NYMEX Natural Gas Future December 2013


Trading Metrics calculated at close of trading on 14-Oct-2013
Day Change Summary
Previous Current
11-Oct-2013 14-Oct-2013 Change Change % Previous Week
Open 3.880 3.962 0.082 2.1% 3.698
High 3.940 4.000 0.060 1.5% 3.940
Low 3.880 3.907 0.027 0.7% 3.686
Close 3.929 3.966 0.037 0.9% 3.929
Range 0.060 0.093 0.033 55.0% 0.254
ATR 0.088 0.088 0.000 0.4% 0.000
Volume 56,164 43,596 -12,568 -22.4% 290,090
Daily Pivots for day following 14-Oct-2013
Classic Woodie Camarilla DeMark
R4 4.237 4.194 4.017
R3 4.144 4.101 3.992
R2 4.051 4.051 3.983
R1 4.008 4.008 3.975 4.030
PP 3.958 3.958 3.958 3.968
S1 3.915 3.915 3.957 3.937
S2 3.865 3.865 3.949
S3 3.772 3.822 3.940
S4 3.679 3.729 3.915
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 4.000 3.788 0.212 5.3% 0.079 2.0% 84% True False 59,794
10 4.000 3.648 0.352 8.9% 0.086 2.2% 90% True False 50,826
20 4.041 3.629 0.412 10.4% 0.086 2.2% 82% False False 39,743
40 4.041 3.629 0.412 10.4% 0.086 2.2% 82% False False 29,956
60 4.041 3.469 0.572 14.4% 0.084 2.1% 87% False False 25,090
80 4.135 3.469 0.666 16.8% 0.089 2.2% 75% False False 21,286
100 4.583 3.469 1.114 28.1% 0.088 2.2% 45% False False 18,341
120 4.744 3.469 1.275 32.1% 0.091 2.3% 39% False False 16,404
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.019
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.395
2.618 4.243
1.618 4.150
1.000 4.093
0.618 4.057
HIGH 4.000
0.618 3.964
0.500 3.954
0.382 3.943
LOW 3.907
0.618 3.850
1.000 3.814
1.618 3.757
2.618 3.664
4.250 3.512
Fisher Pivots for day following 14-Oct-2013
Pivot 1 day 3 day
R1 3.962 3.951
PP 3.958 3.936
S1 3.954 3.921

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

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