NYMEX Natural Gas Future June 2014

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

Day Change Summary
	Previous	Current
	27-Sep-2013	30-Sep-2013	Change	Change %	Previous Week
Open	3.812	3.827	0.015	0.4%	3.923
High	3.864	3.827	-0.037	-1.0%	3.930
Low	3.811	3.804	-0.007	-0.2%	3.762
Close	3.859	3.811	-0.048	-1.2%	3.859
Range	0.053	0.023	-0.030	-56.6%	0.168
ATR	0.058	0.058	0.000	-0.4%	0.000
Volume	2,526	1,101	-1,425	-56.4%	7,525

Daily Pivots for day following 30-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	3.883	3.870	3.824
R3	3.860	3.847	3.817
R2	3.837	3.837	3.815
R1	3.824	3.824	3.813	3.819
PP	3.814	3.814	3.814	3.812
S1	3.801	3.801	3.809	3.796
S2	3.791	3.791	3.807
S3	3.768	3.778	3.805
S4	3.745	3.755	3.798

Weekly Pivots for week ending 27-Sep-2013
	Classic	Woodie	Camarilla	DeMark
R4	4.354	4.275	3.951
R3	4.186	4.107	3.905
R2	4.018	4.018	3.890
R1	3.939	3.939	3.874	3.895
PP	3.850	3.850	3.850	3.828
S1	3.771	3.771	3.844	3.727
S2	3.682	3.682	3.828
S3	3.514	3.603	3.813
S4	3.346	3.435	3.767

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.870	3.762	0.108	2.8%	0.053	1.4%	45%	False	False	1,489
10	3.996	3.762	0.234	6.1%	0.047	1.2%	21%	False	False	2,228

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.010
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	3.925
2.618	3.887
1.618	3.864
1.000	3.850
0.618	3.841
HIGH	3.827
0.618	3.818
0.500	3.816
0.382	3.813
LOW	3.804
0.618	3.790
1.000	3.781
1.618	3.767
2.618	3.744
4.250	3.706

Fisher Pivots for day following 30-Sep-2013
Pivot	1 day	3 day
R1	3.816	3.813
PP	3.814	3.812
S1	3.813	3.812

Download as Excel Spreadsheet

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

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