NYMEX Natural Gas Future January 2014


Trading Metrics calculated at close of trading on 22-Aug-2013
Day Change Summary
Previous Current
21-Aug-2013 22-Aug-2013 Change Change % Previous Week
Open 3.853 3.903 0.050 1.3% 3.687
High 3.915 3.959 0.044 1.1% 3.840
Low 3.849 3.901 0.052 1.4% 3.679
Close 3.882 3.954 0.072 1.9% 3.788
Range 0.066 0.058 -0.008 -12.1% 0.161
ATR 0.085 0.085 -0.001 -0.7% 0.000
Volume 19,553 21,517 1,964 10.0% 141,686
Daily Pivots for day following 22-Aug-2013
Classic Woodie Camarilla DeMark
R4 4.112 4.091 3.986
R3 4.054 4.033 3.970
R2 3.996 3.996 3.965
R1 3.975 3.975 3.959 3.986
PP 3.938 3.938 3.938 3.943
S1 3.917 3.917 3.949 3.928
S2 3.880 3.880 3.943
S3 3.822 3.859 3.938
S4 3.764 3.801 3.922
Weekly Pivots for week ending 16-Aug-2013
Classic Woodie Camarilla DeMark
R4 4.252 4.181 3.877
R3 4.091 4.020 3.832
R2 3.930 3.930 3.818
R1 3.859 3.859 3.803 3.895
PP 3.769 3.769 3.769 3.787
S1 3.698 3.698 3.773 3.734
S2 3.608 3.608 3.758
S3 3.447 3.537 3.744
S4 3.286 3.376 3.699
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.959 3.782 0.177 4.5% 0.065 1.6% 97% True False 21,430
10 3.959 3.655 0.304 7.7% 0.074 1.9% 98% True False 27,289
20 3.964 3.565 0.399 10.1% 0.075 1.9% 97% False False 25,329
40 4.137 3.565 0.572 14.5% 0.088 2.2% 68% False False 21,822
60 4.507 3.565 0.942 23.8% 0.086 2.2% 41% False False 20,722
80 4.825 3.565 1.260 31.9% 0.091 2.3% 31% False False 20,059
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 0.010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.206
2.618 4.111
1.618 4.053
1.000 4.017
0.618 3.995
HIGH 3.959
0.618 3.937
0.500 3.930
0.382 3.923
LOW 3.901
0.618 3.865
1.000 3.843
1.618 3.807
2.618 3.749
4.250 3.655
Fisher Pivots for day following 22-Aug-2013
Pivot 1 day 3 day
R1 3.946 3.937
PP 3.938 3.921
S1 3.930 3.904

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

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