NYMEX Natural Gas Future March 2014


Trading Metrics calculated at close of trading on 22-Jan-2014
Day Change Summary
Previous Current
21-Jan-2014 22-Jan-2014 Change Change % Previous Week
Open 4.187 4.391 0.204 4.9% 4.085
High 4.399 4.585 0.186 4.2% 4.444
Low 4.143 4.355 0.212 5.1% 4.081
Close 4.358 4.550 0.192 4.4% 4.259
Range 0.256 0.230 -0.026 -10.2% 0.363
ATR 0.144 0.150 0.006 4.3% 0.000
Volume 96,466 138,886 42,420 44.0% 559,087
Daily Pivots for day following 22-Jan-2014
Classic Woodie Camarilla DeMark
R4 5.187 5.098 4.677
R3 4.957 4.868 4.613
R2 4.727 4.727 4.592
R1 4.638 4.638 4.571 4.683
PP 4.497 4.497 4.497 4.519
S1 4.408 4.408 4.529 4.453
S2 4.267 4.267 4.508
S3 4.037 4.178 4.487
S4 3.807 3.948 4.424
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 4.585 4.143 0.442 9.7% 0.173 3.8% 92% True False 112,698
10 4.585 3.936 0.649 14.3% 0.164 3.6% 95% True False 107,999
20 4.585 3.936 0.649 14.3% 0.145 3.2% 95% True False 76,662
40 4.585 3.721 0.864 19.0% 0.123 2.7% 96% True False 69,832
60 4.585 3.469 1.116 24.5% 0.111 2.4% 97% True False 54,058
80 4.585 3.469 1.116 24.5% 0.102 2.2% 97% True False 44,786
100 4.585 3.469 1.116 24.5% 0.097 2.1% 97% True False 38,344
120 4.585 3.469 1.116 24.5% 0.093 2.0% 97% True False 33,314
Crabel Price Patterns
NR True
NR4 False
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 0.027
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.563
2.618 5.187
1.618 4.957
1.000 4.815
0.618 4.727
HIGH 4.585
0.618 4.497
0.500 4.470
0.382 4.443
LOW 4.355
0.618 4.213
1.000 4.125
1.618 3.983
2.618 3.753
4.250 3.378
Fisher Pivots for day following 22-Jan-2014
Pivot 1 day 3 day
R1 4.523 4.488
PP 4.497 4.426
S1 4.470 4.364

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

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