NYMEX Natural Gas Future March 2014


Trading Metrics calculated at close of trading on 27-Jan-2014
Day Change Summary
Previous Current
24-Jan-2014 27-Jan-2014 Change Change % Previous Week
Open 4.655 4.958 0.303 6.5% 4.187
High 5.046 5.199 0.153 3.0% 5.046
Low 4.642 4.650 0.008 0.2% 4.143
Close 4.998 4.674 -0.324 -6.5% 4.998
Range 0.404 0.549 0.145 35.9% 0.903
ATR 0.179 0.205 0.026 14.8% 0.000
Volume 210,288 229,637 19,349 9.2% 602,566
Daily Pivots for day following 27-Jan-2014
Classic Woodie Camarilla DeMark
R4 6.488 6.130 4.976
R3 5.939 5.581 4.825
R2 5.390 5.390 4.775
R1 5.032 5.032 4.724 4.937
PP 4.841 4.841 4.841 4.793
S1 4.483 4.483 4.624 4.388
S2 4.292 4.292 4.573
S3 3.743 3.934 4.523
S4 3.194 3.385 4.372
Weekly Pivots for week ending 24-Jan-2014
Classic Woodie Camarilla DeMark
R4 7.438 7.121 5.495
R3 6.535 6.218 5.246
R2 5.632 5.632 5.164
R1 5.315 5.315 5.081 5.474
PP 4.729 4.729 4.729 4.808
S1 4.412 4.412 4.915 4.571
S2 3.826 3.826 4.832
S3 2.923 3.509 4.750
S4 2.020 2.606 4.501
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.199 4.143 1.056 22.6% 0.336 7.2% 50% True False 166,440
10 5.199 4.081 1.118 23.9% 0.234 5.0% 53% True False 139,129
20 5.199 3.936 1.263 27.0% 0.191 4.1% 58% True False 100,436
40 5.199 3.836 1.363 29.2% 0.146 3.1% 61% True False 82,559
60 5.199 3.469 1.730 37.0% 0.126 2.7% 70% True False 63,195
80 5.199 3.469 1.730 37.0% 0.114 2.4% 70% True False 51,707
100 5.199 3.469 1.730 37.0% 0.107 2.3% 70% True False 43,959
120 5.199 3.469 1.730 37.0% 0.101 2.2% 70% True False 38,113
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.047
Widest range in 160 trading days
Fibonacci Retracements and Extensions
4.250 7.532
2.618 6.636
1.618 6.087
1.000 5.748
0.618 5.538
HIGH 5.199
0.618 4.989
0.500 4.925
0.382 4.860
LOW 4.650
0.618 4.311
1.000 4.101
1.618 3.762
2.618 3.213
4.250 2.317
Fisher Pivots for day following 27-Jan-2014
Pivot 1 day 3 day
R1 4.925 4.851
PP 4.841 4.792
S1 4.758 4.733

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

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