NYMEX Natural Gas Future March 2014


Trading Metrics calculated at close of trading on 09-Jan-2014
Day Change Summary
Previous Current
08-Jan-2014 09-Jan-2014 Change Change % Previous Week
Open 4.290 4.150 -0.140 -3.3% 4.367
High 4.326 4.161 -0.165 -3.8% 4.427
Low 4.145 3.977 -0.168 -4.1% 4.180
Close 4.175 3.982 -0.193 -4.6% 4.282
Range 0.181 0.184 0.003 1.7% 0.247
ATR 0.126 0.132 0.005 4.0% 0.000
Volume 76,405 113,433 37,028 48.5% 193,356
Daily Pivots for day following 09-Jan-2014
Classic Woodie Camarilla DeMark
R4 4.592 4.471 4.083
R3 4.408 4.287 4.033
R2 4.224 4.224 4.016
R1 4.103 4.103 3.999 4.072
PP 4.040 4.040 4.040 4.024
S1 3.919 3.919 3.965 3.888
S2 3.856 3.856 3.948
S3 3.672 3.735 3.931
S4 3.488 3.551 3.881
Weekly Pivots for week ending 03-Jan-2014
Classic Woodie Camarilla DeMark
R4 5.037 4.907 4.418
R3 4.790 4.660 4.350
R2 4.543 4.543 4.327
R1 4.413 4.413 4.305 4.355
PP 4.296 4.296 4.296 4.267
S1 4.166 4.166 4.259 4.108
S2 4.049 4.049 4.237
S3 3.802 3.919 4.214
S4 3.555 3.672 4.146
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.403 3.977 0.426 10.7% 0.163 4.1% 1% False True 73,655
10 4.485 3.977 0.508 12.8% 0.145 3.7% 1% False True 53,891
20 4.550 3.977 0.573 14.4% 0.131 3.3% 1% False True 67,126
40 4.550 3.540 1.010 25.4% 0.110 2.8% 44% False False 52,100
60 4.550 3.469 1.081 27.1% 0.101 2.5% 47% False False 41,678
80 4.550 3.469 1.081 27.1% 0.094 2.4% 47% False False 35,153
100 4.550 3.469 1.081 27.1% 0.090 2.3% 47% False False 30,000
120 4.550 3.469 1.081 27.1% 0.087 2.2% 47% False False 26,353
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4.943
2.618 4.643
1.618 4.459
1.000 4.345
0.618 4.275
HIGH 4.161
0.618 4.091
0.500 4.069
0.382 4.047
LOW 3.977
0.618 3.863
1.000 3.793
1.618 3.679
2.618 3.495
4.250 3.195
Fisher Pivots for day following 09-Jan-2014
Pivot 1 day 3 day
R1 4.069 4.190
PP 4.040 4.121
S1 4.011 4.051

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

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