NYMEX Natural Gas Future March 2014

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

Day Change Summary
	Previous	Current
	25-Jun-2013	26-Jun-2013	Change	Change %	Previous Week
Open	4.066	4.025	-0.041	-1.0%	4.063
High	4.066	4.046	-0.020	-0.5%	4.232
Low	3.979	3.978	-0.001	0.0%	4.063
Close	3.981	4.037	0.056	1.4%	4.065
Range	0.087	0.068	-0.019	-21.8%	0.169
ATR
Volume	5,138	7,620	2,482	48.3%	31,693

Daily Pivots for day following 26-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	4.224	4.199	4.074
R3	4.156	4.131	4.056
R2	4.088	4.088	4.049
R1	4.063	4.063	4.043	4.076
PP	4.020	4.020	4.020	4.027
S1	3.995	3.995	4.031	4.008
S2	3.952	3.952	4.025
S3	3.884	3.927	4.018
S4	3.816	3.859	4.000

Weekly Pivots for week ending 21-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	4.627	4.515	4.158
R3	4.458	4.346	4.111
R2	4.289	4.289	4.096
R1	4.177	4.177	4.080	4.233
PP	4.120	4.120	4.120	4.148
S1	4.008	4.008	4.050	4.064
S2	3.951	3.951	4.034
S3	3.782	3.839	4.019
S4	3.613	3.670	3.972

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.220	3.978	0.242	6.0%	0.082	2.0%	24%	False	True	5,545
10	4.232	3.978	0.254	6.3%	0.079	2.0%	23%	False	True	6,397

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 2 trading days

Fibonacci Retracements and Extensions
4.250	4.335
2.618	4.224
1.618	4.156
1.000	4.114
0.618	4.088
HIGH	4.046
0.618	4.020
0.500	4.012
0.382	4.004
LOW	3.978
0.618	3.936
1.000	3.910
1.618	3.868
2.618	3.800
4.250	3.689

Fisher Pivots for day following 26-Jun-2013
Pivot	1 day	3 day
R1	4.029	4.040
PP	4.020	4.039
S1	4.012	4.038

Download as Excel Spreadsheet

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

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