NYMEX Natural Gas Future March 2014


Trading Metrics calculated at close of trading on 08-Jan-2014
Day Change Summary
Previous Current
07-Jan-2014 08-Jan-2014 Change Change % Previous Week
Open 4.285 4.290 0.005 0.1% 4.367
High 4.403 4.326 -0.077 -1.7% 4.427
Low 4.234 4.145 -0.089 -2.1% 4.180
Close 4.267 4.175 -0.092 -2.2% 4.282
Range 0.169 0.181 0.012 7.1% 0.247
ATR 0.122 0.126 0.004 3.4% 0.000
Volume 42,150 76,405 34,255 81.3% 193,356
Daily Pivots for day following 08-Jan-2014
Classic Woodie Camarilla DeMark
R4 4.758 4.648 4.275
R3 4.577 4.467 4.225
R2 4.396 4.396 4.208
R1 4.286 4.286 4.192 4.251
PP 4.215 4.215 4.215 4.198
S1 4.105 4.105 4.158 4.070
S2 4.034 4.034 4.142
S3 3.853 3.924 4.125
S4 3.672 3.743 4.075
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 4.145 0.258 6.2% 0.151 3.6% 12% False True 60,025
10 4.524 4.145 0.379 9.1% 0.138 3.3% 8% False True 46,638
20 4.550 4.145 0.405 9.7% 0.125 3.0% 7% False True 65,949
40 4.550 3.540 1.010 24.2% 0.107 2.6% 63% False False 49,835
60 4.550 3.469 1.081 25.9% 0.099 2.4% 65% False False 40,147
80 4.550 3.469 1.081 25.9% 0.093 2.2% 65% False False 33,906
100 4.550 3.469 1.081 25.9% 0.089 2.1% 65% False False 28,952
120 4.550 3.469 1.081 25.9% 0.086 2.1% 65% False False 25,607
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.027
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.095
2.618 4.800
1.618 4.619
1.000 4.507
0.618 4.438
HIGH 4.326
0.618 4.257
0.500 4.236
0.382 4.214
LOW 4.145
0.618 4.033
1.000 3.964
1.618 3.852
2.618 3.671
4.250 3.376
Fisher Pivots for day following 08-Jan-2014
Pivot 1 day 3 day
R1 4.236 4.274
PP 4.215 4.241
S1 4.195 4.208

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

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