NYMEX Natural Gas Future February 2014


Trading Metrics calculated at close of trading on 30-Sep-2013
Day Change Summary
Previous Current
27-Sep-2013 30-Sep-2013 Change Change % Previous Week
Open 3.859 3.857 -0.002 -0.1% 4.012
High 3.891 3.857 -0.034 -0.9% 4.013
Low 3.815 3.805 -0.010 -0.3% 3.734
Close 3.878 3.837 -0.041 -1.1% 3.878
Range 0.076 0.052 -0.024 -31.6% 0.279
ATR 0.083 0.083 -0.001 -0.9% 0.000
Volume 19,998 10,756 -9,242 -46.2% 49,957
Daily Pivots for day following 30-Sep-2013
Classic Woodie Camarilla DeMark
R4 3.989 3.965 3.866
R3 3.937 3.913 3.851
R2 3.885 3.885 3.847
R1 3.861 3.861 3.842 3.847
PP 3.833 3.833 3.833 3.826
S1 3.809 3.809 3.832 3.795
S2 3.781 3.781 3.827
S3 3.729 3.757 3.823
S4 3.677 3.705 3.808
Weekly Pivots for week ending 27-Sep-2013
Classic Woodie Camarilla DeMark
R4 4.712 4.574 4.031
R3 4.433 4.295 3.955
R2 4.154 4.154 3.929
R1 4.016 4.016 3.904 3.946
PP 3.875 3.875 3.875 3.840
S1 3.737 3.737 3.852 3.667
S2 3.596 3.596 3.827
S3 3.317 3.458 3.801
S4 3.038 3.179 3.725
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.951 3.734 0.217 5.7% 0.088 2.3% 47% False False 10,840
10 4.120 3.734 0.386 10.1% 0.077 2.0% 27% False False 10,179
20 4.120 3.734 0.386 10.1% 0.078 2.0% 27% False False 8,416
40 4.120 3.570 0.550 14.3% 0.075 1.9% 49% False False 6,323
60 4.130 3.570 0.560 14.6% 0.074 1.9% 48% False False 5,355
80 4.282 3.570 0.712 18.6% 0.073 1.9% 38% False False 4,776
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 0.018
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.078
2.618 3.993
1.618 3.941
1.000 3.909
0.618 3.889
HIGH 3.857
0.618 3.837
0.500 3.831
0.382 3.825
LOW 3.805
0.618 3.773
1.000 3.753
1.618 3.721
2.618 3.669
4.250 3.584
Fisher Pivots for day following 30-Sep-2013
Pivot 1 day 3 day
R1 3.835 3.829
PP 3.833 3.821
S1 3.831 3.813

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

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