NYMEX Natural Gas Future October 2013


Trading Metrics calculated at close of trading on 09-May-2013
Day Change Summary
Previous Current
08-May-2013 09-May-2013 Change Change % Previous Week
Open 4.020 4.063 0.043 1.1% 4.302
High 4.090 4.119 0.029 0.7% 4.525
Low 4.004 3.989 -0.015 -0.4% 4.070
Close 4.081 4.083 0.002 0.0% 4.135
Range 0.086 0.130 0.044 51.2% 0.455
ATR 0.119 0.120 0.001 0.6% 0.000
Volume 29,281 25,047 -4,234 -14.5% 146,635
Daily Pivots for day following 09-May-2013
Classic Woodie Camarilla DeMark
R4 4.454 4.398 4.155
R3 4.324 4.268 4.119
R2 4.194 4.194 4.107
R1 4.138 4.138 4.095 4.166
PP 4.064 4.064 4.064 4.078
S1 4.008 4.008 4.071 4.036
S2 3.934 3.934 4.059
S3 3.804 3.878 4.047
S4 3.674 3.748 4.012
Weekly Pivots for week ending 03-May-2013
Classic Woodie Camarilla DeMark
R4 5.608 5.327 4.385
R3 5.153 4.872 4.260
R2 4.698 4.698 4.218
R1 4.417 4.417 4.177 4.330
PP 4.243 4.243 4.243 4.200
S1 3.962 3.962 4.093 3.875
S2 3.788 3.788 4.052
S3 3.333 3.507 4.010
S4 2.878 3.052 3.885
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.158 3.989 0.169 4.1% 0.092 2.3% 56% False True 25,921
10 4.525 3.989 0.536 13.1% 0.131 3.2% 18% False True 25,553
20 4.525 3.989 0.536 13.1% 0.124 3.0% 18% False True 27,532
40 4.525 3.852 0.673 16.5% 0.115 2.8% 34% False False 32,726
60 4.525 3.440 1.085 26.6% 0.103 2.5% 59% False False 30,556
80 4.525 3.440 1.085 26.6% 0.099 2.4% 59% False False 28,435
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.030
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.672
2.618 4.459
1.618 4.329
1.000 4.249
0.618 4.199
HIGH 4.119
0.618 4.069
0.500 4.054
0.382 4.039
LOW 3.989
0.618 3.909
1.000 3.859
1.618 3.779
2.618 3.649
4.250 3.437
Fisher Pivots for day following 09-May-2013
Pivot 1 day 3 day
R1 4.073 4.073
PP 4.064 4.064
S1 4.054 4.054

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

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