NYMEX Natural Gas Future January 2014


Trading Metrics calculated at close of trading on 24-Sep-2013
Day Change Summary
Previous Current
23-Sep-2013 24-Sep-2013 Change Change % Previous Week
Open 4.010 3.927 -0.083 -2.1% 4.005
High 4.012 3.953 -0.059 -1.5% 4.125
Low 3.933 3.827 -0.106 -2.7% 3.935
Close 3.941 3.831 -0.110 -2.8% 4.024
Range 0.079 0.126 0.047 59.5% 0.190
ATR 0.085 0.088 0.003 3.4% 0.000
Volume 21,135 22,915 1,780 8.4% 188,419
Daily Pivots for day following 24-Sep-2013
Classic Woodie Camarilla DeMark
R4 4.248 4.166 3.900
R3 4.122 4.040 3.866
R2 3.996 3.996 3.854
R1 3.914 3.914 3.843 3.892
PP 3.870 3.870 3.870 3.860
S1 3.788 3.788 3.819 3.766
S2 3.744 3.744 3.808
S3 3.618 3.662 3.796
S4 3.492 3.536 3.762
Weekly Pivots for week ending 20-Sep-2013
Classic Woodie Camarilla DeMark
R4 4.598 4.501 4.129
R3 4.408 4.311 4.076
R2 4.218 4.218 4.059
R1 4.121 4.121 4.041 4.170
PP 4.028 4.028 4.028 4.052
S1 3.931 3.931 4.007 3.980
S2 3.838 3.838 3.989
S3 3.648 3.741 3.972
S4 3.458 3.551 3.920
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.125 3.827 0.298 7.8% 0.090 2.3% 1% False True 34,801
10 4.125 3.827 0.298 7.8% 0.089 2.3% 1% False True 32,403
20 4.125 3.827 0.298 7.8% 0.087 2.3% 1% False True 29,484
40 4.125 3.565 0.560 14.6% 0.080 2.1% 48% False False 27,592
60 4.137 3.565 0.572 14.9% 0.085 2.2% 47% False False 24,325
80 4.360 3.565 0.795 20.8% 0.085 2.2% 33% False False 22,983
100 4.665 3.565 1.100 28.7% 0.087 2.3% 24% False False 21,947
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.021
Widest range in 32 trading days
Fibonacci Retracements and Extensions
4.250 4.489
2.618 4.283
1.618 4.157
1.000 4.079
0.618 4.031
HIGH 3.953
0.618 3.905
0.500 3.890
0.382 3.875
LOW 3.827
0.618 3.749
1.000 3.701
1.618 3.623
2.618 3.497
4.250 3.292
Fisher Pivots for day following 24-Sep-2013
Pivot 1 day 3 day
R1 3.890 3.936
PP 3.870 3.901
S1 3.851 3.866

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

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