NYMEX Natural Gas Future March 2014


Trading Metrics calculated at close of trading on 20-Feb-2014
Day Change Summary
Previous Current
19-Feb-2014 20-Feb-2014 Change Change % Previous Week
Open 5.565 6.095 0.530 9.5% 4.660
High 6.275 6.400 0.125 2.0% 5.389
Low 5.560 5.882 0.322 5.8% 4.563
Close 6.149 6.064 -0.085 -1.4% 5.214
Range 0.715 0.518 -0.197 -27.6% 0.826
ATR 0.356 0.368 0.012 3.2% 0.000
Volume 242,488 180,025 -62,463 -25.8% 1,008,078
Daily Pivots for day following 20-Feb-2014
Classic Woodie Camarilla DeMark
R4 7.669 7.385 6.349
R3 7.151 6.867 6.206
R2 6.633 6.633 6.159
R1 6.349 6.349 6.111 6.232
PP 6.115 6.115 6.115 6.057
S1 5.831 5.831 6.017 5.714
S2 5.597 5.597 5.969
S3 5.079 5.313 5.922
S4 4.561 4.795 5.779
Weekly Pivots for week ending 14-Feb-2014
Classic Woodie Camarilla DeMark
R4 7.533 7.200 5.668
R3 6.707 6.374 5.441
R2 5.881 5.881 5.365
R1 5.548 5.548 5.290 5.715
PP 5.055 5.055 5.055 5.139
S1 4.722 4.722 5.138 4.889
S2 4.229 4.229 5.063
S3 3.403 3.896 4.987
S4 2.577 3.070 4.760
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6.400 4.818 1.582 26.1% 0.429 7.1% 79% True False 212,401
10 6.400 4.563 1.837 30.3% 0.383 6.3% 82% True False 201,125
20 6.400 4.503 1.897 31.3% 0.413 6.8% 82% True False 208,788
40 6.400 3.936 2.464 40.6% 0.279 4.6% 86% True False 142,725
60 6.400 3.721 2.679 44.2% 0.220 3.6% 87% True False 116,151
80 6.400 3.469 2.931 48.3% 0.186 3.1% 89% True False 92,740
100 6.400 3.469 2.931 48.3% 0.164 2.7% 89% True False 77,586
120 6.400 3.469 2.931 48.3% 0.150 2.5% 89% True False 66,751
Crabel Price Patterns
NR True
NR4 False
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 0.082
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 8.602
2.618 7.756
1.618 7.238
1.000 6.918
0.618 6.720
HIGH 6.400
0.618 6.202
0.500 6.141
0.382 6.080
LOW 5.882
0.618 5.562
1.000 5.364
1.618 5.044
2.618 4.526
4.250 3.681
Fisher Pivots for day following 20-Feb-2014
Pivot 1 day 3 day
R1 6.141 6.005
PP 6.115 5.945
S1 6.090 5.886

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

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