NYMEX Natural Gas Future March 2014


Trading Metrics calculated at close of trading on 19-Dec-2013
Day Change Summary
Previous Current
18-Dec-2013 19-Dec-2013 Change Change % Previous Week
Open 4.291 4.277 -0.014 -0.3% 4.127
High 4.341 4.489 0.148 3.4% 4.393
Low 4.252 4.276 0.024 0.6% 4.116
Close 4.259 4.473 0.214 5.0% 4.320
Range 0.089 0.213 0.124 139.3% 0.277
ATR 0.100 0.109 0.009 9.3% 0.000
Volume 56,337 45,862 -10,475 -18.6% 574,148
Daily Pivots for day following 19-Dec-2013
Classic Woodie Camarilla DeMark
R4 5.052 4.975 4.590
R3 4.839 4.762 4.532
R2 4.626 4.626 4.512
R1 4.549 4.549 4.493 4.588
PP 4.413 4.413 4.413 4.432
S1 4.336 4.336 4.453 4.375
S2 4.200 4.200 4.434
S3 3.987 4.123 4.414
S4 3.774 3.910 4.356
Weekly Pivots for week ending 13-Dec-2013
Classic Woodie Camarilla DeMark
R4 5.107 4.991 4.472
R3 4.830 4.714 4.396
R2 4.553 4.553 4.371
R1 4.437 4.437 4.345 4.495
PP 4.276 4.276 4.276 4.306
S1 4.160 4.160 4.295 4.218
S2 3.999 3.999 4.269
S3 3.722 3.883 4.244
S4 3.445 3.606 4.168
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.489 4.184 0.305 6.8% 0.125 2.8% 95% True False 76,319
10 4.489 4.077 0.412 9.2% 0.117 2.6% 96% True False 89,126
20 4.489 3.707 0.782 17.5% 0.101 2.3% 98% True False 60,289
40 4.489 3.469 1.020 22.8% 0.093 2.1% 98% True False 41,188
60 4.489 3.469 1.020 22.8% 0.088 2.0% 98% True False 32,933
80 4.489 3.469 1.020 22.8% 0.086 1.9% 98% True False 27,827
100 4.489 3.469 1.020 22.8% 0.082 1.8% 98% True False 23,859
120 4.489 3.469 1.020 22.8% 0.082 1.8% 98% True False 21,192
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.032
Widest range in 136 trading days
Fibonacci Retracements and Extensions
4.250 5.394
2.618 5.047
1.618 4.834
1.000 4.702
0.618 4.621
HIGH 4.489
0.618 4.408
0.500 4.383
0.382 4.357
LOW 4.276
0.618 4.144
1.000 4.063
1.618 3.931
2.618 3.718
4.250 3.371
Fisher Pivots for day following 19-Dec-2013
Pivot 1 day 3 day
R1 4.443 4.430
PP 4.413 4.386
S1 4.383 4.343

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

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