NYMEX Natural Gas Future February 2014


Trading Metrics calculated at close of trading on 23-Oct-2013
Day Change Summary
Previous Current
22-Oct-2013 23-Oct-2013 Change Change % Previous Week
Open 3.879 3.809 -0.070 -1.8% 4.069
High 3.894 3.848 -0.046 -1.2% 4.096
Low 3.802 3.806 0.004 0.1% 3.917
Close 3.808 3.824 0.016 0.4% 3.992
Range 0.092 0.042 -0.050 -54.3% 0.179
ATR 0.087 0.084 -0.003 -3.7% 0.000
Volume 11,696 19,160 7,464 63.8% 67,930
Daily Pivots for day following 23-Oct-2013
Classic Woodie Camarilla DeMark
R4 3.952 3.930 3.847
R3 3.910 3.888 3.836
R2 3.868 3.868 3.832
R1 3.846 3.846 3.828 3.857
PP 3.826 3.826 3.826 3.832
S1 3.804 3.804 3.820 3.815
S2 3.784 3.784 3.816
S3 3.742 3.762 3.812
S4 3.700 3.720 3.801
Weekly Pivots for week ending 18-Oct-2013
Classic Woodie Camarilla DeMark
R4 4.539 4.444 4.090
R3 4.360 4.265 4.041
R2 4.181 4.181 4.025
R1 4.086 4.086 4.008 4.044
PP 4.002 4.002 4.002 3.981
S1 3.907 3.907 3.976 3.865
S2 3.823 3.823 3.959
S3 3.644 3.728 3.943
S4 3.465 3.549 3.894
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.050 3.802 0.248 6.5% 0.093 2.4% 9% False False 14,303
10 4.096 3.802 0.294 7.7% 0.083 2.2% 7% False False 14,674
20 4.096 3.734 0.362 9.5% 0.081 2.1% 25% False False 13,283
40 4.120 3.734 0.386 10.1% 0.080 2.1% 23% False False 10,378
60 4.120 3.570 0.550 14.4% 0.076 2.0% 46% False False 8,199
80 4.130 3.570 0.560 14.6% 0.075 2.0% 45% False False 7,009
100 4.326 3.570 0.756 19.8% 0.073 1.9% 34% False False 6,169
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.015
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 4.027
2.618 3.958
1.618 3.916
1.000 3.890
0.618 3.874
HIGH 3.848
0.618 3.832
0.500 3.827
0.382 3.822
LOW 3.806
0.618 3.780
1.000 3.764
1.618 3.738
2.618 3.696
4.250 3.628
Fisher Pivots for day following 23-Oct-2013
Pivot 1 day 3 day
R1 3.827 3.926
PP 3.826 3.892
S1 3.825 3.858

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

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