NYMEX Natural Gas Future January 2014


Trading Metrics calculated at close of trading on 27-Dec-2013
Day Change Summary
Previous Current
26-Dec-2013 27-Dec-2013 Change Change % Previous Week
Open 4.439 4.433 -0.006 -0.1% 4.490
High 4.465 4.438 -0.027 -0.6% 4.532
Low 4.377 4.340 -0.037 -0.8% 4.340
Close 4.433 4.407 -0.026 -0.6% 4.407
Range 0.088 0.098 0.010 11.4% 0.192
ATR 0.113 0.112 -0.001 -0.9% 0.000
Volume 40,689 12,752 -27,937 -68.7% 172,237
Daily Pivots for day following 27-Dec-2013
Classic Woodie Camarilla DeMark
R4 4.689 4.646 4.461
R3 4.591 4.548 4.434
R2 4.493 4.493 4.425
R1 4.450 4.450 4.416 4.423
PP 4.395 4.395 4.395 4.381
S1 4.352 4.352 4.398 4.325
S2 4.297 4.297 4.389
S3 4.199 4.254 4.380
S4 4.101 4.156 4.353
Weekly Pivots for week ending 27-Dec-2013
Classic Woodie Camarilla DeMark
R4 5.002 4.897 4.513
R3 4.810 4.705 4.460
R2 4.618 4.618 4.442
R1 4.513 4.513 4.425 4.470
PP 4.426 4.426 4.426 4.405
S1 4.321 4.321 4.389 4.278
S2 4.234 4.234 4.372
S3 4.042 4.129 4.354
S4 3.850 3.937 4.301
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.532 4.340 0.192 4.4% 0.091 2.1% 35% False True 57,528
10 4.532 4.194 0.338 7.7% 0.110 2.5% 63% False False 108,601
20 4.532 3.873 0.659 15.0% 0.111 2.5% 81% False False 144,444
40 4.532 3.465 1.067 24.2% 0.103 2.3% 88% False False 112,340
60 4.532 3.465 1.067 24.2% 0.098 2.2% 88% False False 93,721
80 4.532 3.465 1.067 24.2% 0.095 2.2% 88% False False 78,540
100 4.532 3.465 1.067 24.2% 0.092 2.1% 88% False False 68,147
120 4.532 3.465 1.067 24.2% 0.091 2.1% 88% False False 60,045
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 0.030
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.855
2.618 4.695
1.618 4.597
1.000 4.536
0.618 4.499
HIGH 4.438
0.618 4.401
0.500 4.389
0.382 4.377
LOW 4.340
0.618 4.279
1.000 4.242
1.618 4.181
2.618 4.083
4.250 3.924
Fisher Pivots for day following 27-Dec-2013
Pivot 1 day 3 day
R1 4.401 4.413
PP 4.395 4.411
S1 4.389 4.409

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

View Archives - Comment on this page... - Back to Index of Symbols