NYMEX Natural Gas Future May 2014

Trading Metrics calculated at close of trading on 14-Jan-2014

Day Change Summary
	Previous	Current
	13-Jan-2014	14-Jan-2014	Change	Change %	Previous Week
Open	3.938	4.049	0.111	2.8%	4.158
High	4.064	4.113	0.049	1.2%	4.244
Low	3.938	4.034	0.096	2.4%	3.850
Close	4.035	4.091	0.056	1.4%	3.894
Range	0.126	0.079	-0.047	-37.3%	0.394
ATR	0.097	0.096	-0.001	-1.3%	0.000
Volume	19,708	25,905	6,197	31.4%	91,466

Daily Pivots for day following 14-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.316	4.283	4.134
R3	4.237	4.204	4.113
R2	4.158	4.158	4.105
R1	4.125	4.125	4.098	4.142
PP	4.079	4.079	4.079	4.088
S1	4.046	4.046	4.084	4.063
S2	4.000	4.000	4.077
S3	3.921	3.967	4.069
S4	3.842	3.888	4.048

Weekly Pivots for week ending 10-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	5.178	4.930	4.111
R3	4.784	4.536	4.002
R2	4.390	4.390	3.966
R1	4.142	4.142	3.930	4.069
PP	3.996	3.996	3.996	3.960
S1	3.748	3.748	3.858	3.675
S2	3.602	3.602	3.822
S3	3.208	3.354	3.786
S4	2.814	2.960	3.677

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.179	3.850	0.329	8.0%	0.125	3.1%	73%	False	False	23,119
10	4.244	3.850	0.394	9.6%	0.112	2.7%	61%	False	False	17,749
20	4.244	3.850	0.394	9.6%	0.089	2.2%	61%	False	False	14,202
40	4.244	3.619	0.625	15.3%	0.078	1.9%	76%	False	False	13,220
60	4.244	3.495	0.749	18.3%	0.075	1.8%	80%	False	False	10,356
80	4.244	3.495	0.749	18.3%	0.069	1.7%	80%	False	False	8,486
100	4.244	3.495	0.749	18.3%	0.067	1.6%	80%	False	False	7,277

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.025
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	4.449
2.618	4.320
1.618	4.241
1.000	4.192
0.618	4.162
HIGH	4.113
0.618	4.083
0.500	4.074
0.382	4.064
LOW	4.034
0.618	3.985
1.000	3.955
1.618	3.906
2.618	3.827
4.250	3.698

Fisher Pivots for day following 14-Jan-2014
Pivot	1 day	3 day
R1	4.085	4.055
PP	4.079	4.018
S1	4.074	3.982

Download as Excel Spreadsheet

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

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