NYMEX Natural Gas Future May 2014


Trading Metrics calculated at close of trading on 11-Oct-2013
Day Change Summary
Previous Current
10-Oct-2013 11-Oct-2013 Change Change % Previous Week
Open 3.938 3.951 0.013 0.3% 3.796
High 3.953 3.965 0.012 0.3% 3.965
Low 3.916 3.937 0.021 0.5% 3.796
Close 3.916 3.956 0.040 1.0% 3.956
Range 0.037 0.028 -0.009 -24.3% 0.169
ATR 0.061 0.060 -0.001 -1.4% 0.000
Volume 3,391 5,474 2,083 61.4% 16,341
Daily Pivots for day following 11-Oct-2013
Classic Woodie Camarilla DeMark
R4 4.037 4.024 3.971
R3 4.009 3.996 3.964
R2 3.981 3.981 3.961
R1 3.968 3.968 3.959 3.975
PP 3.953 3.953 3.953 3.956
S1 3.940 3.940 3.953 3.947
S2 3.925 3.925 3.951
S3 3.897 3.912 3.948
S4 3.869 3.884 3.941
Weekly Pivots for week ending 11-Oct-2013
Classic Woodie Camarilla DeMark
R4 4.413 4.353 4.049
R3 4.244 4.184 4.002
R2 4.075 4.075 3.987
R1 4.015 4.015 3.971 4.045
PP 3.906 3.906 3.906 3.921
S1 3.846 3.846 3.941 3.876
S2 3.737 3.737 3.925
S3 3.568 3.677 3.910
S4 3.399 3.508 3.863
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.965 3.796 0.169 4.3% 0.040 1.0% 95% True False 3,268
10 3.965 3.720 0.245 6.2% 0.043 1.1% 96% True False 2,308
20 3.993 3.718 0.275 7.0% 0.050 1.3% 87% False False 2,990
40 3.993 3.718 0.275 7.0% 0.052 1.3% 87% False False 2,474
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.084
2.618 4.038
1.618 4.010
1.000 3.993
0.618 3.982
HIGH 3.965
0.618 3.954
0.500 3.951
0.382 3.948
LOW 3.937
0.618 3.920
1.000 3.909
1.618 3.892
2.618 3.864
4.250 3.818
Fisher Pivots for day following 11-Oct-2013
Pivot 1 day 3 day
R1 3.954 3.946
PP 3.953 3.937
S1 3.951 3.927

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

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