NYMEX Natural Gas Future December 2013


Trading Metrics calculated at close of trading on 18-Nov-2013
Day Change Summary
Previous Current
15-Nov-2013 18-Nov-2013 Change Change % Previous Week
Open 3.612 3.681 0.069 1.9% 3.586
High 3.667 3.705 0.038 1.0% 3.667
Low 3.575 3.611 0.036 1.0% 3.491
Close 3.660 3.617 -0.043 -1.2% 3.660
Range 0.092 0.094 0.002 2.2% 0.176
ATR 0.099 0.098 0.000 -0.3% 0.000
Volume 94,998 117,343 22,345 23.5% 550,021
Daily Pivots for day following 18-Nov-2013
Classic Woodie Camarilla DeMark
R4 3.926 3.866 3.669
R3 3.832 3.772 3.643
R2 3.738 3.738 3.634
R1 3.678 3.678 3.626 3.661
PP 3.644 3.644 3.644 3.636
S1 3.584 3.584 3.608 3.567
S2 3.550 3.550 3.600
S3 3.456 3.490 3.591
S4 3.362 3.396 3.565
Weekly Pivots for week ending 15-Nov-2013
Classic Woodie Camarilla DeMark
R4 4.134 4.073 3.757
R3 3.958 3.897 3.708
R2 3.782 3.782 3.692
R1 3.721 3.721 3.676 3.752
PP 3.606 3.606 3.606 3.621
S1 3.545 3.545 3.644 3.576
S2 3.430 3.430 3.628
S3 3.254 3.369 3.612
S4 3.078 3.193 3.563
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.705 3.491 0.214 5.9% 0.107 3.0% 59% True False 115,581
10 3.705 3.379 0.326 9.0% 0.102 2.8% 73% True False 116,927
20 3.835 3.379 0.456 12.6% 0.095 2.6% 52% False False 107,088
40 4.000 3.379 0.621 17.2% 0.095 2.6% 38% False False 78,664
60 4.041 3.379 0.662 18.3% 0.092 2.5% 36% False False 59,954
80 4.041 3.379 0.662 18.3% 0.088 2.4% 36% False False 49,321
100 4.061 3.379 0.682 18.9% 0.090 2.5% 35% False False 41,513
120 4.309 3.379 0.930 25.7% 0.089 2.5% 26% False False 35,739
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 0.027
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.105
2.618 3.951
1.618 3.857
1.000 3.799
0.618 3.763
HIGH 3.705
0.618 3.669
0.500 3.658
0.382 3.647
LOW 3.611
0.618 3.553
1.000 3.517
1.618 3.459
2.618 3.365
4.250 3.212
Fisher Pivots for day following 18-Nov-2013
Pivot 1 day 3 day
R1 3.658 3.611
PP 3.644 3.604
S1 3.631 3.598

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

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