NYMEX Natural Gas Future May 2014


Trading Metrics calculated at close of trading on 16-Jan-2014
Day Change Summary
Previous Current
15-Jan-2014 16-Jan-2014 Change Change % Previous Week
Open 4.091 4.071 -0.020 -0.5% 4.158
High 4.122 4.168 0.046 1.1% 4.244
Low 4.056 4.071 0.015 0.4% 3.850
Close 4.064 4.092 0.028 0.7% 3.894
Range 0.066 0.097 0.031 47.0% 0.394
ATR 0.093 0.094 0.001 0.8% 0.000
Volume 25,648 15,742 -9,906 -38.6% 91,466
Daily Pivots for day following 16-Jan-2014
Classic Woodie Camarilla DeMark
R4 4.401 4.344 4.145
R3 4.304 4.247 4.119
R2 4.207 4.207 4.110
R1 4.150 4.150 4.101 4.179
PP 4.110 4.110 4.110 4.125
S1 4.053 4.053 4.083 4.082
S2 4.013 4.013 4.074
S3 3.916 3.956 4.065
S4 3.819 3.859 4.039
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 4.168 3.850 0.318 7.8% 0.092 2.2% 76% True False 22,628
10 4.244 3.850 0.394 9.6% 0.109 2.7% 61% False False 19,470
20 4.244 3.850 0.394 9.6% 0.090 2.2% 61% False False 14,902
40 4.244 3.619 0.625 15.3% 0.079 1.9% 76% False False 13,985
60 4.244 3.495 0.749 18.3% 0.074 1.8% 80% False False 10,981
80 4.244 3.495 0.749 18.3% 0.070 1.7% 80% False False 8,857
100 4.244 3.495 0.749 18.3% 0.068 1.7% 80% False False 7,649
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.027
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.580
2.618 4.422
1.618 4.325
1.000 4.265
0.618 4.228
HIGH 4.168
0.618 4.131
0.500 4.120
0.382 4.108
LOW 4.071
0.618 4.011
1.000 3.974
1.618 3.914
2.618 3.817
4.250 3.659
Fisher Pivots for day following 16-Jan-2014
Pivot 1 day 3 day
R1 4.120 4.101
PP 4.110 4.098
S1 4.101 4.095

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

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