NYMEX Natural Gas Future January 2014


Trading Metrics calculated at close of trading on 12-Dec-2013
Day Change Summary
Previous Current
11-Dec-2013 12-Dec-2013 Change Change % Previous Week
Open 4.251 4.345 0.094 2.2% 3.911
High 4.348 4.434 0.086 2.0% 4.199
Low 4.172 4.307 0.135 3.2% 3.897
Close 4.337 4.409 0.072 1.7% 4.114
Range 0.176 0.127 -0.049 -27.8% 0.302
ATR 0.105 0.107 0.002 1.5% 0.000
Volume 242,545 252,804 10,259 4.2% 830,812
Daily Pivots for day following 12-Dec-2013
Classic Woodie Camarilla DeMark
R4 4.764 4.714 4.479
R3 4.637 4.587 4.444
R2 4.510 4.510 4.432
R1 4.460 4.460 4.421 4.485
PP 4.383 4.383 4.383 4.396
S1 4.333 4.333 4.397 4.358
S2 4.256 4.256 4.386
S3 4.129 4.206 4.374
S4 4.002 4.079 4.339
Weekly Pivots for week ending 06-Dec-2013
Classic Woodie Camarilla DeMark
R4 4.976 4.847 4.280
R3 4.674 4.545 4.197
R2 4.372 4.372 4.169
R1 4.243 4.243 4.142 4.308
PP 4.070 4.070 4.070 4.102
S1 3.941 3.941 4.086 4.006
S2 3.768 3.768 4.059
S3 3.466 3.639 4.031
S4 3.164 3.337 3.948
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.434 4.103 0.331 7.5% 0.119 2.7% 92% True False 220,340
10 4.434 3.873 0.561 12.7% 0.111 2.5% 96% True False 180,288
20 4.434 3.543 0.891 20.2% 0.105 2.4% 97% True False 137,261
40 4.434 3.465 0.969 22.0% 0.099 2.3% 97% True False 96,386
60 4.434 3.465 0.969 22.0% 0.094 2.1% 97% True False 81,622
80 4.434 3.465 0.969 22.0% 0.091 2.1% 97% True False 68,002
100 4.434 3.465 0.969 22.0% 0.088 2.0% 97% True False 59,309
120 4.434 3.465 0.969 22.0% 0.090 2.0% 97% True False 52,583
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 0.032
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.974
2.618 4.766
1.618 4.639
1.000 4.561
0.618 4.512
HIGH 4.434
0.618 4.385
0.500 4.371
0.382 4.356
LOW 4.307
0.618 4.229
1.000 4.180
1.618 4.102
2.618 3.975
4.250 3.767
Fisher Pivots for day following 12-Dec-2013
Pivot 1 day 3 day
R1 4.396 4.374
PP 4.383 4.338
S1 4.371 4.303

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

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