NYMEX Natural Gas Future March 2014


Trading Metrics calculated at close of trading on 24-Feb-2014
Day Change Summary
Previous Current
21-Feb-2014 24-Feb-2014 Change Change % Previous Week
Open 6.068 6.300 0.232 3.8% 5.384
High 6.308 6.493 0.185 2.9% 6.400
Low 5.880 5.380 -0.500 -8.5% 5.371
Close 6.135 5.445 -0.690 -11.2% 6.135
Range 0.428 1.113 0.685 160.0% 1.029
ATR 0.372 0.425 0.053 14.2% 0.000
Volume 127,847 116,688 -11,159 -8.7% 742,899
Daily Pivots for day following 24-Feb-2014
Classic Woodie Camarilla DeMark
R4 9.112 8.391 6.057
R3 7.999 7.278 5.751
R2 6.886 6.886 5.649
R1 6.165 6.165 5.547 5.969
PP 5.773 5.773 5.773 5.675
S1 5.052 5.052 5.343 4.856
S2 4.660 4.660 5.241
S3 3.547 3.939 5.139
S4 2.434 2.826 4.833
Weekly Pivots for week ending 21-Feb-2014
Classic Woodie Camarilla DeMark
R4 9.056 8.624 6.701
R3 8.027 7.595 6.418
R2 6.998 6.998 6.324
R1 6.566 6.566 6.229 6.782
PP 5.969 5.969 5.969 6.077
S1 5.537 5.537 6.041 5.753
S2 4.940 4.940 5.946
S3 3.911 4.508 5.852
S4 2.882 3.479 5.569
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.493 5.371 1.122 20.6% 0.603 11.1% 7% True False 171,917
10 6.493 4.563 1.930 35.4% 0.456 8.4% 46% True False 186,766
20 6.493 4.563 1.930 35.4% 0.458 8.4% 46% True False 202,655
40 6.493 3.936 2.557 47.0% 0.313 5.8% 59% True False 146,234
60 6.493 3.788 2.705 49.7% 0.243 4.5% 61% True False 119,419
80 6.493 3.469 3.024 55.5% 0.203 3.7% 65% True False 95,398
100 6.493 3.469 3.024 55.5% 0.178 3.3% 65% True False 79,731
120 6.493 3.469 3.024 55.5% 0.161 3.0% 65% True False 68,607
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.095
Widest range in 179 trading days
Fibonacci Retracements and Extensions
4.250 11.223
2.618 9.407
1.618 8.294
1.000 7.606
0.618 7.181
HIGH 6.493
0.618 6.068
0.500 5.937
0.382 5.805
LOW 5.380
0.618 4.692
1.000 4.267
1.618 3.579
2.618 2.466
4.250 0.650
Fisher Pivots for day following 24-Feb-2014
Pivot 1 day 3 day
R1 5.937 5.937
PP 5.773 5.773
S1 5.609 5.609

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

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