NYMEX Natural Gas Future March 2014


Trading Metrics calculated at close of trading on 01-Oct-2013
Day Change Summary
Previous Current
30-Sep-2013 01-Oct-2013 Change Change % Previous Week
Open 3.843 3.800 -0.043 -1.1% 3.973
High 3.843 3.875 0.032 0.8% 3.973
Low 3.783 3.798 0.015 0.4% 3.720
Close 3.810 3.842 0.032 0.8% 3.852
Range 0.060 0.077 0.017 28.3% 0.253
ATR 0.081 0.081 0.000 -0.4% 0.000
Volume 9,471 13,068 3,597 38.0% 64,112
Daily Pivots for day following 01-Oct-2013
Classic Woodie Camarilla DeMark
R4 4.069 4.033 3.884
R3 3.992 3.956 3.863
R2 3.915 3.915 3.856
R1 3.879 3.879 3.849 3.897
PP 3.838 3.838 3.838 3.848
S1 3.802 3.802 3.835 3.820
S2 3.761 3.761 3.828
S3 3.684 3.725 3.821
S4 3.607 3.648 3.800
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 3.875 3.720 0.155 4.0% 0.079 2.1% 79% True False 13,273
10 4.070 3.720 0.350 9.1% 0.079 2.1% 35% False False 14,323
20 4.070 3.720 0.350 9.1% 0.078 2.0% 35% False False 12,965
40 4.070 3.540 0.530 13.8% 0.076 2.0% 57% False False 10,924
60 4.085 3.540 0.545 14.2% 0.076 2.0% 55% False False 9,926
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.018
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.202
2.618 4.077
1.618 4.000
1.000 3.952
0.618 3.923
HIGH 3.875
0.618 3.846
0.500 3.837
0.382 3.827
LOW 3.798
0.618 3.750
1.000 3.721
1.618 3.673
2.618 3.596
4.250 3.471
Fisher Pivots for day following 01-Oct-2013
Pivot 1 day 3 day
R1 3.840 3.838
PP 3.838 3.833
S1 3.837 3.829

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

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