469 1.081 24.0% 0.081 1.8% 95% True False 22,310
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 False
Stretch 0.034
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 4.809
2.618 4.710
1.618 4.649
1.000 4.611
0.618 4.588
HIGH 4.550
0.618 4.527
0.500 4.520
0.382 4.512
LOW 4.489
0.618 4.451
1.000 4.428
1.618 4.390
2.618 4.329
4.250 4.230
Fisher Pivots for day following 23-Dec-2013
Pivot 1 day 3 day
R1 4.520 4.471
PP 4.513 4.442
S1 4.507 4.413

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

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