NYMEX Natural Gas Future March 2014


Trading Metrics calculated at close of trading on 28-Jan-2014
Day Change Summary
Previous Current
27-Jan-2014 28-Jan-2014 Change Change % Previous Week
Open 4.958 4.721 -0.237 -4.8% 4.187
High 5.199 4.964 -0.235 -4.5% 5.046
Low 4.650 4.690 0.040 0.9% 4.143
Close 4.674 4.941 0.267 5.7% 4.998
Range 0.549 0.274 -0.275 -50.1% 0.903
ATR 0.205 0.211 0.006 3.0% 0.000
Volume 229,637 229,634 -3 0.0% 602,566
Daily Pivots for day following 28-Jan-2014
Classic Woodie Camarilla DeMark
R4 5.687 5.588 5.092
R3 5.413 5.314 5.016
R2 5.139 5.139 4.991
R1 5.040 5.040 4.966 5.090
PP 4.865 4.865 4.865 4.890
S1 4.766 4.766 4.916 4.816
S2 4.591 4.591 4.891
S3 4.317 4.492 4.866
S4 4.043 4.218 4.790
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 4.355 0.844 17.1% 0.340 6.9% 69% False False 193,074
10 5.199 4.143 1.056 21.4% 0.243 4.9% 76% False False 150,324
20 5.199 3.936 1.263 25.6% 0.198 4.0% 80% False False 110,774
40 5.199 3.869 1.330 26.9% 0.151 3.1% 81% False False 87,467
60 5.199 3.469 1.730 35.0% 0.130 2.6% 85% False False 66,692
80 5.199 3.469 1.730 35.0% 0.116 2.4% 85% False False 54,426
100 5.199 3.469 1.730 35.0% 0.109 2.2% 85% False False 46,132
120 5.199 3.469 1.730 35.0% 0.103 2.1% 85% False False 39,962
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.049
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6.129
2.618 5.681
1.618 5.407
1.000 5.238
0.618 5.133
HIGH 4.964
0.618 4.859
0.500 4.827
0.382 4.795
LOW 4.690
0.618 4.521
1.000 4.416
1.618 4.247
2.618 3.973
4.250 3.526
Fisher Pivots for day following 28-Jan-2014
Pivot 1 day 3 day
R1 4.903 4.934
PP 4.865 4.927
S1 4.827 4.921

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

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