NYMEX Natural Gas Future March 2014


Trading Metrics calculated at close of trading on 17-Sep-2013
Day Change Summary
Previous Current
16-Sep-2013 17-Sep-2013 Change Change % Previous Week
Open 3.967 4.005 0.038 1.0% 3.830
High 4.007 4.024 0.017 0.4% 3.952
Low 3.909 3.980 0.071 1.8% 3.814
Close 3.994 4.003 0.009 0.2% 3.952
Range 0.098 0.044 -0.054 -55.1% 0.138
ATR 0.081 0.078 -0.003 -3.3% 0.000
Volume 13,673 19,459 5,786 42.3% 47,635
Daily Pivots for day following 17-Sep-2013
Classic Woodie Camarilla DeMark
R4 4.134 4.113 4.027
R3 4.090 4.069 4.015
R2 4.046 4.046 4.011
R1 4.025 4.025 4.007 4.014
PP 4.002 4.002 4.002 3.997
S1 3.981 3.981 3.999 3.970
S2 3.958 3.958 3.995
S3 3.914 3.937 3.991
S4 3.870 3.893 3.979
Weekly Pivots for week ending 13-Sep-2013
Classic Woodie Camarilla DeMark
R4 4.320 4.274 4.028
R3 4.182 4.136 3.990
R2 4.044 4.044 3.977
R1 3.998 3.998 3.965 4.021
PP 3.906 3.906 3.906 3.918
S1 3.860 3.860 3.939 3.883
S2 3.768 3.768 3.927
S3 3.630 3.722 3.914
S4 3.492 3.584 3.876
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.024 3.814 0.210 5.2% 0.078 1.9% 90% True False 13,429
10 4.024 3.814 0.210 5.2% 0.077 1.9% 90% True False 11,606
20 4.024 3.777 0.247 6.2% 0.074 1.8% 91% True False 10,105
40 4.050 3.540 0.510 12.7% 0.073 1.8% 91% False False 8,957
60 4.101 3.540 0.561 14.0% 0.075 1.9% 83% False False 8,732
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.020
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 4.211
2.618 4.139
1.618 4.095
1.000 4.068
0.618 4.051
HIGH 4.024
0.618 4.007
0.500 4.002
0.382 3.997
LOW 3.980
0.618 3.953
1.000 3.936
1.618 3.909
2.618 3.865
4.250 3.793
Fisher Pivots for day following 17-Sep-2013
Pivot 1 day 3 day
R1 4.003 3.986
PP 4.002 3.968
S1 4.002 3.951

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

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