NYMEX Natural Gas Future December 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 3.960 3.912 -0.048 -1.2% 3.698
High 4.000 3.935 -0.065 -1.6% 3.940
Low 3.893 3.861 -0.032 -0.8% 3.686
Close 3.905 3.886 -0.019 -0.5% 3.929
Range 0.107 0.074 -0.033 -30.8% 0.254
ATR 0.089 0.088 -0.001 -1.2% 0.000
Volume 77,702 57,740 -19,962 -25.7% 290,090
Daily Pivots for day following 17-Oct-2013
Classic Woodie Camarilla DeMark
R4 4.116 4.075 3.927
R3 4.042 4.001 3.906
R2 3.968 3.968 3.900
R1 3.927 3.927 3.893 3.911
PP 3.894 3.894 3.894 3.886
S1 3.853 3.853 3.879 3.837
S2 3.820 3.820 3.872
S3 3.746 3.779 3.866
S4 3.672 3.705 3.845
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 3.861 0.139 3.6% 0.082 2.1% 18% False True 61,491
10 4.000 3.648 0.352 9.1% 0.084 2.2% 68% False False 58,351
20 4.000 3.629 0.371 9.5% 0.086 2.2% 69% False False 46,441
40 4.041 3.629 0.412 10.6% 0.086 2.2% 62% False False 33,845
60 4.041 3.469 0.572 14.7% 0.084 2.2% 73% False False 28,089
80 4.061 3.469 0.592 15.2% 0.089 2.3% 70% False False 23,638
100 4.463 3.469 0.994 25.6% 0.088 2.3% 42% False False 20,268
120 4.744 3.469 1.275 32.8% 0.090 2.3% 33% False False 17,952
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 0.019
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.250
2.618 4.129
1.618 4.055
1.000 4.009
0.618 3.981
HIGH 3.935
0.618 3.907
0.500 3.898
0.382 3.889
LOW 3.861
0.618 3.815
1.000 3.787
1.618 3.741
2.618 3.667
4.250 3.547
Fisher Pivots for day following 17-Oct-2013
Pivot 1 day 3 day
R1 3.898 3.931
PP 3.894 3.916
S1 3.890 3.901

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

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