NYMEX Natural Gas Future January 2014


Trading Metrics calculated at close of trading on 23-Sep-2013
Day Change Summary
Previous Current
20-Sep-2013 23-Sep-2013 Change Change % Previous Week
Open 4.039 4.010 -0.029 -0.7% 4.005
High 4.045 4.012 -0.033 -0.8% 4.125
Low 3.994 3.933 -0.061 -1.5% 3.935
Close 4.024 3.941 -0.083 -2.1% 4.024
Range 0.051 0.079 0.028 54.9% 0.190
ATR 0.085 0.085 0.000 0.5% 0.000
Volume 50,415 21,135 -29,280 -58.1% 188,419
Daily Pivots for day following 23-Sep-2013
Classic Woodie Camarilla DeMark
R4 4.199 4.149 3.984
R3 4.120 4.070 3.963
R2 4.041 4.041 3.955
R1 3.991 3.991 3.948 3.977
PP 3.962 3.962 3.962 3.955
S1 3.912 3.912 3.934 3.898
S2 3.883 3.883 3.927
S3 3.804 3.833 3.919
S4 3.725 3.754 3.898
Weekly Pivots for week ending 20-Sep-2013
Classic Woodie Camarilla DeMark
R4 4.598 4.501 4.129
R3 4.408 4.311 4.076
R2 4.218 4.218 4.059
R1 4.121 4.121 4.041 4.170
PP 4.028 4.028 4.028 4.052
S1 3.931 3.931 4.007 3.980
S2 3.838 3.838 3.989
S3 3.648 3.741 3.972
S4 3.458 3.551 3.920
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.125 3.933 0.192 4.9% 0.074 1.9% 4% False True 36,818
10 4.125 3.846 0.279 7.1% 0.083 2.1% 34% False False 32,146
20 4.125 3.846 0.279 7.1% 0.084 2.1% 34% False False 29,025
40 4.125 3.565 0.560 14.2% 0.080 2.0% 67% False False 27,495
60 4.137 3.565 0.572 14.5% 0.084 2.1% 66% False False 24,548
80 4.388 3.565 0.823 20.9% 0.085 2.1% 46% False False 23,005
100 4.743 3.565 1.178 29.9% 0.089 2.3% 32% False False 21,968
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 0.018
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.348
2.618 4.219
1.618 4.140
1.000 4.091
0.618 4.061
HIGH 4.012
0.618 3.982
0.500 3.973
0.382 3.963
LOW 3.933
0.618 3.884
1.000 3.854
1.618 3.805
2.618 3.726
4.250 3.597
Fisher Pivots for day following 23-Sep-2013
Pivot 1 day 3 day
R1 3.973 4.029
PP 3.962 4.000
S1 3.952 3.970

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

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