NYMEX Natural Gas Future March 2014


Trading Metrics calculated at close of trading on 23-Sep-2013
Day Change Summary
Previous Current
20-Sep-2013 23-Sep-2013 Change Change % Previous Week
Open 3.986 3.973 -0.013 -0.3% 3.967
High 3.994 3.973 -0.021 -0.5% 4.070
Low 3.955 3.902 -0.053 -1.3% 3.909
Close 3.986 3.909 -0.077 -1.9% 3.986
Range 0.039 0.071 0.032 82.1% 0.161
ATR 0.078 0.078 0.000 0.6% 0.000
Volume 21,786 9,334 -12,452 -57.2% 89,716
Daily Pivots for day following 23-Sep-2013
Classic Woodie Camarilla DeMark
R4 4.141 4.096 3.948
R3 4.070 4.025 3.929
R2 3.999 3.999 3.922
R1 3.954 3.954 3.916 3.941
PP 3.928 3.928 3.928 3.922
S1 3.883 3.883 3.902 3.870
S2 3.857 3.857 3.896
S3 3.786 3.812 3.889
S4 3.715 3.741 3.870
Weekly Pivots for week ending 20-Sep-2013
Classic Woodie Camarilla DeMark
R4 4.471 4.390 4.075
R3 4.310 4.229 4.030
R2 4.149 4.149 4.016
R1 4.068 4.068 4.001 4.109
PP 3.988 3.988 3.988 4.009
S1 3.907 3.907 3.971 3.948
S2 3.827 3.827 3.956
S3 3.666 3.746 3.942
S4 3.505 3.585 3.897
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.070 3.902 0.168 4.3% 0.065 1.7% 4% False True 17,075
10 4.070 3.814 0.256 6.5% 0.074 1.9% 37% False False 14,001
20 4.070 3.814 0.256 6.5% 0.076 1.9% 37% False False 11,843
40 4.070 3.540 0.530 13.6% 0.072 1.9% 70% False False 10,009
60 4.085 3.540 0.545 13.9% 0.074 1.9% 68% False False 9,461
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 0.019
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.275
2.618 4.159
1.618 4.088
1.000 4.044
0.618 4.017
HIGH 3.973
0.618 3.946
0.500 3.938
0.382 3.929
LOW 3.902
0.618 3.858
1.000 3.831
1.618 3.787
2.618 3.716
4.250 3.600
Fisher Pivots for day following 23-Sep-2013
Pivot 1 day 3 day
R1 3.938 3.986
PP 3.928 3.960
S1 3.919 3.935

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

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