NYMEX Natural Gas Future March 2014


Trading Metrics calculated at close of trading on 28-Aug-2013
Day Change Summary
Previous Current
27-Aug-2013 28-Aug-2013 Change Change % Previous Week
Open 3.881 3.946 0.065 1.7% 3.800
High 3.906 3.946 0.040 1.0% 3.922
Low 3.829 3.848 0.019 0.5% 3.777
Close 3.903 3.899 -0.004 -0.1% 3.866
Range 0.077 0.098 0.021 27.3% 0.145
ATR 0.077 0.078 0.002 2.0% 0.000
Volume 5,384 8,985 3,601 66.9% 36,210
Daily Pivots for day following 28-Aug-2013
Classic Woodie Camarilla DeMark
R4 4.192 4.143 3.953
R3 4.094 4.045 3.926
R2 3.996 3.996 3.917
R1 3.947 3.947 3.908 3.923
PP 3.898 3.898 3.898 3.885
S1 3.849 3.849 3.890 3.825
S2 3.800 3.800 3.881
S3 3.702 3.751 3.872
S4 3.604 3.653 3.845
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 3.946 3.829 0.117 3.0% 0.064 1.7% 60% True False 7,136
10 3.946 3.689 0.257 6.6% 0.070 1.8% 82% True False 7,220
20 3.946 3.540 0.406 10.4% 0.072 1.8% 88% True False 8,168
40 4.085 3.540 0.545 14.0% 0.074 1.9% 66% False False 8,004
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.014
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.363
2.618 4.203
1.618 4.105
1.000 4.044
0.618 4.007
HIGH 3.946
0.618 3.909
0.500 3.897
0.382 3.885
LOW 3.848
0.618 3.787
1.000 3.750
1.618 3.689
2.618 3.591
4.250 3.432
Fisher Pivots for day following 28-Aug-2013
Pivot 1 day 3 day
R1 3.898 3.895
PP 3.898 3.891
S1 3.897 3.888

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

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