NYMEX Natural Gas Future October 2014

Trading Metrics calculated at close of trading on 27-Jan-2014

Day Change Summary
	Previous	Current
	24-Jan-2014	27-Jan-2014	Change	Change %	Previous Week
Open	4.350	4.365	0.015	0.3%	4.085
High	4.375	4.475	0.100	2.3%	4.393
Low	4.287	4.256	-0.031	-0.7%	4.060
Close	4.351	4.265	-0.086	-2.0%	4.351
Range	0.088	0.219	0.131	148.9%	0.333
ATR	0.111	0.119	0.008	7.0%	0.000
Volume	20,333	24,232	3,899	19.2%	58,286

Daily Pivots for day following 27-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.989	4.846	4.385
R3	4.770	4.627	4.325
R2	4.551	4.551	4.305
R1	4.408	4.408	4.285	4.370
PP	4.332	4.332	4.332	4.313
S1	4.189	4.189	4.245	4.151
S2	4.113	4.113	4.225
S3	3.894	3.970	4.205
S4	3.675	3.751	4.145

Weekly Pivots for week ending 24-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	5.267	5.142	4.534
R3	4.934	4.809	4.443
R2	4.601	4.601	4.412
R1	4.476	4.476	4.382	4.539
PP	4.268	4.268	4.268	4.299
S1	4.143	4.143	4.320	4.206
S2	3.935	3.935	4.290
S3	3.602	3.810	4.259
S4	3.269	3.477	4.168

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.475	4.060	0.415	9.7%	0.142	3.3%	49%	True	False	16,503
10	4.475	4.000	0.475	11.1%	0.108	2.5%	56%	True	False	15,298

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	0.027
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	5.406
2.618	5.048
1.618	4.829
1.000	4.694
0.618	4.610
HIGH	4.475
0.618	4.391
0.500	4.366
0.382	4.340
LOW	4.256
0.618	4.121
1.000	4.037
1.618	3.902
2.618	3.683
4.250	3.325

Fisher Pivots for day following 27-Jan-2014
Pivot	1 day	3 day
R1	4.366	4.355
PP	4.332	4.325
S1	4.299	4.295

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