NYMEX Natural Gas Future June 2014

Trading Metrics calculated at close of trading on 23-Sep-2013

Day Change Summary
	Previous	Current
	20-Sep-2013	23-Sep-2013	Change	Change %	Previous Week
Open	3.970	3.923	-0.047	-1.2%	3.884
High	3.970	3.930	-0.040	-1.0%	3.996
Low	3.947	3.887	-0.060	-1.5%	3.877
Close	3.957	3.892	-0.065	-1.6%	3.957
Range	0.023	0.043	0.020	87.0%	0.119
ATR
Volume	5,412	1,181	-4,231	-78.2%	14,349

Daily Pivots for day following 23-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	4.032	4.005	3.916
R3	3.989	3.962	3.904
R2	3.946	3.946	3.900
R1	3.919	3.919	3.896	3.911
PP	3.903	3.903	3.903	3.899
S1	3.876	3.876	3.888	3.868
S2	3.860	3.860	3.884
S3	3.817	3.833	3.880
S4	3.774	3.790	3.868

Weekly Pivots for week ending 20-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	4.300	4.248	4.022
R3	4.181	4.129	3.990
R2	4.062	4.062	3.979
R1	4.010	4.010	3.968	4.036
PP	3.943	3.943	3.943	3.957
S1	3.891	3.891	3.946	3.917
S2	3.824	3.824	3.935
S3	3.705	3.772	3.924
S4	3.586	3.653	3.892

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.996	3.887	0.109	2.8%	0.040	1.0%	5%	False	True	2,967
10	3.996	3.807	0.189	4.9%	0.050	1.3%	45%	False	False	1,791

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.010
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.113
2.618	4.043
1.618	4.000
1.000	3.973
0.618	3.957
HIGH	3.930
0.618	3.914
0.500	3.909
0.382	3.903
LOW	3.887
0.618	3.860
1.000	3.844
1.618	3.817
2.618	3.774
4.250	3.704

Fisher Pivots for day following 23-Sep-2013
Pivot	1 day	3 day
R1	3.909	3.942
PP	3.903	3.925
S1	3.898	3.909

Download as Excel Spreadsheet

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

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