NYMEX Natural Gas Future May 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	3.811	3.777	-0.034	-0.9%	3.921
High	3.830	3.865	0.035	0.9%	3.928
Low	3.775	3.772	-0.003	-0.1%	3.783
Close	3.801	3.846	0.045	1.2%	3.788
Range	0.055	0.093	0.038	69.1%	0.145
ATR	0.059	0.061	0.002	4.1%	0.000
Volume	1,463	1,819	356	24.3%	13,155

Daily Pivots for day following 12-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	4.107	4.069	3.897
R3	4.014	3.976	3.872
R2	3.921	3.921	3.863
R1	3.883	3.883	3.855	3.902
PP	3.828	3.828	3.828	3.837
S1	3.790	3.790	3.837	3.809
S2	3.735	3.735	3.829
S3	3.642	3.697	3.820
S4	3.549	3.604	3.795

Weekly Pivots for week ending 06-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	4.268	4.173	3.868
R3	4.123	4.028	3.828
R2	3.978	3.978	3.815
R1	3.883	3.883	3.801	3.858
PP	3.833	3.833	3.833	3.821
S1	3.738	3.738	3.775	3.713
S2	3.688	3.688	3.761
S3	3.543	3.593	3.748
S4	3.398	3.448	3.708

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.865	3.772	0.093	2.4%	0.058	1.5%	80%	True	True	1,935
10	3.928	3.772	0.156	4.1%	0.060	1.6%	47%	False	True	2,404
20	3.928	3.665	0.263	6.8%	0.056	1.5%	69%	False	False	1,945

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.011
Widest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	4.260
2.618	4.108
1.618	4.015
1.000	3.958
0.618	3.922
HIGH	3.865
0.618	3.829
0.500	3.819
0.382	3.808
LOW	3.772
0.618	3.715
1.000	3.679
1.618	3.622
2.618	3.529
4.250	3.377

Fisher Pivots for day following 12-Sep-2013
Pivot	1 day	3 day
R1	3.837	3.837
PP	3.828	3.828
S1	3.819	3.819

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