NYMEX Natural Gas Future December 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 3.858 3.880 0.022 0.6% 3.698
High 3.938 3.940 0.002 0.1% 3.940
Low 3.841 3.880 0.039 1.0% 3.686
Close 3.877 3.929 0.052 1.3% 3.929
Range 0.097 0.060 -0.037 -38.1% 0.254
ATR 0.090 0.088 -0.002 -2.1% 0.000
Volume 73,246 56,164 -17,082 -23.3% 290,090
Daily Pivots for day following 11-Oct-2013
Classic Woodie Camarilla DeMark
R4 4.096 4.073 3.962
R3 4.036 4.013 3.946
R2 3.976 3.976 3.940
R1 3.953 3.953 3.935 3.965
PP 3.916 3.916 3.916 3.922
S1 3.893 3.893 3.924 3.905
S2 3.856 3.856 3.918
S3 3.796 3.833 3.913
S4 3.736 3.773 3.896
Weekly Pivots for week ending 11-Oct-2013
Classic Woodie Camarilla DeMark
R4 4.614 4.525 4.069
R3 4.360 4.271 3.999
R2 4.106 4.106 3.976
R1 4.017 4.017 3.952 4.062
PP 3.852 3.852 3.852 3.874
S1 3.763 3.763 3.906 3.808
S2 3.598 3.598 3.882
S3 3.344 3.509 3.859
S4 3.090 3.255 3.789
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.940 3.686 0.254 6.5% 0.088 2.2% 96% True False 58,018
10 3.940 3.648 0.292 7.4% 0.084 2.1% 96% True False 49,103
20 4.041 3.629 0.412 10.5% 0.088 2.2% 73% False False 38,630
40 4.041 3.629 0.412 10.5% 0.085 2.2% 73% False False 29,277
60 4.041 3.469 0.572 14.6% 0.084 2.1% 80% False False 24,701
80 4.185 3.469 0.716 18.2% 0.089 2.3% 64% False False 20,793
100 4.583 3.469 1.114 28.4% 0.088 2.2% 41% False False 17,941
120 4.744 3.469 1.275 32.5% 0.091 2.3% 36% False False 16,085
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.195
2.618 4.097
1.618 4.037
1.000 4.000
0.618 3.977
HIGH 3.940
0.618 3.917
0.500 3.910
0.382 3.903
LOW 3.880
0.618 3.843
1.000 3.820
1.618 3.783
2.618 3.723
4.250 3.625
Fisher Pivots for day following 11-Oct-2013
Pivot 1 day 3 day
R1 3.923 3.915
PP 3.916 3.901
S1 3.910 3.888

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

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