NYMEX Natural Gas Future March 2014


Trading Metrics calculated at close of trading on 26-Sep-2013
Day Change Summary
Previous Current
25-Sep-2013 26-Sep-2013 Change Change % Previous Week
Open 3.837 3.791 -0.046 -1.2% 3.967
High 3.840 3.851 0.011 0.3% 4.070
Low 3.788 3.720 -0.068 -1.8% 3.909
Close 3.793 3.834 0.041 1.1% 3.986
Range 0.052 0.131 0.079 151.9% 0.161
ATR 0.079 0.083 0.004 4.7% 0.000
Volume 12,936 10,310 -2,626 -20.3% 89,716
Daily Pivots for day following 26-Sep-2013
Classic Woodie Camarilla DeMark
R4 4.195 4.145 3.906
R3 4.064 4.014 3.870
R2 3.933 3.933 3.858
R1 3.883 3.883 3.846 3.908
PP 3.802 3.802 3.802 3.814
S1 3.752 3.752 3.822 3.777
S2 3.671 3.671 3.810
S3 3.540 3.621 3.798
S4 3.409 3.490 3.762
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 3.994 3.720 0.274 7.1% 0.082 2.1% 42% False True 13,063
10 4.070 3.720 0.350 9.1% 0.080 2.1% 33% False True 14,614
20 4.070 3.720 0.350 9.1% 0.079 2.1% 33% False True 12,576
40 4.070 3.540 0.530 13.8% 0.076 2.0% 55% False False 10,372
60 4.085 3.540 0.545 14.2% 0.076 2.0% 54% False False 9,528
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.023
Widest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 4.408
2.618 4.194
1.618 4.063
1.000 3.982
0.618 3.932
HIGH 3.851
0.618 3.801
0.500 3.786
0.382 3.770
LOW 3.720
0.618 3.639
1.000 3.589
1.618 3.508
2.618 3.377
4.250 3.163
Fisher Pivots for day following 26-Sep-2013
Pivot 1 day 3 day
R1 3.818 3.829
PP 3.802 3.824
S1 3.786 3.819

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

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