NYMEX Natural Gas Future October 2014


Trading Metrics calculated at close of trading on 13-May-2014
Day Change Summary
Previous Current
12-May-2014 13-May-2014 Change Change % Previous Week
Open 4.527 4.394 -0.133 -2.9% 4.774
High 4.528 4.450 -0.078 -1.7% 4.816
Low 4.388 4.333 -0.055 -1.3% 4.489
Close 4.422 4.344 -0.078 -1.8% 4.517
Range 0.140 0.117 -0.023 -16.4% 0.327
ATR 0.110 0.110 0.001 0.5% 0.000
Volume 22,700 27,964 5,264 23.2% 91,710
Daily Pivots for day following 13-May-2014
Classic Woodie Camarilla DeMark
R4 4.727 4.652 4.408
R3 4.610 4.535 4.376
R2 4.493 4.493 4.365
R1 4.418 4.418 4.355 4.397
PP 4.376 4.376 4.376 4.365
S1 4.301 4.301 4.333 4.280
S2 4.259 4.259 4.323
S3 4.142 4.184 4.312
S4 4.025 4.067 4.280
Weekly Pivots for week ending 09-May-2014
Classic Woodie Camarilla DeMark
R4 5.588 5.380 4.697
R3 5.261 5.053 4.607
R2 4.934 4.934 4.577
R1 4.726 4.726 4.547 4.667
PP 4.607 4.607 4.607 4.578
S1 4.399 4.399 4.487 4.340
S2 4.280 4.280 4.457
S3 3.953 4.072 4.427
S4 3.626 3.745 4.337
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.816 4.333 0.483 11.1% 0.129 3.0% 2% False True 23,535
10 4.850 4.333 0.517 11.9% 0.111 2.6% 2% False True 19,653
20 4.850 4.333 0.517 11.9% 0.107 2.5% 2% False True 15,488
40 4.850 4.300 0.550 12.7% 0.103 2.4% 8% False False 15,148
60 4.856 4.300 0.556 12.8% 0.114 2.6% 8% False False 16,478
80 4.856 4.060 0.796 18.3% 0.117 2.7% 36% False False 16,841
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 0.017
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.947
2.618 4.756
1.618 4.639
1.000 4.567
0.618 4.522
HIGH 4.450
0.618 4.405
0.500 4.392
0.382 4.378
LOW 4.333
0.618 4.261
1.000 4.216
1.618 4.144
2.618 4.027
4.250 3.836
Fisher Pivots for day following 13-May-2014
Pivot 1 day 3 day
R1 4.392 4.457
PP 4.376 4.419
S1 4.360 4.382

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

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