NYMEX Natural Gas Future January 2014


Trading Metrics calculated at close of trading on 23-Dec-2013
Day Change Summary
Previous Current
20-Dec-2013 23-Dec-2013 Change Change % Previous Week
Open 4.471 4.490 0.019 0.4% 4.275
High 4.492 4.532 0.040 0.9% 4.492
Low 4.402 4.456 0.054 1.2% 4.194
Close 4.418 4.463 0.045 1.0% 4.418
Range 0.090 0.076 -0.014 -15.6% 0.298
ATR 0.115 0.115 0.000 -0.1% 0.000
Volume 115,405 83,221 -32,184 -27.9% 754,849
Daily Pivots for day following 23-Dec-2013
Classic Woodie Camarilla DeMark
R4 4.712 4.663 4.505
R3 4.636 4.587 4.484
R2 4.560 4.560 4.477
R1 4.511 4.511 4.470 4.498
PP 4.484 4.484 4.484 4.477
S1 4.435 4.435 4.456 4.422
S2 4.408 4.408 4.449
S3 4.332 4.359 4.442
S4 4.256 4.283 4.421
Weekly Pivots for week ending 20-Dec-2013
Classic Woodie Camarilla DeMark
R4 5.262 5.138 4.582
R3 4.964 4.840 4.500
R2 4.666 4.666 4.473
R1 4.542 4.542 4.445 4.604
PP 4.368 4.368 4.368 4.399
S1 4.244 4.244 4.391 4.306
S2 4.070 4.070 4.363
S3 3.772 3.946 4.336
S4 3.474 3.648 4.254
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.532 4.194 0.338 7.6% 0.118 2.6% 80% True False 134,933
10 4.532 4.172 0.360 8.1% 0.120 2.7% 81% True False 170,187
20 4.532 3.786 0.746 16.7% 0.110 2.5% 91% True False 158,732
40 4.532 3.465 1.067 23.9% 0.102 2.3% 94% True False 113,532
60 4.532 3.465 1.067 23.9% 0.097 2.2% 94% True False 93,894
80 4.532 3.465 1.067 23.9% 0.094 2.1% 94% True False 78,770
100 4.532 3.465 1.067 23.9% 0.091 2.0% 94% True False 67,954
120 4.532 3.465 1.067 23.9% 0.091 2.0% 94% True False 59,676
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.041
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 4.855
2.618 4.731
1.618 4.655
1.000 4.608
0.618 4.579
HIGH 4.532
0.618 4.503
0.500 4.494
0.382 4.485
LOW 4.456
0.618 4.409
1.000 4.380
1.618 4.333
2.618 4.257
4.250 4.133
Fisher Pivots for day following 23-Dec-2013
Pivot 1 day 3 day
R1 4.494 4.442
PP 4.484 4.421
S1 4.473 4.400

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

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