NYMEX Natural Gas Future April 2014


Trading Metrics calculated at close of trading on 27-Jan-2014
Day Change Summary
Previous Current
24-Jan-2014 27-Jan-2014 Change Change % Previous Week
Open 4.313 4.410 0.097 2.2% 4.032
High 4.454 4.532 0.078 1.8% 4.454
Low 4.312 4.277 -0.035 -0.8% 4.018
Close 4.421 4.286 -0.135 -3.1% 4.421
Range 0.142 0.255 0.113 79.6% 0.436
ATR 0.112 0.122 0.010 9.1% 0.000
Volume 79,222 94,428 15,206 19.2% 223,544
Daily Pivots for day following 27-Jan-2014
Classic Woodie Camarilla DeMark
R4 5.130 4.963 4.426
R3 4.875 4.708 4.356
R2 4.620 4.620 4.333
R1 4.453 4.453 4.309 4.409
PP 4.365 4.365 4.365 4.343
S1 4.198 4.198 4.263 4.154
S2 4.110 4.110 4.239
S3 3.855 3.943 4.216
S4 3.600 3.688 4.146
Weekly Pivots for week ending 24-Jan-2014
Classic Woodie Camarilla DeMark
R4 5.606 5.449 4.661
R3 5.170 5.013 4.541
R2 4.734 4.734 4.501
R1 4.577 4.577 4.461 4.656
PP 4.298 4.298 4.298 4.337
S1 4.141 4.141 4.381 4.220
S2 3.862 3.862 4.341
S3 3.426 3.705 4.301
S4 2.990 3.269 4.181
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.532 4.018 0.514 12.0% 0.169 3.9% 52% True False 63,594
10 4.532 3.952 0.580 13.5% 0.129 3.0% 58% True False 61,754
20 4.532 3.858 0.674 15.7% 0.121 2.8% 64% True False 48,634
40 4.532 3.808 0.724 16.9% 0.098 2.3% 66% True False 48,839
60 4.532 3.462 1.070 25.0% 0.091 2.1% 77% True False 39,920
80 4.532 3.462 1.070 25.0% 0.086 2.0% 77% True False 33,899
100 4.532 3.462 1.070 25.0% 0.083 1.9% 77% True False 30,096
120 4.532 3.462 1.070 25.0% 0.080 1.9% 77% True False 26,780
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.024
Widest range in 136 trading days
Fibonacci Retracements and Extensions
4.250 5.616
2.618 5.200
1.618 4.945
1.000 4.787
0.618 4.690
HIGH 4.532
0.618 4.435
0.500 4.405
0.382 4.374
LOW 4.277
0.618 4.119
1.000 4.022
1.618 3.864
2.618 3.609
4.250 3.193
Fisher Pivots for day following 27-Jan-2014
Pivot 1 day 3 day
R1 4.405 4.376
PP 4.365 4.346
S1 4.326 4.316

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

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