NYMEX Natural Gas Future May 2014

Trading Metrics calculated at close of trading on 29-Aug-2013

Day Change Summary
	Previous	Current
	28-Aug-2013	29-Aug-2013	Change	Change %	Previous Week
Open	3.891	3.850	-0.041	-1.1%	3.781
High	3.891	3.885	-0.006	-0.2%	3.875
Low	3.810	3.798	-0.012	-0.3%	3.781
Close	3.849	3.868	0.019	0.5%	3.825
Range	0.081	0.087	0.006	7.4%	0.094
ATR	0.059	0.061	0.002	3.4%	0.000
Volume	2,034	2,064	30	1.5%	8,355

Daily Pivots for day following 29-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	4.111	4.077	3.916
R3	4.024	3.990	3.892
R2	3.937	3.937	3.884
R1	3.903	3.903	3.876	3.920
PP	3.850	3.850	3.850	3.859
S1	3.816	3.816	3.860	3.833
S2	3.763	3.763	3.852
S3	3.676	3.729	3.844
S4	3.589	3.642	3.820

Weekly Pivots for week ending 23-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	4.109	4.061	3.877
R3	4.015	3.967	3.851
R2	3.921	3.921	3.842
R1	3.873	3.873	3.834	3.897
PP	3.827	3.827	3.827	3.839
S1	3.779	3.779	3.816	3.803
S2	3.733	3.733	3.808
S3	3.639	3.685	3.799
S4	3.545	3.591	3.773

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.891	3.787	0.104	2.7%	0.066	1.7%	78%	False	False	1,470
10	3.891	3.723	0.168	4.3%	0.050	1.3%	86%	False	False	1,518

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	0.007
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	4.255
2.618	4.113
1.618	4.026
1.000	3.972
0.618	3.939
HIGH	3.885
0.618	3.852
0.500	3.842
0.382	3.831
LOW	3.798
0.618	3.744
1.000	3.711
1.618	3.657
2.618	3.570
4.250	3.428

Fisher Pivots for day following 29-Aug-2013
Pivot	1 day	3 day
R1	3.859	3.858
PP	3.850	3.849
S1	3.842	3.839

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols