NYMEX Natural Gas Future March 2014


Trading Metrics calculated at close of trading on 17-Oct-2013
Day Change Summary
Previous Current
16-Oct-2013 17-Oct-2013 Change Change % Previous Week
Open 4.040 3.996 -0.044 -1.1% 3.794
High 4.055 4.005 -0.050 -1.2% 4.011
Low 3.959 3.930 -0.029 -0.7% 3.794
Close 3.971 3.952 -0.019 -0.5% 4.000
Range 0.096 0.075 -0.021 -21.9% 0.217
ATR 0.078 0.078 0.000 -0.3% 0.000
Volume 16,701 23,867 7,166 42.9% 91,699
Daily Pivots for day following 17-Oct-2013
Classic Woodie Camarilla DeMark
R4 4.187 4.145 3.993
R3 4.112 4.070 3.973
R2 4.037 4.037 3.966
R1 3.995 3.995 3.959 3.979
PP 3.962 3.962 3.962 3.954
S1 3.920 3.920 3.945 3.904
S2 3.887 3.887 3.938
S3 3.812 3.845 3.931
S4 3.737 3.770 3.911
Weekly Pivots for week ending 11-Oct-2013
Classic Woodie Camarilla DeMark
R4 4.586 4.510 4.119
R3 4.369 4.293 4.060
R2 4.152 4.152 4.040
R1 4.076 4.076 4.020 4.114
PP 3.935 3.935 3.935 3.954
S1 3.859 3.859 3.980 3.897
S2 3.718 3.718 3.960
S3 3.501 3.642 3.940
S4 3.284 3.425 3.881
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.068 3.930 0.138 3.5% 0.072 1.8% 16% False True 19,895
10 4.068 3.745 0.323 8.2% 0.069 1.7% 64% False False 18,165
20 4.068 3.720 0.348 8.8% 0.073 1.8% 67% False False 15,619
40 4.070 3.720 0.350 8.9% 0.074 1.9% 66% False False 13,356
60 4.070 3.540 0.530 13.4% 0.073 1.9% 78% False False 11,566
80 4.085 3.540 0.545 13.8% 0.075 1.9% 76% False False 10,774
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 0.013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.324
2.618 4.201
1.618 4.126
1.000 4.080
0.618 4.051
HIGH 4.005
0.618 3.976
0.500 3.968
0.382 3.959
LOW 3.930
0.618 3.884
1.000 3.855
1.618 3.809
2.618 3.734
4.250 3.611
Fisher Pivots for day following 17-Oct-2013
Pivot 1 day 3 day
R1 3.968 3.999
PP 3.962 3.983
S1 3.957 3.968

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

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