NYMEX Natural Gas Future March 2014


Trading Metrics calculated at close of trading on 30-Jan-2014
Day Change Summary
Previous Current
29-Jan-2014 30-Jan-2014 Change Change % Previous Week
Open 4.890 5.467 0.577 11.8% 4.187
High 5.486 5.477 -0.009 -0.2% 5.046
Low 4.804 4.900 0.096 2.0% 4.143
Close 5.465 5.011 -0.454 -8.3% 4.998
Range 0.682 0.577 -0.105 -15.4% 0.903
ATR 0.245 0.269 0.024 9.7% 0.000
Volume 278,469 287,690 9,221 3.3% 602,566
Daily Pivots for day following 30-Jan-2014
Classic Woodie Camarilla DeMark
R4 6.860 6.513 5.328
R3 6.283 5.936 5.170
R2 5.706 5.706 5.117
R1 5.359 5.359 5.064 5.244
PP 5.129 5.129 5.129 5.072
S1 4.782 4.782 4.958 4.667
S2 4.552 4.552 4.905
S3 3.975 4.205 4.852
S4 3.398 3.628 4.694
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 5.486 4.642 0.844 16.8% 0.497 9.9% 44% False False 247,143
10 5.486 4.143 1.343 26.8% 0.349 7.0% 65% False False 186,545
20 5.486 3.936 1.550 30.9% 0.247 4.9% 69% False False 134,817
40 5.486 3.925 1.561 31.2% 0.179 3.6% 70% False False 100,344
60 5.486 3.469 2.017 40.3% 0.148 3.0% 76% False False 75,449
80 5.486 3.469 2.017 40.3% 0.131 2.6% 76% False False 61,209
100 5.486 3.469 2.017 40.3% 0.120 2.4% 76% False False 51,564
120 5.486 3.469 2.017 40.3% 0.112 2.2% 76% False False 44,539
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.054
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 7.929
2.618 6.988
1.618 6.411
1.000 6.054
0.618 5.834
HIGH 5.477
0.618 5.257
0.500 5.189
0.382 5.120
LOW 4.900
0.618 4.543
1.000 4.323
1.618 3.966
2.618 3.389
4.250 2.448
Fisher Pivots for day following 30-Jan-2014
Pivot 1 day 3 day
R1 5.189 5.088
PP 5.129 5.062
S1 5.070 5.037

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

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