NYMEX Natural Gas Future March 2014


Trading Metrics calculated at close of trading on 23-Jan-2014
Day Change Summary
Previous Current
22-Jan-2014 23-Jan-2014 Change Change % Previous Week
Open 4.391 4.554 0.163 3.7% 4.085
High 4.585 4.745 0.160 3.5% 4.444
Low 4.355 4.503 0.148 3.4% 4.081
Close 4.550 4.579 0.029 0.6% 4.259
Range 0.230 0.242 0.012 5.2% 0.363
ATR 0.150 0.156 0.007 4.4% 0.000
Volume 138,886 156,926 18,040 13.0% 559,087
Daily Pivots for day following 23-Jan-2014
Classic Woodie Camarilla DeMark
R4 5.335 5.199 4.712
R3 5.093 4.957 4.646
R2 4.851 4.851 4.623
R1 4.715 4.715 4.601 4.783
PP 4.609 4.609 4.609 4.643
S1 4.473 4.473 4.557 4.541
S2 4.367 4.367 4.535
S3 4.125 4.231 4.512
S4 3.883 3.989 4.446
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 4.745 4.143 0.602 13.1% 0.200 4.4% 72% True False 125,948
10 4.745 3.936 0.809 17.7% 0.170 3.7% 79% True False 116,051
20 4.745 3.936 0.809 17.7% 0.154 3.4% 79% True False 81,344
40 4.745 3.788 0.957 20.9% 0.127 2.8% 83% True False 73,160
60 4.745 3.469 1.276 27.9% 0.113 2.5% 87% True False 56,372
80 4.745 3.469 1.276 27.9% 0.104 2.3% 87% True False 46,490
100 4.745 3.469 1.276 27.9% 0.099 2.2% 87% True False 39,830
120 4.745 3.469 1.276 27.9% 0.094 2.1% 87% True False 34,586
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 0.029
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.774
2.618 5.379
1.618 5.137
1.000 4.987
0.618 4.895
HIGH 4.745
0.618 4.653
0.500 4.624
0.382 4.595
LOW 4.503
0.618 4.353
1.000 4.261
1.618 4.111
2.618 3.869
4.250 3.475
Fisher Pivots for day following 23-Jan-2014
Pivot 1 day 3 day
R1 4.624 4.534
PP 4.609 4.489
S1 4.594 4.444

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

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