NYMEX Natural Gas Future May 2014


Trading Metrics calculated at close of trading on 04-Oct-2013
Day Change Summary
Previous Current
03-Oct-2013 04-Oct-2013 Change Change % Previous Week
Open 3.767 3.747 -0.020 -0.5% 3.792
High 3.767 3.762 -0.005 -0.1% 3.834
Low 3.720 3.736 0.016 0.4% 3.720
Close 3.738 3.754 0.016 0.4% 3.754
Range 0.047 0.026 -0.021 -44.7% 0.114
ATR 0.063 0.060 -0.003 -4.2% 0.000
Volume 975 1,568 593 60.8% 6,748
Daily Pivots for day following 04-Oct-2013
Classic Woodie Camarilla DeMark
R4 3.829 3.817 3.768
R3 3.803 3.791 3.761
R2 3.777 3.777 3.759
R1 3.765 3.765 3.756 3.771
PP 3.751 3.751 3.751 3.754
S1 3.739 3.739 3.752 3.745
S2 3.725 3.725 3.749
S3 3.699 3.713 3.747
S4 3.673 3.687 3.740
Weekly Pivots for week ending 04-Oct-2013
Classic Woodie Camarilla DeMark
R4 4.111 4.047 3.817
R3 3.997 3.933 3.785
R2 3.883 3.883 3.775
R1 3.819 3.819 3.764 3.794
PP 3.769 3.769 3.769 3.757
S1 3.705 3.705 3.744 3.680
S2 3.655 3.655 3.733
S3 3.541 3.591 3.723
S4 3.427 3.477 3.691
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.834 3.720 0.114 3.0% 0.046 1.2% 30% False False 1,349
10 3.906 3.718 0.188 5.0% 0.055 1.5% 19% False False 1,962
20 3.993 3.718 0.275 7.3% 0.055 1.5% 13% False False 2,636
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.011
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 3.873
2.618 3.830
1.618 3.804
1.000 3.788
0.618 3.778
HIGH 3.762
0.618 3.752
0.500 3.749
0.382 3.746
LOW 3.736
0.618 3.720
1.000 3.710
1.618 3.694
2.618 3.668
4.250 3.626
Fisher Pivots for day following 04-Oct-2013
Pivot 1 day 3 day
R1 3.752 3.777
PP 3.751 3.769
S1 3.749 3.762

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

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