NYMEX Natural Gas Future May 2014


Trading Metrics calculated at close of trading on 28-Oct-2013
Day Change Summary
Previous Current
25-Oct-2013 28-Oct-2013 Change Change % Previous Week
Open 3.808 3.780 -0.028 -0.7% 3.965
High 3.860 3.782 -0.078 -2.0% 3.970
Low 3.808 3.720 -0.088 -2.3% 3.735
Close 3.849 3.728 -0.121 -3.1% 3.849
Range 0.052 0.062 0.010 19.2% 0.235
ATR 0.067 0.072 0.004 6.6% 0.000
Volume 1,853 1,818 -35 -1.9% 11,831
Daily Pivots for day following 28-Oct-2013
Classic Woodie Camarilla DeMark
R4 3.929 3.891 3.762
R3 3.867 3.829 3.745
R2 3.805 3.805 3.739
R1 3.767 3.767 3.734 3.755
PP 3.743 3.743 3.743 3.738
S1 3.705 3.705 3.722 3.693
S2 3.681 3.681 3.717
S3 3.619 3.643 3.711
S4 3.557 3.581 3.694
Weekly Pivots for week ending 25-Oct-2013
Classic Woodie Camarilla DeMark
R4 4.556 4.438 3.978
R3 4.321 4.203 3.914
R2 4.086 4.086 3.892
R1 3.968 3.968 3.871 3.910
PP 3.851 3.851 3.851 3.822
S1 3.733 3.733 3.827 3.675
S2 3.616 3.616 3.806
S3 3.381 3.498 3.784
S4 3.146 3.263 3.720
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.860 3.720 0.140 3.8% 0.058 1.6% 6% False True 2,357
10 4.010 3.720 0.290 7.8% 0.072 1.9% 3% False True 2,495
20 4.012 3.720 0.292 7.8% 0.059 1.6% 3% False True 2,531
40 4.012 3.718 0.294 7.9% 0.058 1.6% 3% False False 2,780
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 4.046
2.618 3.944
1.618 3.882
1.000 3.844
0.618 3.820
HIGH 3.782
0.618 3.758
0.500 3.751
0.382 3.744
LOW 3.720
0.618 3.682
1.000 3.658
1.618 3.620
2.618 3.558
4.250 3.457
Fisher Pivots for day following 28-Oct-2013
Pivot 1 day 3 day
R1 3.751 3.790
PP 3.743 3.769
S1 3.736 3.749

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

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