NYMEX Natural Gas Future December 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 3.716 3.733 0.017 0.5% 3.962
High 3.754 3.761 0.007 0.2% 4.000
Low 3.699 3.660 -0.039 -1.1% 3.819
Close 3.733 3.743 0.010 0.3% 3.897
Range 0.055 0.101 0.046 83.6% 0.181
ATR 0.093 0.094 0.001 0.6% 0.000
Volume 69,801 93,913 24,112 34.5% 319,759
Daily Pivots for day following 24-Oct-2013
Classic Woodie Camarilla DeMark
R4 4.024 3.985 3.799
R3 3.923 3.884 3.771
R2 3.822 3.822 3.762
R1 3.783 3.783 3.752 3.803
PP 3.721 3.721 3.721 3.731
S1 3.682 3.682 3.734 3.702
S2 3.620 3.620 3.724
S3 3.519 3.581 3.715
S4 3.418 3.480 3.687
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 3.970 3.660 0.310 8.3% 0.108 2.9% 27% False True 77,392
10 4.000 3.660 0.340 9.1% 0.095 2.5% 24% False True 69,441
20 4.000 3.648 0.352 9.4% 0.091 2.4% 27% False False 59,135
40 4.041 3.629 0.412 11.0% 0.090 2.4% 28% False False 41,992
60 4.041 3.469 0.572 15.3% 0.087 2.3% 48% False False 33,649
80 4.061 3.469 0.592 15.8% 0.090 2.4% 46% False False 27,803
100 4.264 3.469 0.795 21.2% 0.089 2.4% 34% False False 23,811
120 4.583 3.469 1.114 29.8% 0.089 2.4% 25% False False 20,798
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 0.024
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.190
2.618 4.025
1.618 3.924
1.000 3.862
0.618 3.823
HIGH 3.761
0.618 3.722
0.500 3.711
0.382 3.699
LOW 3.660
0.618 3.598
1.000 3.559
1.618 3.497
2.618 3.396
4.250 3.231
Fisher Pivots for day following 24-Oct-2013
Pivot 1 day 3 day
R1 3.732 3.738
PP 3.721 3.733
S1 3.711 3.728

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

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