NYMEX Natural Gas Future March 2014


Trading Metrics calculated at close of trading on 21-Oct-2013
Day Change Summary
Previous Current
18-Oct-2013 21-Oct-2013 Change Change % Previous Week
Open 3.910 3.988 0.078 2.0% 4.031
High 3.977 4.015 0.038 1.0% 4.068
Low 3.890 3.855 -0.035 -0.9% 3.890
Close 3.965 3.867 -0.098 -2.5% 3.965
Range 0.087 0.160 0.073 83.9% 0.178
ATR 0.078 0.084 0.006 7.4% 0.000
Volume 18,574 14,055 -4,519 -24.3% 95,198
Daily Pivots for day following 21-Oct-2013
Classic Woodie Camarilla DeMark
R4 4.392 4.290 3.955
R3 4.232 4.130 3.911
R2 4.072 4.072 3.896
R1 3.970 3.970 3.882 3.941
PP 3.912 3.912 3.912 3.898
S1 3.810 3.810 3.852 3.781
S2 3.752 3.752 3.838
S3 3.592 3.650 3.823
S4 3.432 3.490 3.779
Weekly Pivots for week ending 18-Oct-2013
Classic Woodie Camarilla DeMark
R4 4.508 4.415 4.063
R3 4.330 4.237 4.014
R2 4.152 4.152 3.998
R1 4.059 4.059 3.981 4.017
PP 3.974 3.974 3.974 3.953
S1 3.881 3.881 3.949 3.839
S2 3.796 3.796 3.932
S3 3.618 3.703 3.916
S4 3.440 3.525 3.867
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.068 3.855 0.213 5.5% 0.098 2.5% 6% False True 17,531
10 4.068 3.855 0.213 5.5% 0.079 2.0% 6% False True 19,178
20 4.068 3.720 0.348 9.0% 0.080 2.1% 42% False False 15,694
40 4.070 3.720 0.350 9.1% 0.078 2.0% 42% False False 13,769
60 4.070 3.540 0.530 13.7% 0.075 1.9% 62% False False 11,904
80 4.085 3.540 0.545 14.1% 0.075 1.9% 60% False False 11,020
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.015
Widest range in 51 trading days
Fibonacci Retracements and Extensions
4.250 4.695
2.618 4.434
1.618 4.274
1.000 4.175
0.618 4.114
HIGH 4.015
0.618 3.954
0.500 3.935
0.382 3.916
LOW 3.855
0.618 3.756
1.000 3.695
1.618 3.596
2.618 3.436
4.250 3.175
Fisher Pivots for day following 21-Oct-2013
Pivot 1 day 3 day
R1 3.935 3.935
PP 3.912 3.912
S1 3.890 3.890

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

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