NYMEX Natural Gas Future March 2014


Trading Metrics calculated at close of trading on 31-Dec-2013
Day Change Summary
Previous Current
30-Dec-2013 31-Dec-2013 Change Change % Previous Week
Open 4.367 4.385 0.018 0.4% 4.514
High 4.427 4.400 -0.027 -0.6% 4.550
Low 4.365 4.188 -0.177 -4.1% 4.299
Close 4.382 4.193 -0.189 -4.3% 4.336
Range 0.062 0.212 0.150 241.9% 0.251
ATR 0.107 0.115 0.007 7.0% 0.000
Volume 46,727 38,561 -8,166 -17.5% 144,243
Daily Pivots for day following 31-Dec-2013
Classic Woodie Camarilla DeMark
R4 4.896 4.757 4.310
R3 4.684 4.545 4.251
R2 4.472 4.472 4.232
R1 4.333 4.333 4.212 4.297
PP 4.260 4.260 4.260 4.242
S1 4.121 4.121 4.174 4.085
S2 4.048 4.048 4.154
S3 3.836 3.909 4.135
S4 3.624 3.697 4.076
Weekly Pivots for week ending 27-Dec-2013
Classic Woodie Camarilla DeMark
R4 5.148 4.993 4.474
R3 4.897 4.742 4.405
R2 4.646 4.646 4.382
R1 4.491 4.491 4.359 4.443
PP 4.395 4.395 4.395 4.371
S1 4.240 4.240 4.313 4.192
S2 4.144 4.144 4.290
S3 3.893 3.989 4.267
S4 3.642 3.738 4.198
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.524 4.188 0.336 8.0% 0.126 3.0% 1% False True 33,251
10 4.550 4.188 0.362 8.6% 0.119 2.8% 1% False True 48,573
20 4.550 3.925 0.625 14.9% 0.111 2.6% 43% False False 65,871
40 4.550 3.469 1.081 25.8% 0.099 2.4% 67% False False 45,765
60 4.550 3.469 1.081 25.8% 0.092 2.2% 67% False False 36,673
80 4.550 3.469 1.081 25.8% 0.088 2.1% 67% False False 30,750
100 4.550 3.469 1.081 25.8% 0.085 2.0% 67% False False 26,483
120 4.550 3.469 1.081 25.8% 0.083 2.0% 67% False False 23,368
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 0.017
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 5.301
2.618 4.955
1.618 4.743
1.000 4.612
0.618 4.531
HIGH 4.400
0.618 4.319
0.500 4.294
0.382 4.269
LOW 4.188
0.618 4.057
1.000 3.976
1.618 3.845
2.618 3.633
4.250 3.287
Fisher Pivots for day following 31-Dec-2013
Pivot 1 day 3 day
R1 4.294 4.314
PP 4.260 4.274
S1 4.227 4.233

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

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