NYMEX Natural Gas Future March 2014


Trading Metrics calculated at close of trading on 30-Dec-2013
Day Change Summary
Previous Current
27-Dec-2013 30-Dec-2013 Change Change % Previous Week
Open 4.430 4.367 -0.063 -1.4% 4.514
High 4.440 4.427 -0.013 -0.3% 4.550
Low 4.299 4.365 0.066 1.5% 4.299
Close 4.336 4.382 0.046 1.1% 4.336
Range 0.141 0.062 -0.079 -56.0% 0.251
ATR 0.109 0.107 -0.001 -1.2% 0.000
Volume 22,869 46,727 23,858 104.3% 144,243
Daily Pivots for day following 30-Dec-2013
Classic Woodie Camarilla DeMark
R4 4.577 4.542 4.416
R3 4.515 4.480 4.399
R2 4.453 4.453 4.393
R1 4.418 4.418 4.388 4.436
PP 4.391 4.391 4.391 4.400
S1 4.356 4.356 4.376 4.374
S2 4.329 4.329 4.371
S3 4.267 4.294 4.365
S4 4.205 4.232 4.348
Weekly Pivots for week ending 27-Dec-2013
Classic Woodie Camarilla DeMark
R4 5.148 4.993 4.474
R3 4.897 4.742 4.405
R2 4.646 4.646 4.382
R1 4.491 4.491 4.359 4.443
PP 4.395 4.395 4.395 4.371
S1 4.240 4.240 4.313 4.192
S2 4.144 4.144 4.290
S3 3.893 3.989 4.267
S4 3.642 3.738 4.198
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.550 4.299 0.251 5.7% 0.096 2.2% 33% False False 38,194
10 4.550 4.184 0.366 8.4% 0.109 2.5% 54% False False 51,006
20 4.550 3.889 0.661 15.1% 0.104 2.4% 75% False False 65,033
40 4.550 3.469 1.081 24.7% 0.096 2.2% 84% False False 45,268
60 4.550 3.469 1.081 24.7% 0.089 2.0% 84% False False 36,253
80 4.550 3.469 1.081 24.7% 0.086 2.0% 84% False False 30,446
100 4.550 3.469 1.081 24.7% 0.084 1.9% 84% False False 26,207
120 4.550 3.469 1.081 24.7% 0.082 1.9% 84% False False 23,111
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 0.018
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.691
2.618 4.589
1.618 4.527
1.000 4.489
0.618 4.465
HIGH 4.427
0.618 4.403
0.500 4.396
0.382 4.389
LOW 4.365
0.618 4.327
1.000 4.303
1.618 4.265
2.618 4.203
4.250 4.102
Fisher Pivots for day following 30-Dec-2013
Pivot 1 day 3 day
R1 4.396 4.392
PP 4.391 4.389
S1 4.387 4.385

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

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