NYMEX Natural Gas Future January 2014


Trading Metrics calculated at close of trading on 27-Aug-2013
Day Change Summary
Previous Current
26-Aug-2013 27-Aug-2013 Change Change % Previous Week
Open 3.932 3.915 -0.017 -0.4% 3.807
High 3.950 3.944 -0.006 -0.2% 3.959
Low 3.893 3.856 -0.037 -1.0% 3.807
Close 3.920 3.936 0.016 0.4% 3.899
Range 0.057 0.088 0.031 54.4% 0.152
ATR 0.081 0.082 0.000 0.6% 0.000
Volume 13,736 11,653 -2,083 -15.2% 118,391
Daily Pivots for day following 27-Aug-2013
Classic Woodie Camarilla DeMark
R4 4.176 4.144 3.984
R3 4.088 4.056 3.960
R2 4.000 4.000 3.952
R1 3.968 3.968 3.944 3.984
PP 3.912 3.912 3.912 3.920
S1 3.880 3.880 3.928 3.896
S2 3.824 3.824 3.920
S3 3.736 3.792 3.912
S4 3.648 3.704 3.888
Weekly Pivots for week ending 23-Aug-2013
Classic Woodie Camarilla DeMark
R4 4.344 4.274 3.983
R3 4.192 4.122 3.941
R2 4.040 4.040 3.927
R1 3.970 3.970 3.913 4.005
PP 3.888 3.888 3.888 3.906
S1 3.818 3.818 3.885 3.853
S2 3.736 3.736 3.871
S3 3.584 3.666 3.857
S4 3.432 3.514 3.815
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.959 3.849 0.110 2.8% 0.067 1.7% 79% False False 19,868
10 3.959 3.711 0.248 6.3% 0.073 1.8% 91% False False 22,864
20 3.959 3.565 0.394 10.0% 0.075 1.9% 94% False False 24,642
40 4.137 3.565 0.572 14.5% 0.085 2.2% 65% False False 21,562
60 4.350 3.565 0.785 19.9% 0.085 2.2% 47% False False 20,816
80 4.665 3.565 1.100 27.9% 0.087 2.2% 34% False False 19,742
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.011
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4.318
2.618 4.174
1.618 4.086
1.000 4.032
0.618 3.998
HIGH 3.944
0.618 3.910
0.500 3.900
0.382 3.890
LOW 3.856
0.618 3.802
1.000 3.768
1.618 3.714
2.618 3.626
4.250 3.482
Fisher Pivots for day following 27-Aug-2013
Pivot 1 day 3 day
R1 3.924 3.926
PP 3.912 3.916
S1 3.900 3.907

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

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