NYMEX Natural Gas Future April 2014


Trading Metrics calculated at close of trading on 21-Jan-2014
Day Change Summary
Previous Current
17-Jan-2014 21-Jan-2014 Change Change % Previous Week
Open 4.109 4.032 -0.077 -1.9% 3.952
High 4.113 4.202 0.089 2.2% 4.193
Low 4.057 4.018 -0.039 -1.0% 3.952
Close 4.081 4.179 0.098 2.4% 4.081
Range 0.056 0.184 0.128 228.6% 0.241
ATR 0.097 0.103 0.006 6.4% 0.000
Volume 90,985 38,739 -52,246 -57.4% 299,568
Daily Pivots for day following 21-Jan-2014
Classic Woodie Camarilla DeMark
R4 4.685 4.616 4.280
R3 4.501 4.432 4.230
R2 4.317 4.317 4.213
R1 4.248 4.248 4.196 4.283
PP 4.133 4.133 4.133 4.150
S1 4.064 4.064 4.162 4.099
S2 3.949 3.949 4.145
S3 3.765 3.880 4.128
S4 3.581 3.696 4.078
Weekly Pivots for week ending 17-Jan-2014
Classic Woodie Camarilla DeMark
R4 4.798 4.681 4.214
R3 4.557 4.440 4.147
R2 4.316 4.316 4.125
R1 4.199 4.199 4.103 4.258
PP 4.075 4.075 4.075 4.105
S1 3.958 3.958 4.059 4.017
S2 3.834 3.834 4.037
S3 3.593 3.717 4.015
S4 3.352 3.476 3.948
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.202 4.018 0.184 4.4% 0.099 2.4% 88% True True 57,963
10 4.263 3.858 0.405 9.7% 0.118 2.8% 79% False False 51,567
20 4.263 3.858 0.405 9.7% 0.100 2.4% 79% False False 41,858
40 4.263 3.689 0.574 13.7% 0.089 2.1% 85% False False 44,223
60 4.263 3.462 0.801 19.2% 0.085 2.0% 90% False False 36,218
80 4.263 3.462 0.801 19.2% 0.082 2.0% 90% False False 31,083
100 4.263 3.462 0.801 19.2% 0.080 1.9% 90% False False 27,808
120 4.263 3.462 0.801 19.2% 0.076 1.8% 90% False False 24,739
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 0.020
Widest range in 132 trading days
Fibonacci Retracements and Extensions
4.250 4.984
2.618 4.684
1.618 4.500
1.000 4.386
0.618 4.316
HIGH 4.202
0.618 4.132
0.500 4.110
0.382 4.088
LOW 4.018
0.618 3.904
1.000 3.834
1.618 3.720
2.618 3.536
4.250 3.236
Fisher Pivots for day following 21-Jan-2014
Pivot 1 day 3 day
R1 4.156 4.156
PP 4.133 4.133
S1 4.110 4.110

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

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