NYMEX Natural Gas Future March 2014


Trading Metrics calculated at close of trading on 31-Jan-2014
Day Change Summary
Previous Current
30-Jan-2014 31-Jan-2014 Change Change % Previous Week
Open 5.467 4.900 -0.567 -10.4% 4.958
High 5.477 4.995 -0.482 -8.8% 5.486
Low 4.900 4.721 -0.179 -3.7% 4.650
Close 5.011 4.943 -0.068 -1.4% 4.943
Range 0.577 0.274 -0.303 -52.5% 0.836
ATR 0.269 0.270 0.002 0.6% 0.000
Volume 287,690 187,066 -100,624 -35.0% 1,212,496
Daily Pivots for day following 31-Jan-2014
Classic Woodie Camarilla DeMark
R4 5.708 5.600 5.094
R3 5.434 5.326 5.018
R2 5.160 5.160 4.993
R1 5.052 5.052 4.968 5.106
PP 4.886 4.886 4.886 4.914
S1 4.778 4.778 4.918 4.832
S2 4.612 4.612 4.893
S3 4.338 4.504 4.868
S4 4.064 4.230 4.792
Weekly Pivots for week ending 31-Jan-2014
Classic Woodie Camarilla DeMark
R4 7.534 7.075 5.403
R3 6.698 6.239 5.173
R2 5.862 5.862 5.096
R1 5.403 5.403 5.020 5.215
PP 5.026 5.026 5.026 4.932
S1 4.567 4.567 4.866 4.379
S2 4.190 4.190 4.790
S3 3.354 3.731 4.713
S4 2.518 2.895 4.483
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.486 4.650 0.836 16.9% 0.471 9.5% 35% False False 242,499
10 5.486 4.143 1.343 27.2% 0.359 7.3% 60% False False 189,270
20 5.486 3.936 1.550 31.4% 0.255 5.2% 65% False False 141,907
40 5.486 3.935 1.551 31.4% 0.184 3.7% 65% False False 104,059
60 5.486 3.469 2.017 40.8% 0.152 3.1% 73% False False 78,146
80 5.486 3.469 2.017 40.8% 0.133 2.7% 73% False False 63,433
100 5.486 3.469 2.017 40.8% 0.122 2.5% 73% False False 53,368
120 5.486 3.469 2.017 40.8% 0.113 2.3% 73% False False 45,993
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 0.062
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6.160
2.618 5.712
1.618 5.438
1.000 5.269
0.618 5.164
HIGH 4.995
0.618 4.890
0.500 4.858
0.382 4.826
LOW 4.721
0.618 4.552
1.000 4.447
1.618 4.278
2.618 4.004
4.250 3.557
Fisher Pivots for day following 31-Jan-2014
Pivot 1 day 3 day
R1 4.915 5.104
PP 4.886 5.050
S1 4.858 4.997

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

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