NYMEX Natural Gas Future February 2014


Trading Metrics calculated at close of trading on 10-Sep-2013
Day Change Summary
Previous Current
09-Sep-2013 10-Sep-2013 Change Change % Previous Week
Open 3.886 3.905 0.019 0.5% 4.007
High 3.930 3.938 0.008 0.2% 4.025
Low 3.881 3.868 -0.013 -0.3% 3.860
Close 3.922 3.909 -0.013 -0.3% 3.867
Range 0.049 0.070 0.021 42.9% 0.165
ATR 0.078 0.077 -0.001 -0.7% 0.000
Volume 3,710 5,103 1,393 37.5% 28,023
Daily Pivots for day following 10-Sep-2013
Classic Woodie Camarilla DeMark
R4 4.115 4.082 3.948
R3 4.045 4.012 3.928
R2 3.975 3.975 3.922
R1 3.942 3.942 3.915 3.959
PP 3.905 3.905 3.905 3.913
S1 3.872 3.872 3.903 3.889
S2 3.835 3.835 3.896
S3 3.765 3.802 3.890
S4 3.695 3.732 3.871
Weekly Pivots for week ending 06-Sep-2013
Classic Woodie Camarilla DeMark
R4 4.412 4.305 3.958
R3 4.247 4.140 3.912
R2 4.082 4.082 3.897
R1 3.975 3.975 3.882 3.946
PP 3.917 3.917 3.917 3.903
S1 3.810 3.810 3.852 3.781
S2 3.752 3.752 3.837
S3 3.587 3.645 3.822
S4 3.422 3.480 3.776
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.022 3.860 0.162 4.1% 0.070 1.8% 30% False False 5,577
10 4.025 3.860 0.165 4.2% 0.079 2.0% 30% False False 5,815
20 4.025 3.706 0.319 8.2% 0.069 1.8% 64% False False 5,013
40 4.130 3.570 0.560 14.3% 0.070 1.8% 61% False False 4,303
60 4.282 3.570 0.712 18.2% 0.071 1.8% 48% False False 3,815
80 4.593 3.570 1.023 26.2% 0.069 1.8% 33% False False 3,602
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.023
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.236
2.618 4.121
1.618 4.051
1.000 4.008
0.618 3.981
HIGH 3.938
0.618 3.911
0.500 3.903
0.382 3.895
LOW 3.868
0.618 3.825
1.000 3.798
1.618 3.755
2.618 3.685
4.250 3.571
Fisher Pivots for day following 10-Sep-2013
Pivot 1 day 3 day
R1 3.907 3.906
PP 3.905 3.902
S1 3.903 3.899

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

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