NYMEX Natural Gas Future March 2014


Trading Metrics calculated at close of trading on 19-Sep-2013
Day Change Summary
Previous Current
18-Sep-2013 19-Sep-2013 Change Change % Previous Week
Open 4.009 4.011 0.002 0.0% 3.830
High 4.015 4.070 0.055 1.4% 3.952
Low 3.952 3.961 0.009 0.2% 3.814
Close 3.990 4.009 0.019 0.5% 3.952
Range 0.063 0.109 0.046 73.0% 0.138
ATR 0.077 0.079 0.002 2.9% 0.000
Volume 20,571 14,227 -6,344 -30.8% 47,635
Daily Pivots for day following 19-Sep-2013
Classic Woodie Camarilla DeMark
R4 4.340 4.284 4.069
R3 4.231 4.175 4.039
R2 4.122 4.122 4.029
R1 4.066 4.066 4.019 4.040
PP 4.013 4.013 4.013 4.000
S1 3.957 3.957 3.999 3.931
S2 3.904 3.904 3.989
S3 3.795 3.848 3.979
S4 3.686 3.739 3.949
Weekly Pivots for week ending 13-Sep-2013
Classic Woodie Camarilla DeMark
R4 4.320 4.274 4.028
R3 4.182 4.136 3.990
R2 4.044 4.044 3.977
R1 3.998 3.998 3.965 4.021
PP 3.906 3.906 3.906 3.918
S1 3.860 3.860 3.939 3.883
S2 3.768 3.768 3.927
S3 3.630 3.722 3.914
S4 3.492 3.584 3.876
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.070 3.878 0.192 4.8% 0.078 1.9% 68% True False 16,165
10 4.070 3.814 0.256 6.4% 0.078 2.0% 76% True False 12,979
20 4.070 3.814 0.256 6.4% 0.075 1.9% 76% True False 11,094
40 4.070 3.540 0.530 13.2% 0.074 1.8% 88% True False 9,540
60 4.085 3.540 0.545 13.6% 0.076 1.9% 86% False False 9,159
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 0.020
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 4.533
2.618 4.355
1.618 4.246
1.000 4.179
0.618 4.137
HIGH 4.070
0.618 4.028
0.500 4.016
0.382 4.003
LOW 3.961
0.618 3.894
1.000 3.852
1.618 3.785
2.618 3.676
4.250 3.498
Fisher Pivots for day following 19-Sep-2013
Pivot 1 day 3 day
R1 4.016 4.011
PP 4.013 4.010
S1 4.011 4.010

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

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