NYMEX Natural Gas Future March 2014


Trading Metrics calculated at close of trading on 24-Oct-2013
Day Change Summary
Previous Current
23-Oct-2013 24-Oct-2013 Change Change % Previous Week
Open 3.815 3.788 -0.027 -0.7% 4.031
High 3.825 3.830 0.005 0.1% 4.068
Low 3.780 3.745 -0.035 -0.9% 3.890
Close 3.803 3.814 0.011 0.3% 3.965
Range 0.045 0.085 0.040 88.9% 0.178
ATR 0.082 0.082 0.000 0.3% 0.000
Volume 22,369 21,218 -1,151 -5.1% 95,198
Daily Pivots for day following 24-Oct-2013
Classic Woodie Camarilla DeMark
R4 4.051 4.018 3.861
R3 3.966 3.933 3.837
R2 3.881 3.881 3.830
R1 3.848 3.848 3.822 3.865
PP 3.796 3.796 3.796 3.805
S1 3.763 3.763 3.806 3.780
S2 3.711 3.711 3.798
S3 3.626 3.678 3.791
S4 3.541 3.593 3.767
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 4.015 3.745 0.270 7.1% 0.093 2.4% 26% False True 18,466
10 4.068 3.745 0.323 8.5% 0.082 2.2% 21% False True 19,181
20 4.068 3.740 0.328 8.6% 0.076 2.0% 23% False False 16,970
40 4.070 3.720 0.350 9.2% 0.077 2.0% 27% False False 14,773
60 4.070 3.540 0.530 13.9% 0.076 2.0% 52% False False 12,571
80 4.085 3.540 0.545 14.3% 0.076 2.0% 50% False False 11,388
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.020
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.191
2.618 4.053
1.618 3.968
1.000 3.915
0.618 3.883
HIGH 3.830
0.618 3.798
0.500 3.788
0.382 3.777
LOW 3.745
0.618 3.692
1.000 3.660
1.618 3.607
2.618 3.522
4.250 3.384
Fisher Pivots for day following 24-Oct-2013
Pivot 1 day 3 day
R1 3.805 3.811
PP 3.796 3.809
S1 3.788 3.806

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

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