NYMEX Natural Gas Future March 2014


Trading Metrics calculated at close of trading on 26-Nov-2013
Day Change Summary
Previous Current
25-Nov-2013 26-Nov-2013 Change Change % Previous Week
Open 3.840 3.846 0.006 0.2% 3.716
High 3.885 3.881 -0.004 -0.1% 3.818
Low 3.799 3.788 -0.011 -0.3% 3.601
Close 3.840 3.865 0.025 0.7% 3.801
Range 0.086 0.093 0.007 8.1% 0.217
ATR 0.087 0.088 0.000 0.5% 0.000
Volume 24,675 39,284 14,609 59.2% 109,909
Daily Pivots for day following 26-Nov-2013
Classic Woodie Camarilla DeMark
R4 4.124 4.087 3.916
R3 4.031 3.994 3.891
R2 3.938 3.938 3.882
R1 3.901 3.901 3.874 3.920
PP 3.845 3.845 3.845 3.854
S1 3.808 3.808 3.856 3.827
S2 3.752 3.752 3.848
S3 3.659 3.715 3.839
S4 3.566 3.622 3.814
Weekly Pivots for week ending 22-Nov-2013
Classic Woodie Camarilla DeMark
R4 4.391 4.313 3.920
R3 4.174 4.096 3.861
R2 3.957 3.957 3.841
R1 3.879 3.879 3.821 3.918
PP 3.740 3.740 3.740 3.760
S1 3.662 3.662 3.781 3.701
S2 3.523 3.523 3.761
S3 3.306 3.445 3.741
S4 3.089 3.228 3.682
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.885 3.604 0.281 7.3% 0.090 2.3% 93% False False 28,330
10 3.885 3.540 0.345 8.9% 0.093 2.4% 94% False False 24,789
20 3.885 3.469 0.416 10.8% 0.086 2.2% 95% False False 24,465
40 4.068 3.469 0.599 15.5% 0.082 2.1% 66% False False 20,855
60 4.070 3.469 0.601 15.5% 0.081 2.1% 66% False False 18,225
80 4.070 3.469 0.601 15.5% 0.079 2.0% 66% False False 15,889
100 4.085 3.469 0.616 15.9% 0.078 2.0% 64% False False 14,297
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 0.024
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.276
2.618 4.124
1.618 4.031
1.000 3.974
0.618 3.938
HIGH 3.881
0.618 3.845
0.500 3.835
0.382 3.824
LOW 3.788
0.618 3.731
1.000 3.695
1.618 3.638
2.618 3.545
4.250 3.393
Fisher Pivots for day following 26-Nov-2013
Pivot 1 day 3 day
R1 3.855 3.844
PP 3.845 3.824
S1 3.835 3.803

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

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