NYMEX Natural Gas Future March 2014


Trading Metrics calculated at close of trading on 11-Oct-2013
Day Change Summary
Previous Current
10-Oct-2013 11-Oct-2013 Change Change % Previous Week
Open 3.959 3.995 0.036 0.9% 3.794
High 4.011 4.008 -0.003 -0.1% 4.011
Low 3.950 3.974 0.024 0.6% 3.794
Close 3.956 4.000 0.044 1.1% 4.000
Range 0.061 0.034 -0.027 -44.3% 0.217
ATR 0.079 0.077 -0.002 -2.4% 0.000
Volume 16,127 22,855 6,728 41.7% 91,699
Daily Pivots for day following 11-Oct-2013
Classic Woodie Camarilla DeMark
R4 4.096 4.082 4.019
R3 4.062 4.048 4.009
R2 4.028 4.028 4.006
R1 4.014 4.014 4.003 4.021
PP 3.994 3.994 3.994 3.998
S1 3.980 3.980 3.997 3.987
S2 3.960 3.960 3.994
S3 3.926 3.946 3.991
S4 3.892 3.912 3.981
Weekly Pivots for week ending 11-Oct-2013
Classic Woodie Camarilla DeMark
R4 4.586 4.510 4.119
R3 4.369 4.293 4.060
R2 4.152 4.152 4.040
R1 4.076 4.076 4.020 4.114
PP 3.935 3.935 3.935 3.954
S1 3.859 3.859 3.980 3.897
S2 3.718 3.718 3.960
S3 3.501 3.642 3.940
S4 3.284 3.425 3.881
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.011 3.794 0.217 5.4% 0.064 1.6% 95% False False 18,339
10 4.011 3.740 0.271 6.8% 0.065 1.6% 96% False False 14,986
20 4.070 3.720 0.350 8.8% 0.072 1.8% 80% False False 15,184
40 4.070 3.720 0.350 8.8% 0.072 1.8% 80% False False 12,159
60 4.070 3.540 0.530 13.3% 0.072 1.8% 87% False False 11,067
80 4.220 3.540 0.680 17.0% 0.075 1.9% 68% False False 10,067
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.010
Narrowest range in 88 trading days
Fibonacci Retracements and Extensions
4.250 4.153
2.618 4.097
1.618 4.063
1.000 4.042
0.618 4.029
HIGH 4.008
0.618 3.995
0.500 3.991
0.382 3.987
LOW 3.974
0.618 3.953
1.000 3.940
1.618 3.919
2.618 3.885
4.250 3.830
Fisher Pivots for day following 11-Oct-2013
Pivot 1 day 3 day
R1 3.997 3.989
PP 3.994 3.977
S1 3.991 3.966

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

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