NYMEX Natural Gas Future January 2014


Trading Metrics calculated at close of trading on 20-Aug-2013
Day Change Summary
Previous Current
19-Aug-2013 20-Aug-2013 Change Change % Previous Week
Open 3.807 3.892 0.085 2.2% 3.687
High 3.905 3.903 -0.002 -0.1% 3.840
Low 3.807 3.853 0.046 1.2% 3.679
Close 3.876 3.869 -0.007 -0.2% 3.788
Range 0.098 0.050 -0.048 -49.0% 0.161
ATR 0.090 0.087 -0.003 -3.2% 0.000
Volume 17,371 27,067 9,696 55.8% 141,686
Daily Pivots for day following 20-Aug-2013
Classic Woodie Camarilla DeMark
R4 4.025 3.997 3.897
R3 3.975 3.947 3.883
R2 3.925 3.925 3.878
R1 3.897 3.897 3.874 3.886
PP 3.875 3.875 3.875 3.870
S1 3.847 3.847 3.864 3.836
S2 3.825 3.825 3.860
S3 3.775 3.797 3.855
S4 3.725 3.747 3.842
Weekly Pivots for week ending 16-Aug-2013
Classic Woodie Camarilla DeMark
R4 4.252 4.181 3.877
R3 4.091 4.020 3.832
R2 3.930 3.930 3.818
R1 3.859 3.859 3.803 3.895
PP 3.769 3.769 3.769 3.787
S1 3.698 3.698 3.773 3.734
S2 3.608 3.608 3.758
S3 3.447 3.537 3.744
S4 3.286 3.376 3.699
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.905 3.711 0.194 5.0% 0.079 2.0% 81% False False 25,860
10 3.905 3.565 0.340 8.8% 0.087 2.3% 89% False False 28,850
20 4.094 3.565 0.529 13.7% 0.078 2.0% 57% False False 24,540
40 4.137 3.565 0.572 14.8% 0.089 2.3% 53% False False 21,747
60 4.665 3.565 1.100 28.4% 0.089 2.3% 28% False False 20,448
80 4.825 3.565 1.260 32.6% 0.092 2.4% 24% False False 20,033
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.019
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.116
2.618 4.034
1.618 3.984
1.000 3.953
0.618 3.934
HIGH 3.903
0.618 3.884
0.500 3.878
0.382 3.872
LOW 3.853
0.618 3.822
1.000 3.803
1.618 3.772
2.618 3.722
4.250 3.641
Fisher Pivots for day following 20-Aug-2013
Pivot 1 day 3 day
R1 3.878 3.861
PP 3.875 3.852
S1 3.872 3.844

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

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