NYMEX Natural Gas Future March 2014


Trading Metrics calculated at close of trading on 12-Sep-2013
Day Change Summary
Previous Current
11-Sep-2013 12-Sep-2013 Change Change % Previous Week
Open 3.885 3.824 -0.061 -1.6% 3.959
High 3.890 3.921 0.031 0.8% 3.988
Low 3.814 3.824 0.010 0.3% 3.819
Close 3.848 3.905 0.057 1.5% 3.832
Range 0.076 0.097 0.021 27.6% 0.169
ATR 0.079 0.080 0.001 1.7% 0.000
Volume 8,838 12,280 3,442 38.9% 48,845
Daily Pivots for day following 12-Sep-2013
Classic Woodie Camarilla DeMark
R4 4.174 4.137 3.958
R3 4.077 4.040 3.932
R2 3.980 3.980 3.923
R1 3.943 3.943 3.914 3.962
PP 3.883 3.883 3.883 3.893
S1 3.846 3.846 3.896 3.865
S2 3.786 3.786 3.887
S3 3.689 3.749 3.878
S4 3.592 3.652 3.852
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 3.921 3.814 0.107 2.7% 0.079 2.0% 85% True False 9,793
10 3.988 3.814 0.174 4.5% 0.079 2.0% 52% False False 10,537
20 3.988 3.689 0.299 7.7% 0.074 1.9% 72% False False 8,878
40 4.085 3.540 0.545 14.0% 0.074 1.9% 67% False False 8,854
60 4.232 3.540 0.692 17.7% 0.076 1.9% 53% False False 8,240
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.019
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.333
2.618 4.175
1.618 4.078
1.000 4.018
0.618 3.981
HIGH 3.921
0.618 3.884
0.500 3.873
0.382 3.861
LOW 3.824
0.618 3.764
1.000 3.727
1.618 3.667
2.618 3.570
4.250 3.412
Fisher Pivots for day following 12-Sep-2013
Pivot 1 day 3 day
R1 3.894 3.893
PP 3.883 3.880
S1 3.873 3.868

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

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