NYMEX Natural Gas Future February 2014


Trading Metrics calculated at close of trading on 18-Sep-2013
Day Change Summary
Previous Current
17-Sep-2013 18-Sep-2013 Change Change % Previous Week
Open 4.062 4.036 -0.026 -0.6% 3.886
High 4.072 4.050 -0.022 -0.5% 3.994
Low 4.031 3.996 -0.035 -0.9% 3.847
Close 4.050 4.033 -0.017 -0.4% 3.991
Range 0.041 0.054 0.013 31.7% 0.147
ATR 0.079 0.077 -0.002 -2.2% 0.000
Volume 10,941 10,530 -411 -3.8% 30,074
Daily Pivots for day following 18-Sep-2013
Classic Woodie Camarilla DeMark
R4 4.188 4.165 4.063
R3 4.134 4.111 4.048
R2 4.080 4.080 4.043
R1 4.057 4.057 4.038 4.042
PP 4.026 4.026 4.026 4.019
S1 4.003 4.003 4.028 3.988
S2 3.972 3.972 4.023
S3 3.918 3.949 4.018
S4 3.864 3.895 4.003
Weekly Pivots for week ending 13-Sep-2013
Classic Woodie Camarilla DeMark
R4 4.385 4.335 4.072
R3 4.238 4.188 4.031
R2 4.091 4.091 4.018
R1 4.041 4.041 4.004 4.066
PP 3.944 3.944 3.944 3.957
S1 3.894 3.894 3.978 3.919
S2 3.797 3.797 3.964
S3 3.650 3.747 3.951
S4 3.503 3.600 3.910
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.072 3.859 0.213 5.3% 0.078 1.9% 82% False False 9,024
10 4.072 3.847 0.225 5.6% 0.077 1.9% 83% False False 7,265
20 4.072 3.847 0.225 5.6% 0.073 1.8% 83% False False 6,108
40 4.083 3.570 0.513 12.7% 0.071 1.8% 90% False False 4,978
60 4.130 3.570 0.560 13.9% 0.073 1.8% 83% False False 4,497
80 4.537 3.570 0.967 24.0% 0.071 1.8% 48% False False 3,996
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.020
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.280
2.618 4.191
1.618 4.137
1.000 4.104
0.618 4.083
HIGH 4.050
0.618 4.029
0.500 4.023
0.382 4.017
LOW 3.996
0.618 3.963
1.000 3.942
1.618 3.909
2.618 3.855
4.250 3.767
Fisher Pivots for day following 18-Sep-2013
Pivot 1 day 3 day
R1 4.030 4.024
PP 4.026 4.014
S1 4.023 4.005

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

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