NYMEX Natural Gas Future January 2014


Trading Metrics calculated at close of trading on 26-Aug-2013
Day Change Summary
Previous Current
23-Aug-2013 26-Aug-2013 Change Change % Previous Week
Open 3.957 3.932 -0.025 -0.6% 3.807
High 3.957 3.950 -0.007 -0.2% 3.959
Low 3.892 3.893 0.001 0.0% 3.807
Close 3.899 3.920 0.021 0.5% 3.899
Range 0.065 0.057 -0.008 -12.3% 0.152
ATR 0.083 0.081 -0.002 -2.3% 0.000
Volume 32,883 13,736 -19,147 -58.2% 118,391
Daily Pivots for day following 26-Aug-2013
Classic Woodie Camarilla DeMark
R4 4.092 4.063 3.951
R3 4.035 4.006 3.936
R2 3.978 3.978 3.930
R1 3.949 3.949 3.925 3.935
PP 3.921 3.921 3.921 3.914
S1 3.892 3.892 3.915 3.878
S2 3.864 3.864 3.910
S3 3.807 3.835 3.904
S4 3.750 3.778 3.889
Weekly Pivots for week ending 23-Aug-2013
Classic Woodie Camarilla DeMark
R4 4.344 4.274 3.983
R3 4.192 4.122 3.941
R2 4.040 4.040 3.927
R1 3.970 3.970 3.913 4.005
PP 3.888 3.888 3.888 3.906
S1 3.818 3.818 3.885 3.853
S2 3.736 3.736 3.871
S3 3.584 3.666 3.857
S4 3.432 3.514 3.815
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.959 3.849 0.110 2.8% 0.059 1.5% 65% False False 22,951
10 3.959 3.702 0.257 6.6% 0.069 1.8% 85% False False 24,582
20 3.959 3.565 0.394 10.1% 0.074 1.9% 90% False False 25,700
40 4.137 3.565 0.572 14.6% 0.084 2.2% 62% False False 21,745
60 4.360 3.565 0.795 20.3% 0.085 2.2% 45% False False 20,815
80 4.665 3.565 1.100 28.1% 0.087 2.2% 32% False False 20,062
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.010
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.192
2.618 4.099
1.618 4.042
1.000 4.007
0.618 3.985
HIGH 3.950
0.618 3.928
0.500 3.922
0.382 3.915
LOW 3.893
0.618 3.858
1.000 3.836
1.618 3.801
2.618 3.744
4.250 3.651
Fisher Pivots for day following 26-Aug-2013
Pivot 1 day 3 day
R1 3.922 3.926
PP 3.921 3.924
S1 3.921 3.922

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

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