NYMEX Natural Gas Future November 2013


Trading Metrics calculated at close of trading on 24-Oct-2013
Day Change Summary
Previous Current
23-Oct-2013 24-Oct-2013 Change Change % Previous Week
Open 3.593 3.617 0.024 0.7% 3.815
High 3.639 3.645 0.006 0.2% 3.869
Low 3.577 3.545 -0.032 -0.9% 3.685
Close 3.619 3.629 0.010 0.3% 3.764
Range 0.062 0.100 0.038 61.3% 0.184
ATR 0.098 0.098 0.000 0.2% 0.000
Volume 91,784 123,683 31,899 34.8% 616,467
Daily Pivots for day following 24-Oct-2013
Classic Woodie Camarilla DeMark
R4 3.906 3.868 3.684
R3 3.806 3.768 3.657
R2 3.706 3.706 3.647
R1 3.668 3.668 3.638 3.687
PP 3.606 3.606 3.606 3.616
S1 3.568 3.568 3.620 3.587
S2 3.506 3.506 3.611
S3 3.406 3.468 3.602
S4 3.306 3.368 3.574
Weekly Pivots for week ending 18-Oct-2013
Classic Woodie Camarilla DeMark
R4 4.325 4.228 3.865
R3 4.141 4.044 3.815
R2 3.957 3.957 3.798
R1 3.860 3.860 3.781 3.817
PP 3.773 3.773 3.773 3.751
S1 3.676 3.676 3.747 3.633
S2 3.589 3.589 3.730
S3 3.405 3.492 3.713
S4 3.221 3.308 3.663
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.838 3.545 0.293 8.1% 0.108 3.0% 29% False True 120,267
10 3.869 3.545 0.324 8.9% 0.097 2.7% 26% False True 122,558
20 3.869 3.482 0.387 10.7% 0.096 2.6% 38% False False 129,946
40 3.892 3.450 0.442 12.2% 0.096 2.6% 40% False False 102,439
60 3.892 3.281 0.611 16.8% 0.094 2.6% 57% False False 85,034
80 3.910 3.281 0.629 17.3% 0.095 2.6% 55% False False 67,810
100 4.115 3.281 0.834 23.0% 0.094 2.6% 42% False False 56,749
120 4.442 3.281 1.161 32.0% 0.094 2.6% 30% False False 48,766
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.027
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.070
2.618 3.907
1.618 3.807
1.000 3.745
0.618 3.707
HIGH 3.645
0.618 3.607
0.500 3.595
0.382 3.583
LOW 3.545
0.618 3.483
1.000 3.445
1.618 3.383
2.618 3.283
4.250 3.120
Fisher Pivots for day following 24-Oct-2013
Pivot 1 day 3 day
R1 3.618 3.622
PP 3.606 3.614
S1 3.595 3.607

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

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