NYMEX Natural Gas Future June 2014

Trading Metrics calculated at close of trading on 25-Sep-2013

Day Change Summary
	Previous	Current
	24-Sep-2013	25-Sep-2013	Change	Change %	Previous Week
Open	3.870	3.811	-0.059	-1.5%	3.884
High	3.870	3.827	-0.043	-1.1%	3.996
Low	3.804	3.790	-0.014	-0.4%	3.877
Close	3.804	3.796	-0.008	-0.2%	3.957
Range	0.066	0.037	-0.029	-43.9%	0.119
ATR
Volume	1,555	1,056	-499	-32.1%	14,349

Daily Pivots for day following 25-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	3.915	3.893	3.816
R3	3.878	3.856	3.806
R2	3.841	3.841	3.803
R1	3.819	3.819	3.799	3.812
PP	3.804	3.804	3.804	3.801
S1	3.782	3.782	3.793	3.775
S2	3.767	3.767	3.789
S3	3.730	3.745	3.786
S4	3.693	3.708	3.776

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	3.790	0.206	5.4%	0.047	1.2%	3%	False	True	2,266
10	3.996	3.790	0.206	5.4%	0.052	1.4%	3%	False	True	1,959

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	False
Stretch	0.009
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.984
2.618	3.924
1.618	3.887
1.000	3.864
0.618	3.850
HIGH	3.827
0.618	3.813
0.500	3.809
0.382	3.804
LOW	3.790
0.618	3.767
1.000	3.753
1.618	3.730
2.618	3.693
4.250	3.633

Fisher Pivots for day following 25-Sep-2013
Pivot	1 day	3 day
R1	3.809	3.860
PP	3.804	3.839
S1	3.800	3.817

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