NYMEX Natural Gas Future November 2013


Trading Metrics calculated at close of trading on 03-Oct-2013
Day Change Summary
Previous Current
02-Oct-2013 03-Oct-2013 Change Change % Previous Week
Open 3.608 3.542 -0.066 -1.8% 3.755
High 3.647 3.570 -0.077 -2.1% 3.755
Low 3.533 3.490 -0.043 -1.2% 3.450
Close 3.542 3.499 -0.043 -1.2% 3.589
Range 0.114 0.080 -0.034 -29.8% 0.305
ATR 0.098 0.097 -0.001 -1.3% 0.000
Volume 98,656 131,764 33,108 33.6% 595,482
Daily Pivots for day following 03-Oct-2013
Classic Woodie Camarilla DeMark
R4 3.760 3.709 3.543
R3 3.680 3.629 3.521
R2 3.600 3.600 3.514
R1 3.549 3.549 3.506 3.535
PP 3.520 3.520 3.520 3.512
S1 3.469 3.469 3.492 3.455
S2 3.440 3.440 3.484
S3 3.360 3.389 3.477
S4 3.280 3.309 3.455
Weekly Pivots for week ending 27-Sep-2013
Classic Woodie Camarilla DeMark
R4 4.513 4.356 3.757
R3 4.208 4.051 3.673
R2 3.903 3.903 3.645
R1 3.746 3.746 3.617 3.672
PP 3.598 3.598 3.598 3.561
S1 3.441 3.441 3.561 3.367
S2 3.293 3.293 3.533
S3 2.988 3.136 3.505
S4 2.683 2.831 3.421
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.653 3.490 0.163 4.7% 0.094 2.7% 6% False True 114,667
10 3.793 3.450 0.343 9.8% 0.095 2.7% 14% False False 113,955
20 3.892 3.450 0.442 12.6% 0.095 2.7% 11% False False 91,371
40 3.892 3.281 0.611 17.5% 0.096 2.7% 36% False False 74,198
60 3.910 3.281 0.629 18.0% 0.094 2.7% 35% False False 55,328
80 4.070 3.281 0.789 22.5% 0.094 2.7% 28% False False 44,859
100 4.442 3.281 1.161 33.2% 0.094 2.7% 19% False False 37,785
120 4.594 3.281 1.313 37.5% 0.096 2.8% 17% False False 33,044
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 0.021
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3.910
2.618 3.779
1.618 3.699
1.000 3.650
0.618 3.619
HIGH 3.570
0.618 3.539
0.500 3.530
0.382 3.521
LOW 3.490
0.618 3.441
1.000 3.410
1.618 3.361
2.618 3.281
4.250 3.150
Fisher Pivots for day following 03-Oct-2013
Pivot 1 day 3 day
R1 3.530 3.572
PP 3.520 3.547
S1 3.509 3.523

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

View Archives - Comment on this page... - Back to Index of Symbols