NYMEX Natural Gas Future June 2014

Trading Metrics calculated at close of trading on 03-Oct-2013

Day Change Summary
	Previous	Current
	02-Oct-2013	03-Oct-2013	Change	Change %	Previous Week
Open	3.860	3.800	-0.060	-1.6%	3.923
High	3.863	3.800	-0.063	-1.6%	3.930
Low	3.792	3.760	-0.032	-0.8%	3.762
Close	3.792	3.769	-0.023	-0.6%	3.859
Range	0.071	0.040	-0.031	-43.7%	0.168
ATR	0.058	0.057	-0.001	-2.2%	0.000
Volume	940	733	-207	-22.0%	7,525

Daily Pivots for day following 03-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	3.896	3.873	3.791
R3	3.856	3.833	3.780
R2	3.816	3.816	3.776
R1	3.793	3.793	3.773	3.785
PP	3.776	3.776	3.776	3.772
S1	3.753	3.753	3.765	3.745
S2	3.736	3.736	3.762
S3	3.696	3.713	3.758
S4	3.656	3.673	3.747

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	3.864	3.760	0.104	2.8%	0.044	1.2%	9%	False	True	1,189
10	3.970	3.760	0.210	5.6%	0.048	1.3%	4%	False	True	1,635

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	0.006
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.970
2.618	3.905
1.618	3.865
1.000	3.840
0.618	3.825
HIGH	3.800
0.618	3.785
0.500	3.780
0.382	3.775
LOW	3.760
0.618	3.735
1.000	3.720
1.618	3.695
2.618	3.655
4.250	3.590

Fisher Pivots for day following 03-Oct-2013
Pivot	1 day	3 day
R1	3.780	3.812
PP	3.776	3.797
S1	3.773	3.783

Download as Excel Spreadsheet

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

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