NYMEX Natural Gas Future January 2014


Trading Metrics calculated at close of trading on 15-Oct-2013
Day Change Summary
Previous Current
14-Oct-2013 15-Oct-2013 Change Change % Previous Week
Open 4.064 4.065 0.001 0.0% 3.800
High 4.092 4.092 0.000 0.0% 4.037
Low 4.002 4.013 0.011 0.3% 3.798
Close 4.059 4.027 -0.032 -0.8% 4.023
Range 0.090 0.079 -0.011 -12.2% 0.239
ATR 0.084 0.084 0.000 -0.4% 0.000
Volume 85,015 45,277 -39,738 -46.7% 423,249
Daily Pivots for day following 15-Oct-2013
Classic Woodie Camarilla DeMark
R4 4.281 4.233 4.070
R3 4.202 4.154 4.049
R2 4.123 4.123 4.041
R1 4.075 4.075 4.034 4.060
PP 4.044 4.044 4.044 4.036
S1 3.996 3.996 4.020 3.981
S2 3.965 3.965 4.013
S3 3.886 3.917 4.005
S4 3.807 3.838 3.984
Weekly Pivots for week ending 11-Oct-2013
Classic Woodie Camarilla DeMark
R4 4.670 4.585 4.154
R3 4.431 4.346 4.089
R2 4.192 4.192 4.067
R1 4.107 4.107 4.045 4.150
PP 3.953 3.953 3.953 3.974
S1 3.868 3.868 4.001 3.911
S2 3.714 3.714 3.979
S3 3.475 3.629 3.957
S4 3.236 3.390 3.892
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.092 3.939 0.153 3.8% 0.070 1.7% 58% True False 84,030
10 4.092 3.750 0.342 8.5% 0.078 1.9% 81% True False 67,423
20 4.125 3.731 0.394 9.8% 0.082 2.0% 75% False False 51,596
40 4.125 3.731 0.394 9.8% 0.081 2.0% 75% False False 39,059
60 4.125 3.565 0.560 13.9% 0.081 2.0% 83% False False 34,056
80 4.156 3.565 0.591 14.7% 0.085 2.1% 78% False False 30,218
100 4.665 3.565 1.100 27.3% 0.086 2.1% 42% False False 27,842
120 4.825 3.565 1.260 31.3% 0.089 2.2% 37% False False 26,281
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.428
2.618 4.299
1.618 4.220
1.000 4.171
0.618 4.141
HIGH 4.092
0.618 4.062
0.500 4.053
0.382 4.043
LOW 4.013
0.618 3.964
1.000 3.934
1.618 3.885
2.618 3.806
4.250 3.677
Fisher Pivots for day following 15-Oct-2013
Pivot 1 day 3 day
R1 4.053 4.041
PP 4.044 4.036
S1 4.036 4.032

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

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