NYMEX Natural Gas Future December 2013


Trading Metrics calculated at close of trading on 21-Oct-2013
Day Change Summary
Previous Current
18-Oct-2013 21-Oct-2013 Change Change % Previous Week
Open 3.891 3.935 0.044 1.1% 3.962
High 3.916 3.970 0.054 1.4% 4.000
Low 3.819 3.780 -0.039 -1.0% 3.819
Close 3.897 3.793 -0.104 -2.7% 3.897
Range 0.097 0.190 0.093 95.9% 0.181
ATR 0.089 0.096 0.007 8.2% 0.000
Volume 68,464 64,268 -4,196 -6.1% 319,759
Daily Pivots for day following 21-Oct-2013
Classic Woodie Camarilla DeMark
R4 4.418 4.295 3.898
R3 4.228 4.105 3.845
R2 4.038 4.038 3.828
R1 3.915 3.915 3.810 3.882
PP 3.848 3.848 3.848 3.831
S1 3.725 3.725 3.776 3.692
S2 3.658 3.658 3.758
S3 3.468 3.535 3.741
S4 3.278 3.345 3.689
Weekly Pivots for week ending 18-Oct-2013
Classic Woodie Camarilla DeMark
R4 4.448 4.354 3.997
R3 4.267 4.173 3.947
R2 4.086 4.086 3.930
R1 3.992 3.992 3.914 3.949
PP 3.905 3.905 3.905 3.884
S1 3.811 3.811 3.880 3.768
S2 3.724 3.724 3.864
S3 3.543 3.630 3.847
S4 3.362 3.449 3.797
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.000 3.780 0.220 5.8% 0.109 2.9% 6% False True 68,086
10 4.000 3.780 0.220 5.8% 0.094 2.5% 6% False True 63,940
20 4.000 3.629 0.371 9.8% 0.094 2.5% 44% False False 50,241
40 4.041 3.629 0.412 10.9% 0.090 2.4% 40% False False 36,386
60 4.041 3.469 0.572 15.1% 0.086 2.3% 57% False False 30,065
80 4.061 3.469 0.592 15.6% 0.089 2.4% 55% False False 25,119
100 4.309 3.469 0.840 22.1% 0.088 2.3% 39% False False 21,469
120 4.668 3.469 1.199 31.6% 0.091 2.4% 27% False False 18,903
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.022
Widest range in 119 trading days
Fibonacci Retracements and Extensions
4.250 4.778
2.618 4.467
1.618 4.277
1.000 4.160
0.618 4.087
HIGH 3.970
0.618 3.897
0.500 3.875
0.382 3.853
LOW 3.780
0.618 3.663
1.000 3.590
1.618 3.473
2.618 3.283
4.250 2.973
Fisher Pivots for day following 21-Oct-2013
Pivot 1 day 3 day
R1 3.875 3.875
PP 3.848 3.848
S1 3.820 3.820

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

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