NYMEX Natural Gas Future May 2014


Trading Metrics calculated at close of trading on 15-Jan-2014
Day Change Summary
Previous Current
14-Jan-2014 15-Jan-2014 Change Change % Previous Week
Open 4.049 4.091 0.042 1.0% 4.158
High 4.113 4.122 0.009 0.2% 4.244
Low 4.034 4.056 0.022 0.5% 3.850
Close 4.091 4.064 -0.027 -0.7% 3.894
Range 0.079 0.066 -0.013 -16.5% 0.394
ATR 0.096 0.093 -0.002 -2.2% 0.000
Volume 25,905 25,648 -257 -1.0% 91,466
Daily Pivots for day following 15-Jan-2014
Classic Woodie Camarilla DeMark
R4 4.279 4.237 4.100
R3 4.213 4.171 4.082
R2 4.147 4.147 4.076
R1 4.105 4.105 4.070 4.093
PP 4.081 4.081 4.081 4.075
S1 4.039 4.039 4.058 4.027
S2 4.015 4.015 4.052
S3 3.949 3.973 4.046
S4 3.883 3.907 4.028
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 4.122 3.850 0.272 6.7% 0.107 2.6% 79% True False 23,345
10 4.244 3.850 0.394 9.7% 0.107 2.6% 54% False False 19,325
20 4.244 3.850 0.394 9.7% 0.088 2.2% 54% False False 14,814
40 4.244 3.619 0.625 15.4% 0.079 1.9% 71% False False 13,711
60 4.244 3.495 0.749 18.4% 0.075 1.8% 76% False False 10,750
80 4.244 3.495 0.749 18.4% 0.070 1.7% 76% False False 8,704
100 4.244 3.495 0.749 18.4% 0.067 1.7% 76% False False 7,515
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.028
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 4.403
2.618 4.295
1.618 4.229
1.000 4.188
0.618 4.163
HIGH 4.122
0.618 4.097
0.500 4.089
0.382 4.081
LOW 4.056
0.618 4.015
1.000 3.990
1.618 3.949
2.618 3.883
4.250 3.776
Fisher Pivots for day following 15-Jan-2014
Pivot 1 day 3 day
R1 4.089 4.053
PP 4.081 4.041
S1 4.072 4.030

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

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