NYMEX Natural Gas Future March 2014


Trading Metrics calculated at close of trading on 12-Nov-2013
Day Change Summary
Previous Current
11-Nov-2013 12-Nov-2013 Change Change % Previous Week
Open 3.633 3.621 -0.012 -0.3% 3.571
High 3.646 3.690 0.044 1.2% 3.669
Low 3.595 3.601 0.006 0.2% 3.469
Close 3.621 3.662 0.041 1.1% 3.615
Range 0.051 0.089 0.038 74.5% 0.200
ATR 0.083 0.083 0.000 0.5% 0.000
Volume 22,847 20,729 -2,118 -9.3% 137,321
Daily Pivots for day following 12-Nov-2013
Classic Woodie Camarilla DeMark
R4 3.918 3.879 3.711
R3 3.829 3.790 3.686
R2 3.740 3.740 3.678
R1 3.701 3.701 3.670 3.721
PP 3.651 3.651 3.651 3.661
S1 3.612 3.612 3.654 3.632
S2 3.562 3.562 3.646
S3 3.473 3.523 3.638
S4 3.384 3.434 3.613
Weekly Pivots for week ending 08-Nov-2013
Classic Woodie Camarilla DeMark
R4 4.184 4.100 3.725
R3 3.984 3.900 3.670
R2 3.784 3.784 3.652
R1 3.700 3.700 3.633 3.742
PP 3.584 3.584 3.584 3.606
S1 3.500 3.500 3.597 3.542
S2 3.384 3.384 3.578
S3 3.184 3.300 3.560
S4 2.984 3.100 3.505
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.690 3.550 0.140 3.8% 0.078 2.1% 80% True False 25,817
10 3.741 3.469 0.272 7.4% 0.079 2.2% 71% False False 24,141
20 4.055 3.469 0.586 16.0% 0.084 2.3% 33% False False 21,147
40 4.070 3.469 0.601 16.4% 0.078 2.1% 32% False False 18,239
60 4.070 3.469 0.601 16.4% 0.077 2.1% 32% False False 15,527
80 4.070 3.469 0.601 16.4% 0.076 2.1% 32% False False 13,598
100 4.101 3.469 0.632 17.3% 0.076 2.1% 31% False False 12,535
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 0.015
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.068
2.618 3.923
1.618 3.834
1.000 3.779
0.618 3.745
HIGH 3.690
0.618 3.656
0.500 3.646
0.382 3.635
LOW 3.601
0.618 3.546
1.000 3.512
1.618 3.457
2.618 3.368
4.250 3.223
Fisher Pivots for day following 12-Nov-2013
Pivot 1 day 3 day
R1 3.657 3.651
PP 3.651 3.640
S1 3.646 3.630

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

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