NYMEX Natural Gas Future March 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 3.852 3.815 -0.037 -1.0% 4.031
High 3.867 3.825 -0.042 -1.1% 4.068
Low 3.780 3.780 0.000 0.0% 3.890
Close 3.786 3.803 0.017 0.4% 3.965
Range 0.087 0.045 -0.042 -48.3% 0.178
ATR 0.084 0.082 -0.003 -3.3% 0.000
Volume 16,118 22,369 6,251 38.8% 95,198
Daily Pivots for day following 23-Oct-2013
Classic Woodie Camarilla DeMark
R4 3.938 3.915 3.828
R3 3.893 3.870 3.815
R2 3.848 3.848 3.811
R1 3.825 3.825 3.807 3.814
PP 3.803 3.803 3.803 3.797
S1 3.780 3.780 3.799 3.769
S2 3.758 3.758 3.795
S3 3.713 3.735 3.791
S4 3.668 3.690 3.778
Weekly Pivots for week ending 18-Oct-2013
Classic Woodie Camarilla DeMark
R4 4.508 4.415 4.063
R3 4.330 4.237 4.014
R2 4.152 4.152 3.998
R1 4.059 4.059 3.981 4.017
PP 3.974 3.974 3.974 3.953
S1 3.881 3.881 3.949 3.839
S2 3.796 3.796 3.932
S3 3.618 3.703 3.916
S4 3.440 3.525 3.867
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.015 3.780 0.235 6.2% 0.091 2.4% 10% False True 18,996
10 4.068 3.780 0.288 7.6% 0.080 2.1% 8% False True 18,672
20 4.068 3.720 0.348 9.2% 0.078 2.0% 24% False False 16,424
40 4.070 3.720 0.350 9.2% 0.078 2.0% 24% False False 14,467
60 4.070 3.540 0.530 13.9% 0.075 2.0% 50% False False 12,306
80 4.085 3.540 0.545 14.3% 0.076 2.0% 48% False False 11,194
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 8 trading days
Fibonacci Retracements and Extensions
4.250 4.016
2.618 3.943
1.618 3.898
1.000 3.870
0.618 3.853
HIGH 3.825
0.618 3.808
0.500 3.803
0.382 3.797
LOW 3.780
0.618 3.752
1.000 3.735
1.618 3.707
2.618 3.662
4.250 3.589
Fisher Pivots for day following 23-Oct-2013
Pivot 1 day 3 day
R1 3.803 3.898
PP 3.803 3.866
S1 3.803 3.835

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

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