NYMEX Natural Gas Future March 2014


Trading Metrics calculated at close of trading on 24-Sep-2013
Day Change Summary
Previous Current
23-Sep-2013 24-Sep-2013 Change Change % Previous Week
Open 3.973 3.899 -0.074 -1.9% 3.967
High 3.973 3.918 -0.055 -1.4% 4.070
Low 3.902 3.801 -0.101 -2.6% 3.909
Close 3.909 3.806 -0.103 -2.6% 3.986
Range 0.071 0.117 0.046 64.8% 0.161
ATR 0.078 0.081 0.003 3.6% 0.000
Volume 9,334 10,952 1,618 17.3% 89,716
Daily Pivots for day following 24-Sep-2013
Classic Woodie Camarilla DeMark
R4 4.193 4.116 3.870
R3 4.076 3.999 3.838
R2 3.959 3.959 3.827
R1 3.882 3.882 3.817 3.862
PP 3.842 3.842 3.842 3.832
S1 3.765 3.765 3.795 3.745
S2 3.725 3.725 3.785
S3 3.608 3.648 3.774
S4 3.491 3.531 3.742
Weekly Pivots for week ending 20-Sep-2013
Classic Woodie Camarilla DeMark
R4 4.471 4.390 4.075
R3 4.310 4.229 4.030
R2 4.149 4.149 4.016
R1 4.068 4.068 4.001 4.109
PP 3.988 3.988 3.988 4.009
S1 3.907 3.907 3.971 3.948
S2 3.827 3.827 3.956
S3 3.666 3.746 3.942
S4 3.505 3.585 3.897
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.070 3.801 0.269 7.1% 0.080 2.1% 2% False True 15,374
10 4.070 3.801 0.269 7.1% 0.079 2.1% 2% False True 14,401
20 4.070 3.801 0.269 7.1% 0.079 2.1% 2% False True 12,132
40 4.070 3.540 0.530 13.9% 0.073 1.9% 50% False False 10,154
60 4.085 3.540 0.545 14.3% 0.075 2.0% 49% False False 9,394
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.017
Widest range in 32 trading days
Fibonacci Retracements and Extensions
4.250 4.415
2.618 4.224
1.618 4.107
1.000 4.035
0.618 3.990
HIGH 3.918
0.618 3.873
0.500 3.860
0.382 3.846
LOW 3.801
0.618 3.729
1.000 3.684
1.618 3.612
2.618 3.495
4.250 3.304
Fisher Pivots for day following 24-Sep-2013
Pivot 1 day 3 day
R1 3.860 3.898
PP 3.842 3.867
S1 3.824 3.837

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

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