NYMEX Natural Gas Future March 2014


Trading Metrics calculated at close of trading on 27-Sep-2013
Day Change Summary
Previous Current
26-Sep-2013 27-Sep-2013 Change Change % Previous Week
Open 3.791 3.834 0.043 1.1% 3.973
High 3.851 3.865 0.014 0.4% 3.973
Low 3.720 3.790 0.070 1.9% 3.720
Close 3.834 3.852 0.018 0.5% 3.852
Range 0.131 0.075 -0.056 -42.7% 0.253
ATR 0.083 0.082 -0.001 -0.7% 0.000
Volume 10,310 20,580 10,270 99.6% 64,112
Daily Pivots for day following 27-Sep-2013
Classic Woodie Camarilla DeMark
R4 4.061 4.031 3.893
R3 3.986 3.956 3.873
R2 3.911 3.911 3.866
R1 3.881 3.881 3.859 3.896
PP 3.836 3.836 3.836 3.843
S1 3.806 3.806 3.845 3.821
S2 3.761 3.761 3.838
S3 3.686 3.731 3.831
S4 3.611 3.656 3.811
Weekly Pivots for week ending 27-Sep-2013
Classic Woodie Camarilla DeMark
R4 4.607 4.483 3.991
R3 4.354 4.230 3.922
R2 4.101 4.101 3.898
R1 3.977 3.977 3.875 3.913
PP 3.848 3.848 3.848 3.816
S1 3.724 3.724 3.829 3.660
S2 3.595 3.595 3.806
S3 3.342 3.471 3.782
S4 3.089 3.218 3.713
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.973 3.720 0.253 6.6% 0.089 2.3% 52% False False 12,822
10 4.070 3.720 0.350 9.1% 0.080 2.1% 38% False False 15,382
20 4.070 3.720 0.350 9.1% 0.077 2.0% 38% False False 13,192
40 4.070 3.540 0.530 13.8% 0.075 2.0% 59% False False 10,777
60 4.085 3.540 0.545 14.1% 0.076 2.0% 57% False False 9,749
Crabel Price Patterns
NR True
NR4 False
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 0.024
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.184
2.618 4.061
1.618 3.986
1.000 3.940
0.618 3.911
HIGH 3.865
0.618 3.836
0.500 3.828
0.382 3.819
LOW 3.790
0.618 3.744
1.000 3.715
1.618 3.669
2.618 3.594
4.250 3.471
Fisher Pivots for day following 27-Sep-2013
Pivot 1 day 3 day
R1 3.844 3.832
PP 3.836 3.812
S1 3.828 3.793

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

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