NYMEX Natural Gas Future March 2014


Trading Metrics calculated at close of trading on 24-Jan-2014
Day Change Summary
Previous Current
23-Jan-2014 24-Jan-2014 Change Change % Previous Week
Open 4.554 4.655 0.101 2.2% 4.187
High 4.745 5.046 0.301 6.3% 5.046
Low 4.503 4.642 0.139 3.1% 4.143
Close 4.579 4.998 0.419 9.2% 4.998
Range 0.242 0.404 0.162 66.9% 0.903
ATR 0.156 0.179 0.022 14.2% 0.000
Volume 156,926 210,288 53,362 34.0% 602,566
Daily Pivots for day following 24-Jan-2014
Classic Woodie Camarilla DeMark
R4 6.107 5.957 5.220
R3 5.703 5.553 5.109
R2 5.299 5.299 5.072
R1 5.149 5.149 5.035 5.224
PP 4.895 4.895 4.895 4.933
S1 4.745 4.745 4.961 4.820
S2 4.491 4.491 4.924
S3 4.087 4.341 4.887
S4 3.683 3.937 4.776
Weekly Pivots for week ending 24-Jan-2014
Classic Woodie Camarilla DeMark
R4 7.438 7.121 5.495
R3 6.535 6.218 5.246
R2 5.632 5.632 5.164
R1 5.315 5.315 5.081 5.474
PP 4.729 4.729 4.729 4.808
S1 4.412 4.412 4.915 4.571
S2 3.826 3.826 4.832
S3 2.923 3.509 4.750
S4 2.020 2.606 4.501
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.046 4.143 0.903 18.1% 0.246 4.9% 95% True False 136,041
10 5.046 3.936 1.110 22.2% 0.192 3.8% 96% True False 125,737
20 5.046 3.936 1.110 22.2% 0.169 3.4% 96% True False 89,814
40 5.046 3.788 1.258 25.2% 0.135 2.7% 96% True False 77,801
60 5.046 3.469 1.577 31.6% 0.118 2.4% 97% True False 59,646
80 5.046 3.469 1.577 31.6% 0.108 2.2% 97% True False 49,000
100 5.046 3.469 1.577 31.6% 0.102 2.0% 97% True False 41,798
120 5.046 3.469 1.577 31.6% 0.097 1.9% 97% True False 36,256
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 0.029
Widest range in 159 trading days
Fibonacci Retracements and Extensions
4.250 6.763
2.618 6.104
1.618 5.700
1.000 5.450
0.618 5.296
HIGH 5.046
0.618 4.892
0.500 4.844
0.382 4.796
LOW 4.642
0.618 4.392
1.000 4.238
1.618 3.988
2.618 3.584
4.250 2.925
Fisher Pivots for day following 24-Jan-2014
Pivot 1 day 3 day
R1 4.947 4.899
PP 4.895 4.800
S1 4.844 4.701

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

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