NYMEX Natural Gas Future February 2014


Trading Metrics calculated at close of trading on 27-Sep-2013
Day Change Summary
Previous Current
26-Sep-2013 27-Sep-2013 Change Change % Previous Week
Open 3.835 3.859 0.024 0.6% 4.012
High 3.874 3.891 0.017 0.4% 4.013
Low 3.734 3.815 0.081 2.2% 3.734
Close 3.859 3.878 0.019 0.5% 3.878
Range 0.140 0.076 -0.064 -45.7% 0.279
ATR 0.084 0.083 -0.001 -0.7% 0.000
Volume 5,672 19,998 14,326 252.6% 49,957
Daily Pivots for day following 27-Sep-2013
Classic Woodie Camarilla DeMark
R4 4.089 4.060 3.920
R3 4.013 3.984 3.899
R2 3.937 3.937 3.892
R1 3.908 3.908 3.885 3.923
PP 3.861 3.861 3.861 3.869
S1 3.832 3.832 3.871 3.847
S2 3.785 3.785 3.864
S3 3.709 3.756 3.857
S4 3.633 3.680 3.836
Weekly Pivots for week ending 27-Sep-2013
Classic Woodie Camarilla DeMark
R4 4.712 4.574 4.031
R3 4.433 4.295 3.955
R2 4.154 4.154 3.929
R1 4.016 4.016 3.904 3.946
PP 3.875 3.875 3.875 3.840
S1 3.737 3.737 3.852 3.667
S2 3.596 3.596 3.827
S3 3.317 3.458 3.801
S4 3.038 3.179 3.725
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.013 3.734 0.279 7.2% 0.093 2.4% 52% False False 9,991
10 4.120 3.734 0.386 10.0% 0.083 2.1% 37% False False 9,947
20 4.120 3.734 0.386 10.0% 0.079 2.0% 37% False False 8,326
40 4.120 3.570 0.550 14.2% 0.075 1.9% 56% False False 6,182
60 4.130 3.570 0.560 14.4% 0.074 1.9% 55% False False 5,211
80 4.287 3.570 0.717 18.5% 0.074 1.9% 43% False False 4,654
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.023
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.214
2.618 4.090
1.618 4.014
1.000 3.967
0.618 3.938
HIGH 3.891
0.618 3.862
0.500 3.853
0.382 3.844
LOW 3.815
0.618 3.768
1.000 3.739
1.618 3.692
2.618 3.616
4.250 3.492
Fisher Pivots for day following 27-Sep-2013
Pivot 1 day 3 day
R1 3.870 3.856
PP 3.861 3.834
S1 3.853 3.813

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

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