NYMEX Natural Gas Future March 2014


Trading Metrics calculated at close of trading on 10-Jan-2014
Day Change Summary
Previous Current
09-Jan-2014 10-Jan-2014 Change Change % Previous Week
Open 4.150 4.002 -0.148 -3.6% 4.295
High 4.161 4.068 -0.093 -2.2% 4.403
Low 3.977 3.936 -0.041 -1.0% 3.936
Close 3.982 4.021 0.039 1.0% 4.021
Range 0.184 0.132 -0.052 -28.3% 0.467
ATR 0.132 0.132 0.000 0.0% 0.000
Volume 113,433 95,718 -17,715 -15.6% 401,208
Daily Pivots for day following 10-Jan-2014
Classic Woodie Camarilla DeMark
R4 4.404 4.345 4.094
R3 4.272 4.213 4.057
R2 4.140 4.140 4.045
R1 4.081 4.081 4.033 4.111
PP 4.008 4.008 4.008 4.023
S1 3.949 3.949 4.009 3.979
S2 3.876 3.876 3.997
S3 3.744 3.817 3.985
S4 3.612 3.685 3.948
Weekly Pivots for week ending 10-Jan-2014
Classic Woodie Camarilla DeMark
R4 5.521 5.238 4.278
R3 5.054 4.771 4.149
R2 4.587 4.587 4.107
R1 4.304 4.304 4.064 4.212
PP 4.120 4.120 4.120 4.074
S1 3.837 3.837 3.978 3.745
S2 3.653 3.653 3.935
S3 3.186 3.370 3.893
S4 2.719 2.903 3.764
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.403 3.936 0.467 11.6% 0.155 3.8% 18% False True 80,241
10 4.440 3.936 0.504 12.5% 0.148 3.7% 17% False True 61,743
20 4.550 3.936 0.614 15.3% 0.129 3.2% 14% False True 66,546
40 4.550 3.540 1.010 25.1% 0.111 2.8% 48% False False 53,974
60 4.550 3.469 1.081 26.9% 0.102 2.5% 51% False False 43,032
80 4.550 3.469 1.081 26.9% 0.095 2.4% 51% False False 36,107
100 4.550 3.469 1.081 26.9% 0.091 2.3% 51% False False 30,906
120 4.550 3.469 1.081 26.9% 0.088 2.2% 51% False False 27,057
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 0.034
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.629
2.618 4.414
1.618 4.282
1.000 4.200
0.618 4.150
HIGH 4.068
0.618 4.018
0.500 4.002
0.382 3.986
LOW 3.936
0.618 3.854
1.000 3.804
1.618 3.722
2.618 3.590
4.250 3.375
Fisher Pivots for day following 10-Jan-2014
Pivot 1 day 3 day
R1 4.015 4.131
PP 4.008 4.094
S1 4.002 4.058

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

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