NYMEX Natural Gas Future April 2014


Trading Metrics calculated at close of trading on 27-Sep-2013
Day Change Summary
Previous Current
26-Sep-2013 27-Sep-2013 Change Change % Previous Week
Open 3.755 3.790 0.035 0.9% 3.903
High 3.806 3.819 0.013 0.3% 3.909
Low 3.678 3.753 0.075 2.0% 3.678
Close 3.793 3.808 0.015 0.4% 3.808
Range 0.128 0.066 -0.062 -48.4% 0.231
ATR 0.076 0.075 -0.001 -0.9% 0.000
Volume 9,859 22,296 12,437 126.1% 73,764
Daily Pivots for day following 27-Sep-2013
Classic Woodie Camarilla DeMark
R4 3.991 3.966 3.844
R3 3.925 3.900 3.826
R2 3.859 3.859 3.820
R1 3.834 3.834 3.814 3.847
PP 3.793 3.793 3.793 3.800
S1 3.768 3.768 3.802 3.781
S2 3.727 3.727 3.796
S3 3.661 3.702 3.790
S4 3.595 3.636 3.772
Weekly Pivots for week ending 27-Sep-2013
Classic Woodie Camarilla DeMark
R4 4.491 4.381 3.935
R3 4.260 4.150 3.872
R2 4.029 4.029 3.850
R1 3.919 3.919 3.829 3.859
PP 3.798 3.798 3.798 3.768
S1 3.688 3.688 3.787 3.628
S2 3.567 3.567 3.766
S3 3.336 3.457 3.744
S4 3.105 3.226 3.681
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.909 3.678 0.231 6.1% 0.083 2.2% 56% False False 14,752
10 3.990 3.678 0.312 8.2% 0.075 2.0% 42% False False 17,692
20 3.990 3.678 0.312 8.2% 0.072 1.9% 42% False False 15,393
40 3.990 3.494 0.496 13.0% 0.068 1.8% 63% False False 12,551
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 0.022
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.100
2.618 3.992
1.618 3.926
1.000 3.885
0.618 3.860
HIGH 3.819
0.618 3.794
0.500 3.786
0.382 3.778
LOW 3.753
0.618 3.712
1.000 3.687
1.618 3.646
2.618 3.580
4.250 3.473
Fisher Pivots for day following 27-Sep-2013
Pivot 1 day 3 day
R1 3.801 3.788
PP 3.793 3.768
S1 3.786 3.749

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

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