NYMEX Natural Gas Future January 2014


Trading Metrics calculated at close of trading on 04-Sep-2013
Day Change Summary
Previous Current
03-Sep-2013 04-Sep-2013 Change Change % Previous Week
Open 3.975 3.995 0.020 0.5% 3.932
High 4.025 4.010 -0.015 -0.4% 3.990
Low 3.963 3.958 -0.005 -0.1% 3.856
Close 3.985 3.994 0.009 0.2% 3.926
Range 0.062 0.052 -0.010 -16.1% 0.134
ATR 0.087 0.084 -0.002 -2.9% 0.000
Volume 36,683 34,022 -2,661 -7.3% 98,276
Daily Pivots for day following 04-Sep-2013
Classic Woodie Camarilla DeMark
R4 4.143 4.121 4.023
R3 4.091 4.069 4.008
R2 4.039 4.039 4.004
R1 4.017 4.017 3.999 4.002
PP 3.987 3.987 3.987 3.980
S1 3.965 3.965 3.989 3.950
S2 3.935 3.935 3.984
S3 3.883 3.913 3.980
S4 3.831 3.861 3.965
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 3.865 0.160 4.0% 0.084 2.1% 81% False False 28,718
10 4.025 3.849 0.176 4.4% 0.075 1.9% 82% False False 24,293
20 4.025 3.565 0.460 11.5% 0.081 2.0% 93% False False 26,572
40 4.137 3.565 0.572 14.3% 0.083 2.1% 75% False False 23,056
60 4.295 3.565 0.730 18.3% 0.086 2.2% 59% False False 21,772
80 4.665 3.565 1.100 27.5% 0.087 2.2% 39% False False 20,449
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 10 trading days
Fibonacci Retracements and Extensions
4.250 4.231
2.618 4.146
1.618 4.094
1.000 4.062
0.618 4.042
HIGH 4.010
0.618 3.990
0.500 3.984
0.382 3.978
LOW 3.958
0.618 3.926
1.000 3.906
1.618 3.874
2.618 3.822
4.250 3.737
Fisher Pivots for day following 04-Sep-2013
Pivot 1 day 3 day
R1 3.991 3.986
PP 3.987 3.978
S1 3.984 3.970

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

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