NYMEX Natural Gas Future March 2014

Trading Metrics calculated at close of trading on 23-Aug-2013

Day Change Summary
	Previous	Current
	22-Aug-2013	23-Aug-2013	Change	Change %	Previous Week
Open	3.890	3.905	0.015	0.4%	3.800
High	3.922	3.908	-0.014	-0.4%	3.922
Low	3.878	3.860	-0.018	-0.5%	3.777
Close	3.918	3.866	-0.052	-1.3%	3.866
Range	0.044	0.048	0.004	9.1%	0.145
ATR	0.080	0.079	-0.002	-2.0%	0.000
Volume	5,534	10,600	5,066	91.5%	36,210

Daily Pivots for day following 23-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	4.022	3.992	3.892
R3	3.974	3.944	3.879
R2	3.926	3.926	3.875
R1	3.896	3.896	3.870	3.887
PP	3.878	3.878	3.878	3.874
S1	3.848	3.848	3.862	3.839
S2	3.830	3.830	3.857
S3	3.782	3.800	3.853
S4	3.734	3.752	3.840

Weekly Pivots for week ending 23-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	4.290	4.223	3.946
R3	4.145	4.078	3.906
R2	4.000	4.000	3.893
R1	3.933	3.933	3.879	3.967
PP	3.855	3.855	3.855	3.872
S1	3.788	3.788	3.853	3.822
S2	3.710	3.710	3.839
S3	3.565	3.643	3.826
S4	3.420	3.498	3.786

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.922	3.777	0.145	3.8%	0.064	1.6%	61%	False	False	7,242
10	3.922	3.663	0.259	6.7%	0.066	1.7%	78%	False	False	8,552
20	3.922	3.540	0.382	9.9%	0.069	1.8%	85%	False	False	8,174
40	4.085	3.540	0.545	14.1%	0.073	1.9%	60%	False	False	8,270

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	0.014
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.112
2.618	4.034
1.618	3.986
1.000	3.956
0.618	3.938
HIGH	3.908
0.618	3.890
0.500	3.884
0.382	3.878
LOW	3.860
0.618	3.830
1.000	3.812
1.618	3.782
2.618	3.734
4.250	3.656

Fisher Pivots for day following 23-Aug-2013
Pivot	1 day	3 day
R1	3.884	3.861
PP	3.878	3.855
S1	3.872	3.850

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols