NYMEX Natural Gas Future May 2014


Trading Metrics calculated at close of trading on 23-Oct-2013
Day Change Summary
Previous Current
22-Oct-2013 23-Oct-2013 Change Change % Previous Week
Open 3.815 3.779 -0.036 -0.9% 4.007
High 3.834 3.802 -0.032 -0.8% 4.012
Low 3.764 3.775 0.011 0.3% 3.850
Close 3.769 3.787 0.018 0.5% 3.921
Range 0.070 0.027 -0.043 -61.4% 0.162
ATR 0.069 0.067 -0.003 -3.8% 0.000
Volume 2,952 2,702 -250 -8.5% 15,344
Daily Pivots for day following 23-Oct-2013
Classic Woodie Camarilla DeMark
R4 3.869 3.855 3.802
R3 3.842 3.828 3.794
R2 3.815 3.815 3.792
R1 3.801 3.801 3.789 3.808
PP 3.788 3.788 3.788 3.792
S1 3.774 3.774 3.785 3.781
S2 3.761 3.761 3.782
S3 3.734 3.747 3.780
S4 3.707 3.720 3.772
Weekly Pivots for week ending 18-Oct-2013
Classic Woodie Camarilla DeMark
R4 4.414 4.329 4.010
R3 4.252 4.167 3.966
R2 4.090 4.090 3.951
R1 4.005 4.005 3.936 3.967
PP 3.928 3.928 3.928 3.908
S1 3.843 3.843 3.906 3.805
S2 3.766 3.766 3.891
S3 3.604 3.681 3.876
S4 3.442 3.519 3.832
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.970 3.764 0.206 5.4% 0.076 2.0% 11% False False 2,539
10 4.012 3.764 0.248 6.5% 0.066 1.7% 9% False False 3,172
20 4.012 3.718 0.294 7.8% 0.059 1.6% 23% False False 2,528
40 4.012 3.718 0.294 7.8% 0.059 1.5% 23% False False 2,768
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 0.012
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 3.917
2.618 3.873
1.618 3.846
1.000 3.829
0.618 3.819
HIGH 3.802
0.618 3.792
0.500 3.789
0.382 3.785
LOW 3.775
0.618 3.758
1.000 3.748
1.618 3.731
2.618 3.704
4.250 3.660
Fisher Pivots for day following 23-Oct-2013
Pivot 1 day 3 day
R1 3.789 3.867
PP 3.788 3.840
S1 3.788 3.814

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

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