NYMEX Natural Gas Future May 2014

Trading Metrics calculated at close of trading on 15-Oct-2013

Day Change Summary
	Previous	Current
	14-Oct-2013	15-Oct-2013	Change	Change %	Previous Week
Open	4.007	4.008	0.001	0.0%	3.796
High	4.012	4.010	-0.002	0.0%	3.965
Low	3.944	3.950	0.006	0.2%	3.796
Close	3.987	3.956	-0.031	-0.8%	3.956
Range	0.068	0.060	-0.008	-11.8%	0.169
ATR	0.061	0.061	0.000	-0.1%	0.000
Volume	4,036	3,552	-484	-12.0%	16,341

Daily Pivots for day following 15-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	4.152	4.114	3.989
R3	4.092	4.054	3.973
R2	4.032	4.032	3.967
R1	3.994	3.994	3.962	3.983
PP	3.972	3.972	3.972	3.967
S1	3.934	3.934	3.951	3.923
S2	3.912	3.912	3.945
S3	3.852	3.874	3.940
S4	3.792	3.814	3.923

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	4.012	3.889	0.123	3.1%	0.042	1.1%	54%	False	False	3,877
10	4.012	3.720	0.292	7.4%	0.048	1.2%	81%	False	False	2,783
20	4.012	3.718	0.294	7.4%	0.051	1.3%	81%	False	False	3,026
40	4.012	3.718	0.294	7.4%	0.054	1.4%	81%	False	False	2,604

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.007
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.265
2.618	4.167
1.618	4.107
1.000	4.070
0.618	4.047
HIGH	4.010
0.618	3.987
0.500	3.980
0.382	3.973
LOW	3.950
0.618	3.913
1.000	3.890
1.618	3.853
2.618	3.793
4.250	3.695

Fisher Pivots for day following 15-Oct-2013
Pivot	1 day	3 day
R1	3.980	3.975
PP	3.972	3.968
S1	3.964	3.962

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols