NYMEX Natural Gas Future March 2014


Trading Metrics calculated at close of trading on 09-Sep-2013
Day Change Summary
Previous Current
06-Sep-2013 09-Sep-2013 Change Change % Previous Week
Open 3.880 3.830 -0.050 -1.3% 3.959
High 3.897 3.899 0.002 0.1% 3.988
Low 3.819 3.825 0.006 0.2% 3.819
Close 3.832 3.885 0.053 1.4% 3.832
Range 0.078 0.074 -0.004 -5.1% 0.169
ATR 0.080 0.080 0.000 -0.5% 0.000
Volume 14,232 6,674 -7,558 -53.1% 48,845
Daily Pivots for day following 09-Sep-2013
Classic Woodie Camarilla DeMark
R4 4.092 4.062 3.926
R3 4.018 3.988 3.905
R2 3.944 3.944 3.899
R1 3.914 3.914 3.892 3.929
PP 3.870 3.870 3.870 3.877
S1 3.840 3.840 3.878 3.855
S2 3.796 3.796 3.871
S3 3.722 3.766 3.865
S4 3.648 3.692 3.844
Weekly Pivots for week ending 06-Sep-2013
Classic Woodie Camarilla DeMark
R4 4.387 4.278 3.925
R3 4.218 4.109 3.878
R2 4.049 4.049 3.863
R1 3.940 3.940 3.847 3.910
PP 3.880 3.880 3.880 3.865
S1 3.771 3.771 3.817 3.741
S2 3.711 3.711 3.801
S3 3.542 3.602 3.786
S4 3.373 3.433 3.739
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.988 3.819 0.169 4.4% 0.076 2.0% 39% False False 11,103
10 3.988 3.819 0.169 4.4% 0.078 2.0% 39% False False 9,686
20 3.988 3.663 0.325 8.4% 0.072 1.8% 68% False False 9,119
40 4.085 3.540 0.545 14.0% 0.074 1.9% 63% False False 8,563
60 4.232 3.540 0.692 17.8% 0.076 2.0% 50% False False 8,171
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 0.019
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.214
2.618 4.093
1.618 4.019
1.000 3.973
0.618 3.945
HIGH 3.899
0.618 3.871
0.500 3.862
0.382 3.853
LOW 3.825
0.618 3.779
1.000 3.751
1.618 3.705
2.618 3.631
4.250 3.511
Fisher Pivots for day following 09-Sep-2013
Pivot 1 day 3 day
R1 3.877 3.900
PP 3.870 3.895
S1 3.862 3.890

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

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