NYMEX Natural Gas Future January 2014


Trading Metrics calculated at close of trading on 03-Sep-2013
Day Change Summary
Previous Current
30-Aug-2013 03-Sep-2013 Change Change % Previous Week
Open 3.980 3.975 -0.005 -0.1% 3.932
High 3.985 4.025 0.040 1.0% 3.990
Low 3.915 3.963 0.048 1.2% 3.856
Close 3.926 3.985 0.059 1.5% 3.926
Range 0.070 0.062 -0.008 -11.4% 0.134
ATR 0.086 0.087 0.001 1.1% 0.000
Volume 36,683 36,683 0 0.0% 98,276
Daily Pivots for day following 03-Sep-2013
Classic Woodie Camarilla DeMark
R4 4.177 4.143 4.019
R3 4.115 4.081 4.002
R2 4.053 4.053 3.996
R1 4.019 4.019 3.991 4.036
PP 3.991 3.991 3.991 4.000
S1 3.957 3.957 3.979 3.974
S2 3.929 3.929 3.974
S3 3.867 3.895 3.968
S4 3.805 3.833 3.951
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 4.025 3.856 0.169 4.2% 0.091 2.3% 76% True False 24,244
10 4.025 3.849 0.176 4.4% 0.075 1.9% 77% True False 23,597
20 4.025 3.565 0.460 11.5% 0.081 2.0% 91% True False 25,975
40 4.137 3.565 0.572 14.4% 0.084 2.1% 73% False False 22,657
60 4.295 3.565 0.730 18.3% 0.086 2.2% 58% False False 21,472
80 4.665 3.565 1.100 27.6% 0.088 2.2% 38% False False 20,281
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 4.289
2.618 4.187
1.618 4.125
1.000 4.087
0.618 4.063
HIGH 4.025
0.618 4.001
0.500 3.994
0.382 3.987
LOW 3.963
0.618 3.925
1.000 3.901
1.618 3.863
2.618 3.801
4.250 3.700
Fisher Pivots for day following 03-Sep-2013
Pivot 1 day 3 day
R1 3.994 3.972
PP 3.991 3.958
S1 3.988 3.945

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

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