NYMEX Natural Gas Future March 2014


Trading Metrics calculated at close of trading on 16-Jan-2014
Day Change Summary
Previous Current
15-Jan-2014 16-Jan-2014 Change Change % Previous Week
Open 4.298 4.284 -0.014 -0.3% 4.295
High 4.380 4.444 0.064 1.5% 4.403
Low 4.271 4.269 -0.002 0.0% 3.936
Close 4.278 4.324 0.046 1.1% 4.021
Range 0.109 0.175 0.066 60.6% 0.467
ATR 0.135 0.138 0.003 2.1% 0.000
Volume 90,678 159,820 69,142 76.3% 401,208
Daily Pivots for day following 16-Jan-2014
Classic Woodie Camarilla DeMark
R4 4.871 4.772 4.420
R3 4.696 4.597 4.372
R2 4.521 4.521 4.356
R1 4.422 4.422 4.340 4.472
PP 4.346 4.346 4.346 4.370
S1 4.247 4.247 4.308 4.297
S2 4.171 4.171 4.292
S3 3.996 4.072 4.276
S4 3.821 3.897 4.228
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 4.444 3.936 0.508 11.7% 0.138 3.2% 76% True False 115,432
10 4.444 3.936 0.508 11.7% 0.151 3.5% 76% True False 94,544
20 4.550 3.936 0.614 14.2% 0.135 3.1% 63% False False 70,318
40 4.550 3.601 0.949 21.9% 0.115 2.7% 76% False False 63,780
60 4.550 3.469 1.081 25.0% 0.104 2.4% 79% False False 49,836
80 4.550 3.469 1.081 25.0% 0.098 2.3% 79% False False 41,301
100 4.550 3.469 1.081 25.0% 0.094 2.2% 79% False False 35,409
120 4.550 3.469 1.081 25.0% 0.090 2.1% 79% False False 30,870
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.037
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.188
2.618 4.902
1.618 4.727
1.000 4.619
0.618 4.552
HIGH 4.444
0.618 4.377
0.500 4.357
0.382 4.336
LOW 4.269
0.618 4.161
1.000 4.094
1.618 3.986
2.618 3.811
4.250 3.525
Fisher Pivots for day following 16-Jan-2014
Pivot 1 day 3 day
R1 4.357 4.341
PP 4.346 4.335
S1 4.335 4.330

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

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