NYMEX Natural Gas Future May 2014

Trading Metrics calculated at close of trading on 31-Oct-2013

Day Change Summary
	Previous	Current
	30-Oct-2013	31-Oct-2013	Change	Change %	Previous Week
Open	3.718	3.723	0.005	0.1%	3.965
High	3.732	3.723	-0.009	-0.2%	3.970
Low	3.700	3.646	-0.054	-1.5%	3.735
Close	3.706	3.661	-0.045	-1.2%	3.849
Range	0.032	0.077	0.045	140.6%	0.235
ATR	0.068	0.069	0.001	0.9%	0.000
Volume	3,647	2,892	-755	-20.7%	11,831

Daily Pivots for day following 31-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	3.908	3.861	3.703
R3	3.831	3.784	3.682
R2	3.754	3.754	3.675
R1	3.707	3.707	3.668	3.692
PP	3.677	3.677	3.677	3.669
S1	3.630	3.630	3.654	3.615
S2	3.600	3.600	3.647
S3	3.523	3.553	3.640
S4	3.446	3.476	3.619

Weekly Pivots for week ending 25-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	4.556	4.438	3.978
R3	4.321	4.203	3.914
R2	4.086	4.086	3.892
R1	3.968	3.968	3.871	3.910
PP	3.851	3.851	3.851	3.822
S1	3.733	3.733	3.827	3.675
S2	3.616	3.616	3.806
S3	3.381	3.498	3.784
S4	3.146	3.263	3.720

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.860	3.646	0.214	5.8%	0.057	1.5%	7%	False	True	2,787
10	3.970	3.646	0.324	8.9%	0.069	1.9%	5%	False	True	2,592
20	4.012	3.646	0.366	10.0%	0.059	1.6%	4%	False	True	2,858
40	4.012	3.646	0.366	10.0%	0.058	1.6%	4%	False	True	2,768

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.014
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	4.050
2.618	3.925
1.618	3.848
1.000	3.800
0.618	3.771
HIGH	3.723
0.618	3.694
0.500	3.685
0.382	3.675
LOW	3.646
0.618	3.598
1.000	3.569
1.618	3.521
2.618	3.444
4.250	3.319

Fisher Pivots for day following 31-Oct-2013
Pivot	1 day	3 day
R1	3.685	3.698
PP	3.677	3.686
S1	3.669	3.673

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