NYMEX Natural Gas Future June 2014

Trading Metrics calculated at close of trading on 24-Sep-2013

Day Change Summary
	Previous	Current
	23-Sep-2013	24-Sep-2013	Change	Change %	Previous Week
Open	3.923	3.870	-0.053	-1.4%	3.884
High	3.930	3.870	-0.060	-1.5%	3.996
Low	3.887	3.804	-0.083	-2.1%	3.877
Close	3.892	3.804	-0.088	-2.3%	3.957
Range	0.043	0.066	0.023	53.5%	0.119
ATR
Volume	1,181	1,555	374	31.7%	14,349

Daily Pivots for day following 24-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	4.024	3.980	3.840
R3	3.958	3.914	3.822
R2	3.892	3.892	3.816
R1	3.848	3.848	3.810	3.837
PP	3.826	3.826	3.826	3.821
S1	3.782	3.782	3.798	3.771
S2	3.760	3.760	3.792
S3	3.694	3.716	3.786
S4	3.628	3.650	3.768

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	3.804	0.192	5.0%	0.047	1.2%	0%	False	True	2,478
10	3.996	3.804	0.192	5.0%	0.052	1.4%	0%	False	True	1,902

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.008
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	4.151
2.618	4.043
1.618	3.977
1.000	3.936
0.618	3.911
HIGH	3.870
0.618	3.845
0.500	3.837
0.382	3.829
LOW	3.804
0.618	3.763
1.000	3.738
1.618	3.697
2.618	3.631
4.250	3.524

Fisher Pivots for day following 24-Sep-2013
Pivot	1 day	3 day
R1	3.837	3.887
PP	3.826	3.859
S1	3.815	3.832

Download as Excel Spreadsheet

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

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