NYMEX Natural Gas Future March 2014


Trading Metrics calculated at close of trading on 04-Nov-2013
Day Change Summary
Previous Current
01-Nov-2013 04-Nov-2013 Change Change % Previous Week
Open 3.648 3.571 -0.077 -2.1% 3.825
High 3.648 3.571 -0.077 -2.1% 3.825
Low 3.581 3.485 -0.096 -2.7% 3.581
Close 3.587 3.523 -0.064 -1.8% 3.587
Range 0.067 0.086 0.019 28.4% 0.244
ATR 0.082 0.084 0.001 1.7% 0.000
Volume 18,680 25,256 6,576 35.2% 91,103
Daily Pivots for day following 04-Nov-2013
Classic Woodie Camarilla DeMark
R4 3.784 3.740 3.570
R3 3.698 3.654 3.547
R2 3.612 3.612 3.539
R1 3.568 3.568 3.531 3.547
PP 3.526 3.526 3.526 3.516
S1 3.482 3.482 3.515 3.461
S2 3.440 3.440 3.507
S3 3.354 3.396 3.499
S4 3.268 3.310 3.476
Weekly Pivots for week ending 01-Nov-2013
Classic Woodie Camarilla DeMark
R4 4.396 4.236 3.721
R3 4.152 3.992 3.654
R2 3.908 3.908 3.632
R1 3.748 3.748 3.609 3.706
PP 3.664 3.664 3.664 3.644
S1 3.504 3.504 3.565 3.462
S2 3.420 3.420 3.542
S3 3.176 3.260 3.520
S4 2.932 3.016 3.453
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.748 3.485 0.263 7.5% 0.070 2.0% 14% False True 20,501
10 3.885 3.485 0.400 11.4% 0.076 2.1% 10% False True 19,411
20 4.068 3.485 0.583 16.5% 0.077 2.2% 7% False True 19,295
40 4.070 3.485 0.585 16.6% 0.077 2.2% 6% False True 16,200
60 4.070 3.485 0.585 16.6% 0.075 2.1% 6% False True 13,839
80 4.085 3.485 0.600 17.0% 0.076 2.1% 6% False True 12,381
100 4.232 3.485 0.747 21.2% 0.076 2.2% 5% False True 11,383
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.011
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.937
2.618 3.796
1.618 3.710
1.000 3.657
0.618 3.624
HIGH 3.571
0.618 3.538
0.500 3.528
0.382 3.518
LOW 3.485
0.618 3.432
1.000 3.399
1.618 3.346
2.618 3.260
4.250 3.120
Fisher Pivots for day following 04-Nov-2013
Pivot 1 day 3 day
R1 3.528 3.613
PP 3.526 3.583
S1 3.525 3.553

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

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