NYMEX Natural Gas Future March 2014


Trading Metrics calculated at close of trading on 15-Oct-2013
Day Change Summary
Previous Current
14-Oct-2013 15-Oct-2013 Change Change % Previous Week
Open 4.031 4.053 0.022 0.5% 3.794
High 4.065 4.068 0.003 0.1% 4.011
Low 3.986 3.994 0.008 0.2% 3.794
Close 4.038 4.005 -0.033 -0.8% 4.000
Range 0.079 0.074 -0.005 -6.3% 0.217
ATR 0.077 0.077 0.000 -0.3% 0.000
Volume 21,595 14,461 -7,134 -33.0% 91,699
Daily Pivots for day following 15-Oct-2013
Classic Woodie Camarilla DeMark
R4 4.244 4.199 4.046
R3 4.170 4.125 4.025
R2 4.096 4.096 4.019
R1 4.051 4.051 4.012 4.037
PP 4.022 4.022 4.022 4.015
S1 3.977 3.977 3.998 3.963
S2 3.948 3.948 3.991
S3 3.874 3.903 3.985
S4 3.800 3.829 3.964
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 4.068 3.921 0.147 3.7% 0.058 1.4% 57% True False 19,360
10 4.068 3.740 0.328 8.2% 0.066 1.7% 81% True False 16,337
20 4.070 3.720 0.350 8.7% 0.073 1.8% 81% False False 15,330
40 4.070 3.720 0.350 8.7% 0.073 1.8% 81% False False 12,717
60 4.070 3.540 0.530 13.2% 0.073 1.8% 88% False False 11,081
80 4.101 3.540 0.561 14.0% 0.075 1.9% 83% False False 10,381
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.383
2.618 4.262
1.618 4.188
1.000 4.142
0.618 4.114
HIGH 4.068
0.618 4.040
0.500 4.031
0.382 4.022
LOW 3.994
0.618 3.948
1.000 3.920
1.618 3.874
2.618 3.800
4.250 3.680
Fisher Pivots for day following 15-Oct-2013
Pivot 1 day 3 day
R1 4.031 4.021
PP 4.022 4.016
S1 4.014 4.010

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

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