NYMEX Natural Gas Future March 2014


Trading Metrics calculated at close of trading on 07-Jan-2014
Day Change Summary
Previous Current
06-Jan-2014 07-Jan-2014 Change Change % Previous Week
Open 4.295 4.285 -0.010 -0.2% 4.367
High 4.348 4.403 0.055 1.3% 4.427
Low 4.241 4.234 -0.007 -0.2% 4.180
Close 4.284 4.267 -0.017 -0.4% 4.282
Range 0.107 0.169 0.062 57.9% 0.247
ATR 0.119 0.122 0.004 3.0% 0.000
Volume 73,502 42,150 -31,352 -42.7% 193,356
Daily Pivots for day following 07-Jan-2014
Classic Woodie Camarilla DeMark
R4 4.808 4.707 4.360
R3 4.639 4.538 4.313
R2 4.470 4.470 4.298
R1 4.369 4.369 4.282 4.335
PP 4.301 4.301 4.301 4.285
S1 4.200 4.200 4.252 4.166
S2 4.132 4.132 4.236
S3 3.963 4.031 4.221
S4 3.794 3.862 4.174
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 4.403 4.180 0.223 5.2% 0.157 3.7% 39% True False 52,456
10 4.550 4.180 0.370 8.7% 0.126 3.0% 24% False False 45,325
20 4.550 4.116 0.434 10.2% 0.122 2.8% 35% False False 67,324
40 4.550 3.540 1.010 23.7% 0.104 2.4% 72% False False 48,742
60 4.550 3.469 1.081 25.3% 0.097 2.3% 74% False False 39,255
80 4.550 3.469 1.081 25.3% 0.091 2.1% 74% False False 33,112
100 4.550 3.469 1.081 25.3% 0.088 2.1% 74% False False 28,266
120 4.550 3.469 1.081 25.3% 0.086 2.0% 74% False False 25,026
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.026
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.121
2.618 4.845
1.618 4.676
1.000 4.572
0.618 4.507
HIGH 4.403
0.618 4.338
0.500 4.319
0.382 4.299
LOW 4.234
0.618 4.130
1.000 4.065
1.618 3.961
2.618 3.792
4.250 3.516
Fisher Pivots for day following 07-Jan-2014
Pivot 1 day 3 day
R1 4.319 4.297
PP 4.301 4.287
S1 4.284 4.277

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

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