NYMEX Natural Gas Future September 2014

Trading Metrics calculated at close of trading on 26-Dec-2013

Day Change Summary
	Previous	Current
	24-Dec-2013	26-Dec-2013	Change	Change %	Previous Week
Open	4.199	4.188	-0.011	-0.3%	4.147
High	4.199	4.236	0.037	0.9%	4.244
Low	4.158	4.174	0.016	0.4%	4.113
Close	4.182	4.236	0.054	1.3%	4.186
Range	0.041	0.062	0.021	51.2%	0.131
ATR	0.060	0.060	0.000	0.3%	0.000
Volume	1,876	534	-1,342	-71.5%	10,980

Daily Pivots for day following 26-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	4.401	4.381	4.270
R3	4.339	4.319	4.253
R2	4.277	4.277	4.247
R1	4.257	4.257	4.242	4.267
PP	4.215	4.215	4.215	4.221
S1	4.195	4.195	4.230	4.205
S2	4.153	4.153	4.225
S3	4.091	4.133	4.219
S4	4.029	4.071	4.202

Weekly Pivots for week ending 20-Dec-2013
	Classic	Woodie	Camarilla	DeMark
R4	4.574	4.511	4.258
R3	4.443	4.380	4.222
R2	4.312	4.312	4.210
R1	4.249	4.249	4.198	4.281
PP	4.181	4.181	4.181	4.197
S1	4.118	4.118	4.174	4.150
S2	4.050	4.050	4.162
S3	3.919	3.987	4.150
S4	3.788	3.856	4.114

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.236	4.158	0.078	1.8%	0.049	1.2%	100%	True	False	2,020
10	4.244	4.113	0.131	3.1%	0.058	1.4%	94%	False	False	2,365

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	0.013
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	4.500
2.618	4.398
1.618	4.336
1.000	4.298
0.618	4.274
HIGH	4.236
0.618	4.212
0.500	4.205
0.382	4.198
LOW	4.174
0.618	4.136
1.000	4.112
1.618	4.074
2.618	4.012
4.250	3.911

Fisher Pivots for day following 26-Dec-2013
Pivot	1 day	3 day
R1	4.226	4.223
PP	4.215	4.210
S1	4.205	4.197

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