NYMEX Natural Gas Future March 2014

Trading Metrics calculated at close of trading on 14-Jan-2014

Day Change Summary
	Previous	Current
	13-Jan-2014	14-Jan-2014	Change	Change %	Previous Week
Open	4.085	4.260	0.175	4.3%	4.295
High	4.261	4.333	0.072	1.7%	4.403
Low	4.081	4.237	0.156	3.8%	3.936
Close	4.224	4.315	0.091	2.2%	4.021
Range	0.180	0.096	-0.084	-46.7%	0.467
ATR	0.139	0.137	-0.002	-1.6%	0.000
Volume	117,675	113,272	-4,403	-3.7%	401,208

Daily Pivots for day following 14-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.583	4.545	4.368
R3	4.487	4.449	4.341
R2	4.391	4.391	4.333
R1	4.353	4.353	4.324	4.372
PP	4.295	4.295	4.295	4.305
S1	4.257	4.257	4.306	4.276
S2	4.199	4.199	4.297
S3	4.103	4.161	4.289
S4	4.007	4.065	4.262

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	4.333	3.936	0.397	9.2%	0.155	3.6%	95%	True	False	103,300
10	4.403	3.936	0.467	10.8%	0.156	3.6%	81%	False	False	77,878
20	4.550	3.936	0.614	14.2%	0.132	3.1%	62%	False	False	64,442
40	4.550	3.601	0.949	22.0%	0.112	2.6%	75%	False	False	58,558
60	4.550	3.469	1.081	25.1%	0.104	2.4%	78%	False	False	46,205
80	4.550	3.469	1.081	25.1%	0.096	2.2%	78%	False	False	38,558
100	4.550	3.469	1.081	25.1%	0.092	2.1%	78%	False	False	33,065
120	4.550	3.469	1.081	25.1%	0.089	2.1%	78%	False	False	28,886

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	0.035
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	4.741
2.618	4.584
1.618	4.488
1.000	4.429
0.618	4.392
HIGH	4.333
0.618	4.296
0.500	4.285
0.382	4.274
LOW	4.237
0.618	4.178
1.000	4.141
1.618	4.082
2.618	3.986
4.250	3.829

Fisher Pivots for day following 14-Jan-2014
Pivot	1 day	3 day
R1	4.305	4.255
PP	4.295	4.195
S1	4.285	4.135

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