NYMEX Natural Gas Future April 2014


Trading Metrics calculated at close of trading on 12-Sep-2013
Day Change Summary
Previous Current
11-Sep-2013 12-Sep-2013 Change Change % Previous Week
Open 3.820 3.772 -0.048 -1.3% 3.910
High 3.820 3.848 0.028 0.7% 3.915
Low 3.751 3.755 0.004 0.1% 3.755
Close 3.782 3.829 0.047 1.2% 3.770
Range 0.069 0.093 0.024 34.8% 0.160
ATR 0.071 0.072 0.002 2.3% 0.000
Volume 8,944 13,875 4,931 55.1% 61,889
Daily Pivots for day following 12-Sep-2013
Classic Woodie Camarilla DeMark
R4 4.090 4.052 3.880
R3 3.997 3.959 3.855
R2 3.904 3.904 3.846
R1 3.866 3.866 3.838 3.885
PP 3.811 3.811 3.811 3.820
S1 3.773 3.773 3.820 3.792
S2 3.718 3.718 3.812
S3 3.625 3.680 3.803
S4 3.532 3.587 3.778
Weekly Pivots for week ending 06-Sep-2013
Classic Woodie Camarilla DeMark
R4 4.293 4.192 3.858
R3 4.133 4.032 3.814
R2 3.973 3.973 3.799
R1 3.872 3.872 3.785 3.843
PP 3.813 3.813 3.813 3.799
S1 3.712 3.712 3.755 3.683
S2 3.653 3.653 3.741
S3 3.493 3.552 3.726
S4 3.333 3.392 3.682
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.848 3.751 0.097 2.5% 0.072 1.9% 80% True False 11,028
10 3.915 3.751 0.164 4.3% 0.072 1.9% 48% False False 12,649
20 3.915 3.636 0.279 7.3% 0.065 1.7% 69% False False 10,841
40 3.982 3.494 0.488 12.7% 0.065 1.7% 69% False False 10,346
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 False
Bear Hook False
Bull Hook False
Stretch 0.014
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.243
2.618 4.091
1.618 3.998
1.000 3.941
0.618 3.905
HIGH 3.848
0.618 3.812
0.500 3.802
0.382 3.791
LOW 3.755
0.618 3.698
1.000 3.662
1.618 3.605
2.618 3.512
4.250 3.360
Fisher Pivots for day following 12-Sep-2013
Pivot 1 day 3 day
R1 3.820 3.819
PP 3.811 3.809
S1 3.802 3.800

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

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