NYMEX Natural Gas Future August 2014

Trading Metrics calculated at close of trading on 21-Nov-2013

Day Change Summary
	Previous	Current
	20-Nov-2013	21-Nov-2013	Change	Change %	Previous Week
Open	3.775	3.803	0.028	0.7%	3.731
High	3.805	3.851	0.046	1.2%	3.797
Low	3.767	3.791	0.024	0.6%	3.665
Close	3.798	3.826	0.028	0.7%	3.794
Range	0.038	0.060	0.022	57.9%	0.132
ATR
Volume	637	708	71	11.1%	4,206

Daily Pivots for day following 21-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	4.003	3.974	3.859
R3	3.943	3.914	3.843
R2	3.883	3.883	3.837
R1	3.854	3.854	3.832	3.869
PP	3.823	3.823	3.823	3.830
S1	3.794	3.794	3.821	3.809
S2	3.763	3.763	3.815
S3	3.703	3.734	3.810
S4	3.643	3.674	3.793

Weekly Pivots for week ending 15-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	4.148	4.103	3.867
R3	4.016	3.971	3.830
R2	3.884	3.884	3.818
R1	3.839	3.839	3.806	3.862
PP	3.752	3.752	3.752	3.763
S1	3.707	3.707	3.782	3.730
S2	3.620	3.620	3.770
S3	3.488	3.575	3.758
S4	3.356	3.443	3.721

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.851	3.710	0.141	3.7%	0.058	1.5%	82%	True	False	715
10	3.851	3.665	0.186	4.9%	0.056	1.5%	87%	True	False	830

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.012
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.106
2.618	4.008
1.618	3.948
1.000	3.911
0.618	3.888
HIGH	3.851
0.618	3.828
0.500	3.821
0.382	3.814
LOW	3.791
0.618	3.754
1.000	3.731
1.618	3.694
2.618	3.634
4.250	3.536

Fisher Pivots for day following 21-Nov-2013
Pivot	1 day	3 day
R1	3.824	3.811
PP	3.823	3.796
S1	3.821	3.781

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