NYMEX Natural Gas Future November 2013


Trading Metrics calculated at close of trading on 17-Oct-2013
Day Change Summary
Previous Current
16-Oct-2013 17-Oct-2013 Change Change % Previous Week
Open 3.813 3.775 -0.038 -1.0% 3.530
High 3.869 3.801 -0.068 -1.8% 3.795
Low 3.757 3.727 -0.030 -0.8% 3.519
Close 3.769 3.757 -0.012 -0.3% 3.776
Range 0.112 0.074 -0.038 -33.9% 0.276
ATR 0.096 0.094 -0.002 -1.6% 0.000
Volume 145,069 112,300 -32,769 -22.6% 863,197
Daily Pivots for day following 17-Oct-2013
Classic Woodie Camarilla DeMark
R4 3.984 3.944 3.798
R3 3.910 3.870 3.777
R2 3.836 3.836 3.771
R1 3.796 3.796 3.764 3.779
PP 3.762 3.762 3.762 3.753
S1 3.722 3.722 3.750 3.705
S2 3.688 3.688 3.743
S3 3.614 3.648 3.737
S4 3.540 3.574 3.716
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 3.869 3.726 0.143 3.8% 0.086 2.3% 22% False False 124,849
10 3.869 3.482 0.387 10.3% 0.090 2.4% 71% False False 142,425
20 3.869 3.450 0.419 11.2% 0.092 2.5% 73% False False 128,190
40 3.892 3.450 0.442 11.8% 0.094 2.5% 69% False False 91,030
60 3.892 3.281 0.611 16.3% 0.091 2.4% 78% False False 76,761
80 3.910 3.281 0.629 16.7% 0.095 2.5% 76% False False 61,211
100 4.317 3.281 1.036 27.6% 0.093 2.5% 46% False False 51,195
120 4.594 3.281 1.313 34.9% 0.095 2.5% 36% False False 44,166
Crabel Price Patterns
NR True
NR4 True
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 0.023
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.116
2.618 3.995
1.618 3.921
1.000 3.875
0.618 3.847
HIGH 3.801
0.618 3.773
0.500 3.764
0.382 3.755
LOW 3.727
0.618 3.681
1.000 3.653
1.618 3.607
2.618 3.533
4.250 3.413
Fisher Pivots for day following 17-Oct-2013
Pivot 1 day 3 day
R1 3.764 3.798
PP 3.762 3.784
S1 3.759 3.771

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

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