NYMEX Natural Gas Future March 2014


Trading Metrics calculated at close of trading on 15-Jan-2014
Day Change Summary
Previous Current
14-Jan-2014 15-Jan-2014 Change Change % Previous Week
Open 4.260 4.298 0.038 0.9% 4.295
High 4.333 4.380 0.047 1.1% 4.403
Low 4.237 4.271 0.034 0.8% 3.936
Close 4.315 4.278 -0.037 -0.9% 4.021
Range 0.096 0.109 0.013 13.5% 0.467
ATR 0.137 0.135 -0.002 -1.5% 0.000
Volume 113,272 90,678 -22,594 -19.9% 401,208
Daily Pivots for day following 15-Jan-2014
Classic Woodie Camarilla DeMark
R4 4.637 4.566 4.338
R3 4.528 4.457 4.308
R2 4.419 4.419 4.298
R1 4.348 4.348 4.288 4.329
PP 4.310 4.310 4.310 4.300
S1 4.239 4.239 4.268 4.220
S2 4.201 4.201 4.258
S3 4.092 4.130 4.248
S4 3.983 4.021 4.218
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 4.380 3.936 0.444 10.4% 0.140 3.3% 77% True False 106,155
10 4.403 3.936 0.467 10.9% 0.145 3.4% 73% False False 83,090
20 4.550 3.936 0.614 14.4% 0.132 3.1% 56% False False 65,831
40 4.550 3.601 0.949 22.2% 0.113 2.6% 71% False False 60,165
60 4.550 3.469 1.081 25.3% 0.104 2.4% 75% False False 47,407
80 4.550 3.469 1.081 25.3% 0.097 2.3% 75% False False 39,420
100 4.550 3.469 1.081 25.3% 0.092 2.2% 75% False False 33,917
120 4.550 3.469 1.081 25.3% 0.089 2.1% 75% False False 29,584
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.036
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.843
2.618 4.665
1.618 4.556
1.000 4.489
0.618 4.447
HIGH 4.380
0.618 4.338
0.500 4.326
0.382 4.313
LOW 4.271
0.618 4.204
1.000 4.162
1.618 4.095
2.618 3.986
4.250 3.808
Fisher Pivots for day following 15-Jan-2014
Pivot 1 day 3 day
R1 4.326 4.262
PP 4.310 4.246
S1 4.294 4.231

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

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