NYMEX Natural Gas Future March 2014


Trading Metrics calculated at close of trading on 03-Feb-2014
Day Change Summary
Previous Current
31-Jan-2014 03-Feb-2014 Change Change % Previous Week
Open 4.900 4.850 -0.050 -1.0% 4.958
High 4.995 4.986 -0.009 -0.2% 5.486
Low 4.721 4.751 0.030 0.6% 4.650
Close 4.943 4.905 -0.038 -0.8% 4.943
Range 0.274 0.235 -0.039 -14.2% 0.836
ATR 0.270 0.268 -0.003 -0.9% 0.000
Volume 187,066 123,163 -63,903 -34.2% 1,212,496
Daily Pivots for day following 03-Feb-2014
Classic Woodie Camarilla DeMark
R4 5.586 5.480 5.034
R3 5.351 5.245 4.970
R2 5.116 5.116 4.948
R1 5.010 5.010 4.927 5.063
PP 4.881 4.881 4.881 4.907
S1 4.775 4.775 4.883 4.828
S2 4.646 4.646 4.862
S3 4.411 4.540 4.840
S4 4.176 4.305 4.776
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 4.690 0.796 16.2% 0.408 8.3% 27% False False 221,204
10 5.486 4.143 1.343 27.4% 0.372 7.6% 57% False False 193,822
20 5.486 3.936 1.550 31.6% 0.258 5.3% 63% False False 144,926
40 5.486 3.935 1.551 31.6% 0.189 3.8% 63% False False 106,352
60 5.486 3.540 1.946 39.7% 0.154 3.1% 70% False False 79,756
80 5.486 3.469 2.017 41.1% 0.135 2.8% 71% False False 64,700
100 5.486 3.469 2.017 41.1% 0.123 2.5% 71% False False 54,530
120 5.486 3.469 2.017 41.1% 0.115 2.3% 71% False False 46,944
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.071
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 5.985
2.618 5.601
1.618 5.366
1.000 5.221
0.618 5.131
HIGH 4.986
0.618 4.896
0.500 4.869
0.382 4.841
LOW 4.751
0.618 4.606
1.000 4.516
1.618 4.371
2.618 4.136
4.250 3.752
Fisher Pivots for day following 03-Feb-2014
Pivot 1 day 3 day
R1 4.893 5.099
PP 4.881 5.034
S1 4.869 4.970

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

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