NYMEX Natural Gas Future March 2014


Trading Metrics calculated at close of trading on 30-Sep-2013
Day Change Summary
Previous Current
27-Sep-2013 30-Sep-2013 Change Change % Previous Week
Open 3.834 3.843 0.009 0.2% 3.973
High 3.865 3.843 -0.022 -0.6% 3.973
Low 3.790 3.783 -0.007 -0.2% 3.720
Close 3.852 3.810 -0.042 -1.1% 3.852
Range 0.075 0.060 -0.015 -20.0% 0.253
ATR 0.082 0.081 -0.001 -1.1% 0.000
Volume 20,580 9,471 -11,109 -54.0% 64,112
Daily Pivots for day following 30-Sep-2013
Classic Woodie Camarilla DeMark
R4 3.992 3.961 3.843
R3 3.932 3.901 3.827
R2 3.872 3.872 3.821
R1 3.841 3.841 3.816 3.827
PP 3.812 3.812 3.812 3.805
S1 3.781 3.781 3.805 3.767
S2 3.752 3.752 3.799
S3 3.692 3.721 3.794
S4 3.632 3.661 3.777
Weekly Pivots for week ending 27-Sep-2013
Classic Woodie Camarilla DeMark
R4 4.607 4.483 3.991
R3 4.354 4.230 3.922
R2 4.101 4.101 3.898
R1 3.977 3.977 3.875 3.913
PP 3.848 3.848 3.848 3.816
S1 3.724 3.724 3.829 3.660
S2 3.595 3.595 3.806
S3 3.342 3.471 3.782
S4 3.089 3.218 3.713
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.918 3.720 0.198 5.2% 0.087 2.3% 45% False False 12,849
10 4.070 3.720 0.350 9.2% 0.076 2.0% 26% False False 14,962
20 4.070 3.720 0.350 9.2% 0.078 2.0% 26% False False 12,988
40 4.070 3.540 0.530 13.9% 0.075 2.0% 51% False False 10,767
60 4.085 3.540 0.545 14.3% 0.076 2.0% 50% False False 9,800
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 0.020
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.098
2.618 4.000
1.618 3.940
1.000 3.903
0.618 3.880
HIGH 3.843
0.618 3.820
0.500 3.813
0.382 3.806
LOW 3.783
0.618 3.746
1.000 3.723
1.618 3.686
2.618 3.626
4.250 3.528
Fisher Pivots for day following 30-Sep-2013
Pivot 1 day 3 day
R1 3.813 3.804
PP 3.812 3.798
S1 3.811 3.793

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

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