NYMEX Natural Gas Future March 2014


Trading Metrics calculated at close of trading on 03-Jan-2014
Day Change Summary
Previous Current
02-Jan-2014 03-Jan-2014 Change Change % Previous Week
Open 4.193 4.269 0.076 1.8% 4.367
High 4.300 4.366 0.066 1.5% 4.427
Low 4.180 4.190 0.010 0.2% 4.180
Close 4.296 4.282 -0.014 -0.3% 4.282
Range 0.120 0.176 0.056 46.7% 0.247
ATR 0.115 0.120 0.004 3.8% 0.000
Volume 45,280 62,788 17,508 38.7% 193,356
Daily Pivots for day following 03-Jan-2014
Classic Woodie Camarilla DeMark
R4 4.807 4.721 4.379
R3 4.631 4.545 4.330
R2 4.455 4.455 4.314
R1 4.369 4.369 4.298 4.412
PP 4.279 4.279 4.279 4.301
S1 4.193 4.193 4.266 4.236
S2 4.103 4.103 4.250
S3 3.927 4.017 4.234
S4 3.751 3.841 4.185
Weekly Pivots for week ending 03-Jan-2014
Classic Woodie Camarilla DeMark
R4 5.037 4.907 4.418
R3 4.790 4.660 4.350
R2 4.543 4.543 4.327
R1 4.413 4.413 4.305 4.355
PP 4.296 4.296 4.296 4.267
S1 4.166 4.166 4.259 4.108
S2 4.049 4.049 4.237
S3 3.802 3.919 4.214
S4 3.555 3.672 4.146
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.440 4.180 0.260 6.1% 0.142 3.3% 39% False False 43,245
10 4.550 4.180 0.370 8.6% 0.128 3.0% 28% False False 46,737
20 4.550 3.935 0.615 14.4% 0.120 2.8% 56% False False 67,779
40 4.550 3.540 1.010 23.6% 0.102 2.4% 73% False False 47,171
60 4.550 3.469 1.081 25.2% 0.094 2.2% 75% False False 37,959
80 4.550 3.469 1.081 25.2% 0.090 2.1% 75% False False 31,931
100 4.550 3.469 1.081 25.2% 0.086 2.0% 75% False False 27,348
120 4.550 3.469 1.081 25.2% 0.084 2.0% 75% False False 24,166
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 0.017
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.114
2.618 4.827
1.618 4.651
1.000 4.542
0.618 4.475
HIGH 4.366
0.618 4.299
0.500 4.278
0.382 4.257
LOW 4.190
0.618 4.081
1.000 4.014
1.618 3.905
2.618 3.729
4.250 3.442
Fisher Pivots for day following 03-Jan-2014
Pivot 1 day 3 day
R1 4.281 4.290
PP 4.279 4.287
S1 4.278 4.285

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

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