NYMEX Natural Gas Future January 2014

Trading Metrics calculated at close of trading on 02-Aug-2013

Day Change Summary
	Previous	Current
	01-Aug-2013	02-Aug-2013	Change	Change %	Previous Week
Open	3.836	3.782	-0.054	-1.4%	3.887
High	3.851	3.808	-0.043	-1.1%	3.887
Low	3.757	3.747	-0.010	-0.3%	3.747
Close	3.798	3.758	-0.040	-1.1%	3.758
Range	0.094	0.061	-0.033	-35.1%	0.140
ATR	0.094	0.092	-0.002	-2.5%	0.000
Volume	14,322	27,727	13,405	93.6%	114,767

Daily Pivots for day following 02-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	3.954	3.917	3.792
R3	3.893	3.856	3.775
R2	3.832	3.832	3.769
R1	3.795	3.795	3.764	3.783
PP	3.771	3.771	3.771	3.765
S1	3.734	3.734	3.752	3.722
S2	3.710	3.710	3.747
S3	3.649	3.673	3.741
S4	3.588	3.612	3.724

Weekly Pivots for week ending 02-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	4.217	4.128	3.835
R3	4.077	3.988	3.797
R2	3.937	3.937	3.784
R1	3.848	3.848	3.771	3.823
PP	3.797	3.797	3.797	3.785
S1	3.708	3.708	3.745	3.683
S2	3.657	3.657	3.732
S3	3.517	3.568	3.720
S4	3.377	3.428	3.681

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.887	3.747	0.140	3.7%	0.071	1.9%	8%	False	True	22,953
10	4.094	3.747	0.347	9.2%	0.078	2.1%	3%	False	True	19,565
20	4.137	3.747	0.390	10.4%	0.091	2.4%	3%	False	True	18,981
40	4.295	3.747	0.548	14.6%	0.089	2.4%	2%	False	True	19,590
60	4.665	3.747	0.918	24.4%	0.091	2.4%	1%	False	True	18,314

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.019
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.067
2.618	3.968
1.618	3.907
1.000	3.869
0.618	3.846
HIGH	3.808
0.618	3.785
0.500	3.778
0.382	3.770
LOW	3.747
0.618	3.709
1.000	3.686
1.618	3.648
2.618	3.587
4.250	3.488

Fisher Pivots for day following 02-Aug-2013
Pivot	1 day	3 day
R1	3.778	3.799
PP	3.771	3.785
S1	3.765	3.772

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols