NYMEX Natural Gas Future March 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 3.830 3.864 0.034 0.9% 3.959
High 3.899 3.902 0.003 0.1% 3.988
Low 3.825 3.833 0.008 0.2% 3.819
Close 3.885 3.876 -0.009 -0.2% 3.832
Range 0.074 0.069 -0.005 -6.8% 0.169
ATR 0.080 0.079 -0.001 -1.0% 0.000
Volume 6,674 6,944 270 4.0% 48,845
Daily Pivots for day following 10-Sep-2013
Classic Woodie Camarilla DeMark
R4 4.077 4.046 3.914
R3 4.008 3.977 3.895
R2 3.939 3.939 3.889
R1 3.908 3.908 3.882 3.924
PP 3.870 3.870 3.870 3.878
S1 3.839 3.839 3.870 3.855
S2 3.801 3.801 3.863
S3 3.732 3.770 3.857
S4 3.663 3.701 3.838
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 3.980 3.819 0.161 4.2% 0.077 2.0% 35% False False 9,783
10 3.988 3.819 0.169 4.4% 0.079 2.0% 34% False False 9,862
20 3.988 3.670 0.318 8.2% 0.071 1.8% 65% False False 9,015
40 4.085 3.540 0.545 14.1% 0.073 1.9% 62% False False 8,636
60 4.232 3.540 0.692 17.9% 0.075 1.9% 49% False False 8,141
Crabel Price Patterns
NR True
NR4 True
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 0.021
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.195
2.618 4.083
1.618 4.014
1.000 3.971
0.618 3.945
HIGH 3.902
0.618 3.876
0.500 3.868
0.382 3.859
LOW 3.833
0.618 3.790
1.000 3.764
1.618 3.721
2.618 3.652
4.250 3.540
Fisher Pivots for day following 10-Sep-2013
Pivot 1 day 3 day
R1 3.873 3.871
PP 3.870 3.866
S1 3.868 3.861

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

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