NYMEX Natural Gas Future March 2014

Trading Metrics calculated at close of trading on 10-Jan-2014

Day Change Summary
	Previous	Current
	09-Jan-2014	10-Jan-2014	Change	Change %	Previous Week
Open	4.150	4.002	-0.148	-3.6%	4.295
High	4.161	4.068	-0.093	-2.2%	4.403
Low	3.977	3.936	-0.041	-1.0%	3.936
Close	3.982	4.021	0.039	1.0%	4.021
Range	0.184	0.132	-0.052	-28.3%	0.467
ATR	0.132	0.132	0.000	0.0%	0.000
Volume	113,433	95,718	-17,715	-15.6%	401,208

Daily Pivots for day following 10-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.404	4.345	4.094
R3	4.272	4.213	4.057
R2	4.140	4.140	4.045
R1	4.081	4.081	4.033	4.111
PP	4.008	4.008	4.008	4.023
S1	3.949	3.949	4.009	3.979
S2	3.876	3.876	3.997
S3	3.744	3.817	3.985
S4	3.612	3.685	3.948

Weekly Pivots for week ending 10-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	5.521	5.238	4.278
R3	5.054	4.771	4.149
R2	4.587	4.587	4.107
R1	4.304	4.304	4.064	4.212
PP	4.120	4.120	4.120	4.074
S1	3.837	3.837	3.978	3.745
S2	3.653	3.653	3.935
S3	3.186	3.370	3.893
S4	2.719	2.903	3.764

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.403	3.936	0.467	11.6%	0.155	3.8%	18%	False	True	80,241
10	4.440	3.936	0.504	12.5%	0.148	3.7%	17%	False	True	61,743
20	4.550	3.936	0.614	15.3%	0.129	3.2%	14%	False	True	66,546
40	4.550	3.540	1.010	25.1%	0.111	2.8%	48%	False	False	53,974
60	4.550	3.469	1.081	26.9%	0.102	2.5%	51%	False	False	43,032
80	4.550	3.469	1.081	26.9%	0.095	2.4%	51%	False	False	36,107
100	4.550	3.469	1.081	26.9%	0.091	2.3%	51%	False	False	30,906
120	4.550	3.469	1.081	26.9%	0.088	2.2%	51%	False	False	27,057

Crabel Price Patterns
NR	True
NR4	True
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	0.034
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	4.629
2.618	4.414
1.618	4.282
1.000	4.200
0.618	4.150
HIGH	4.068
0.618	4.018
0.500	4.002
0.382	3.986
LOW	3.936
0.618	3.854
1.000	3.804
1.618	3.722
2.618	3.590
4.250	3.375

Fisher Pivots for day following 10-Jan-2014
Pivot	1 day	3 day
R1	4.015	4.131
PP	4.008	4.094
S1	4.002	4.058

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols