NYMEX Natural Gas Future May 2014

Trading Metrics calculated at close of trading on 30-Aug-2013

Day Change Summary
	Previous	Current
	29-Aug-2013	30-Aug-2013	Change	Change %	Previous Week
Open	3.850	3.891	0.041	1.1%	3.850
High	3.885	3.891	0.006	0.2%	3.891
Low	3.798	3.849	0.051	1.3%	3.787
Close	3.868	3.853	-0.015	-0.4%	3.853
Range	0.087	0.042	-0.045	-51.7%	0.104
ATR	0.061	0.059	-0.001	-2.2%	0.000
Volume	2,064	1,560	-504	-24.4%	6,594

Daily Pivots for day following 30-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	3.990	3.964	3.876
R3	3.948	3.922	3.865
R2	3.906	3.906	3.861
R1	3.880	3.880	3.857	3.872
PP	3.864	3.864	3.864	3.861
S1	3.838	3.838	3.849	3.830
S2	3.822	3.822	3.845
S3	3.780	3.796	3.841
S4	3.738	3.754	3.830

Weekly Pivots for week ending 30-Aug-2013
	Classic	Woodie	Camarilla	DeMark
R4	4.156	4.108	3.910
R3	4.052	4.004	3.882
R2	3.948	3.948	3.872
R1	3.900	3.900	3.863	3.924
PP	3.844	3.844	3.844	3.856
S1	3.796	3.796	3.843	3.820
S2	3.740	3.740	3.834
S3	3.636	3.692	3.824
S4	3.532	3.588	3.796

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%	0.065	1.7%	63%	True	False	1,318
10	3.891	3.781	0.110	2.9%	0.051	1.3%	65%	True	False	1,494

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	True
Stretch	0.007
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	4.070
2.618	4.001
1.618	3.959
1.000	3.933
0.618	3.917
HIGH	3.891
0.618	3.875
0.500	3.870
0.382	3.865
LOW	3.849
0.618	3.823
1.000	3.807
1.618	3.781
2.618	3.739
4.250	3.671

Fisher Pivots for day following 30-Aug-2013
Pivot	1 day	3 day
R1	3.870	3.850
PP	3.864	3.847
S1	3.859	3.845

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