NYMEX Natural Gas Future November 2013


Trading Metrics calculated at close of trading on 11-Oct-2013
Day Change Summary
Previous Current
10-Oct-2013 11-Oct-2013 Change Change % Previous Week
Open 3.699 3.728 0.029 0.8% 3.530
High 3.795 3.792 -0.003 -0.1% 3.795
Low 3.683 3.726 0.043 1.2% 3.519
Close 3.723 3.776 0.053 1.4% 3.776
Range 0.112 0.066 -0.046 -41.1% 0.276
ATR 0.097 0.095 -0.002 -2.1% 0.000
Volume 199,430 137,044 -62,386 -31.3% 863,197
Daily Pivots for day following 11-Oct-2013
Classic Woodie Camarilla DeMark
R4 3.963 3.935 3.812
R3 3.897 3.869 3.794
R2 3.831 3.831 3.788
R1 3.803 3.803 3.782 3.817
PP 3.765 3.765 3.765 3.772
S1 3.737 3.737 3.770 3.751
S2 3.699 3.699 3.764
S3 3.633 3.671 3.758
S4 3.567 3.605 3.740
Weekly Pivots for week ending 11-Oct-2013
Classic Woodie Camarilla DeMark
R4 4.525 4.426 3.928
R3 4.249 4.150 3.852
R2 3.973 3.973 3.827
R1 3.874 3.874 3.801 3.924
PP 3.697 3.697 3.697 3.721
S1 3.598 3.598 3.751 3.648
S2 3.421 3.421 3.725
S3 3.145 3.322 3.700
S4 2.869 3.046 3.624
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.795 3.519 0.276 7.3% 0.096 2.5% 93% False False 172,639
10 3.795 3.482 0.313 8.3% 0.092 2.4% 94% False False 141,985
20 3.892 3.450 0.442 11.7% 0.094 2.5% 74% False False 120,036
40 3.892 3.450 0.442 11.7% 0.093 2.5% 74% False False 82,923
60 3.892 3.281 0.611 16.2% 0.091 2.4% 81% False False 69,655
80 4.019 3.281 0.738 19.5% 0.094 2.5% 67% False False 55,534
100 4.442 3.281 1.161 30.7% 0.093 2.5% 43% False False 46,579
120 4.594 3.281 1.313 34.8% 0.096 2.5% 38% False False 40,395
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.073
2.618 3.965
1.618 3.899
1.000 3.858
0.618 3.833
HIGH 3.792
0.618 3.767
0.500 3.759
0.382 3.751
LOW 3.726
0.618 3.685
1.000 3.660
1.618 3.619
2.618 3.553
4.250 3.446
Fisher Pivots for day following 11-Oct-2013
Pivot 1 day 3 day
R1 3.770 3.762
PP 3.765 3.748
S1 3.759 3.734

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

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