NYMEX Natural Gas Future March 2014


Trading Metrics calculated at close of trading on 21-Jan-2014
Day Change Summary
Previous Current
17-Jan-2014 21-Jan-2014 Change Change % Previous Week
Open 4.313 4.187 -0.126 -2.9% 4.085
High 4.324 4.399 0.075 1.7% 4.444
Low 4.227 4.143 -0.084 -2.0% 4.081
Close 4.259 4.358 0.099 2.3% 4.259
Range 0.097 0.256 0.159 163.9% 0.363
ATR 0.135 0.144 0.009 6.4% 0.000
Volume 77,642 96,466 18,824 24.2% 559,087
Daily Pivots for day following 21-Jan-2014
Classic Woodie Camarilla DeMark
R4 5.068 4.969 4.499
R3 4.812 4.713 4.428
R2 4.556 4.556 4.405
R1 4.457 4.457 4.381 4.507
PP 4.300 4.300 4.300 4.325
S1 4.201 4.201 4.335 4.251
S2 4.044 4.044 4.311
S3 3.788 3.945 4.288
S4 3.532 3.689 4.217
Weekly Pivots for week ending 17-Jan-2014
Classic Woodie Camarilla DeMark
R4 5.350 5.168 4.459
R3 4.987 4.805 4.359
R2 4.624 4.624 4.326
R1 4.442 4.442 4.292 4.533
PP 4.261 4.261 4.261 4.307
S1 4.079 4.079 4.226 4.170
S2 3.898 3.898 4.192
S3 3.535 3.716 4.159
S4 3.172 3.353 4.059
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.444 4.143 0.301 6.9% 0.147 3.4% 71% False True 107,575
10 4.444 3.936 0.508 11.7% 0.158 3.6% 83% False False 98,325
20 4.550 3.936 0.614 14.1% 0.137 3.2% 69% False False 73,913
40 4.550 3.707 0.843 19.3% 0.119 2.7% 77% False False 67,101
60 4.550 3.469 1.081 24.8% 0.108 2.5% 82% False False 52,096
80 4.550 3.469 1.081 24.8% 0.101 2.3% 82% False False 43,178
100 4.550 3.469 1.081 24.8% 0.096 2.2% 82% False False 37,045
120 4.550 3.469 1.081 24.8% 0.091 2.1% 82% False False 32,201
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.029
Widest range in 156 trading days
Fibonacci Retracements and Extensions
4.250 5.487
2.618 5.069
1.618 4.813
1.000 4.655
0.618 4.557
HIGH 4.399
0.618 4.301
0.500 4.271
0.382 4.241
LOW 4.143
0.618 3.985
1.000 3.887
1.618 3.729
2.618 3.473
4.250 3.055
Fisher Pivots for day following 21-Jan-2014
Pivot 1 day 3 day
R1 4.329 4.337
PP 4.300 4.315
S1 4.271 4.294

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

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