NYMEX Natural Gas Future October 2013


Trading Metrics calculated at close of trading on 20-May-2013
Day Change Summary
Previous Current
17-May-2013 20-May-2013 Change Change % Previous Week
Open 4.023 4.180 0.157 3.9% 3.993
High 4.169 4.235 0.066 1.6% 4.169
Low 4.013 4.154 0.141 3.5% 3.974
Close 4.137 4.178 0.041 1.0% 4.137
Range 0.156 0.081 -0.075 -48.1% 0.195
ATR 0.117 0.116 -0.001 -1.2% 0.000
Volume 31,962 30,183 -1,779 -5.6% 128,606
Daily Pivots for day following 20-May-2013
Classic Woodie Camarilla DeMark
R4 4.432 4.386 4.223
R3 4.351 4.305 4.200
R2 4.270 4.270 4.193
R1 4.224 4.224 4.185 4.207
PP 4.189 4.189 4.189 4.180
S1 4.143 4.143 4.171 4.126
S2 4.108 4.108 4.163
S3 4.027 4.062 4.156
S4 3.946 3.981 4.133
Weekly Pivots for week ending 17-May-2013
Classic Woodie Camarilla DeMark
R4 4.678 4.603 4.244
R3 4.483 4.408 4.191
R2 4.288 4.288 4.173
R1 4.213 4.213 4.155 4.251
PP 4.093 4.093 4.093 4.112
S1 4.018 4.018 4.119 4.056
S2 3.898 3.898 4.101
S3 3.703 3.823 4.083
S4 3.508 3.628 4.030
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.235 3.999 0.236 5.6% 0.106 2.5% 76% True False 26,736
10 4.235 3.974 0.261 6.2% 0.101 2.4% 78% True False 26,004
20 4.525 3.974 0.551 13.2% 0.117 2.8% 37% False False 25,403
40 4.525 3.974 0.551 13.2% 0.116 2.8% 37% False False 29,136
60 4.525 3.621 0.904 21.6% 0.106 2.5% 62% False False 31,326
80 4.525 3.440 1.085 26.0% 0.100 2.4% 68% False False 28,765
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 0.018
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.579
2.618 4.447
1.618 4.366
1.000 4.316
0.618 4.285
HIGH 4.235
0.618 4.204
0.500 4.195
0.382 4.185
LOW 4.154
0.618 4.104
1.000 4.073
1.618 4.023
2.618 3.942
4.250 3.810
Fisher Pivots for day following 20-May-2013
Pivot 1 day 3 day
R1 4.195 4.158
PP 4.189 4.137
S1 4.184 4.117

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

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