NYMEX Natural Gas Future January 2014


Trading Metrics calculated at close of trading on 30-Aug-2013
Day Change Summary
Previous Current
29-Aug-2013 30-Aug-2013 Change Change % Previous Week
Open 3.943 3.980 0.037 0.9% 3.932
High 3.990 3.985 -0.005 -0.1% 3.990
Low 3.865 3.915 0.050 1.3% 3.856
Close 3.958 3.926 -0.032 -0.8% 3.926
Range 0.125 0.070 -0.055 -44.0% 0.134
ATR 0.087 0.086 -0.001 -1.4% 0.000
Volume 19,400 36,683 17,283 89.1% 98,276
Daily Pivots for day following 30-Aug-2013
Classic Woodie Camarilla DeMark
R4 4.152 4.109 3.965
R3 4.082 4.039 3.945
R2 4.012 4.012 3.939
R1 3.969 3.969 3.932 3.956
PP 3.942 3.942 3.942 3.935
S1 3.899 3.899 3.920 3.886
S2 3.872 3.872 3.913
S3 3.802 3.829 3.907
S4 3.732 3.759 3.888
Weekly Pivots for week ending 30-Aug-2013
Classic Woodie Camarilla DeMark
R4 4.326 4.260 4.000
R3 4.192 4.126 3.963
R2 4.058 4.058 3.951
R1 3.992 3.992 3.938 3.958
PP 3.924 3.924 3.924 3.907
S1 3.858 3.858 3.914 3.824
S2 3.790 3.790 3.901
S3 3.656 3.724 3.889
S4 3.522 3.590 3.852
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.990 3.856 0.134 3.4% 0.090 2.3% 52% False False 19,655
10 3.990 3.807 0.183 4.7% 0.079 2.0% 65% False False 21,666
20 3.990 3.565 0.425 10.8% 0.080 2.0% 85% False False 25,141
40 4.137 3.565 0.572 14.6% 0.086 2.2% 63% False False 22,061
60 4.295 3.565 0.730 18.6% 0.086 2.2% 49% False False 21,440
80 4.665 3.565 1.100 28.0% 0.088 2.2% 33% False False 20,021
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 False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.017
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.283
2.618 4.168
1.618 4.098
1.000 4.055
0.618 4.028
HIGH 3.985
0.618 3.958
0.500 3.950
0.382 3.942
LOW 3.915
0.618 3.872
1.000 3.845
1.618 3.802
2.618 3.732
4.250 3.618
Fisher Pivots for day following 30-Aug-2013
Pivot 1 day 3 day
R1 3.950 3.928
PP 3.942 3.927
S1 3.934 3.927

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

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