NYMEX Natural Gas Future January 2014


Trading Metrics calculated at close of trading on 27-Jun-2013
Day Change Summary
Previous Current
26-Jun-2013 27-Jun-2013 Change Change % Previous Week
Open 4.019 4.085 0.066 1.6% 4.116
High 4.085 4.085 0.000 0.0% 4.295
Low 4.016 3.904 -0.112 -2.8% 4.110
Close 4.075 3.924 -0.151 -3.7% 4.114
Range 0.069 0.181 0.112 162.3% 0.185
ATR 0.092 0.099 0.006 6.8% 0.000
Volume 19,295 13,358 -5,937 -30.8% 85,008
Daily Pivots for day following 27-Jun-2013
Classic Woodie Camarilla DeMark
R4 4.514 4.400 4.024
R3 4.333 4.219 3.974
R2 4.152 4.152 3.957
R1 4.038 4.038 3.941 4.005
PP 3.971 3.971 3.971 3.954
S1 3.857 3.857 3.907 3.824
S2 3.790 3.790 3.891
S3 3.609 3.676 3.874
S4 3.428 3.495 3.824
Weekly Pivots for week ending 21-Jun-2013
Classic Woodie Camarilla DeMark
R4 4.728 4.606 4.216
R3 4.543 4.421 4.165
R2 4.358 4.358 4.148
R1 4.236 4.236 4.131 4.205
PP 4.173 4.173 4.173 4.157
S1 4.051 4.051 4.097 4.020
S2 3.988 3.988 4.080
S3 3.803 3.866 4.063
S4 3.618 3.681 4.012
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.231 3.904 0.327 8.3% 0.109 2.8% 6% False True 15,637
10 4.295 3.904 0.391 10.0% 0.095 2.4% 5% False True 17,893
20 4.388 3.904 0.484 12.3% 0.085 2.2% 4% False True 18,375
40 4.743 3.904 0.839 21.4% 0.095 2.4% 2% False True 18,097
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.012
Widest range in 39 trading days
Fibonacci Retracements and Extensions
4.250 4.854
2.618 4.559
1.618 4.378
1.000 4.266
0.618 4.197
HIGH 4.085
0.618 4.016
0.500 3.995
0.382 3.973
LOW 3.904
0.618 3.792
1.000 3.723
1.618 3.611
2.618 3.430
4.250 3.135
Fisher Pivots for day following 27-Jun-2013
Pivot 1 day 3 day
R1 3.995 4.007
PP 3.971 3.979
S1 3.948 3.952

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

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