NYMEX Natural Gas Future May 2014

Trading Metrics calculated at close of trading on 13-Jan-2014

Day Change Summary
	Previous	Current
	10-Jan-2014	13-Jan-2014	Change	Change %	Previous Week
Open	3.899	3.938	0.039	1.0%	4.158
High	3.942	4.064	0.122	3.1%	4.244
Low	3.850	3.938	0.088	2.3%	3.850
Close	3.894	4.035	0.141	3.6%	3.894
Range	0.092	0.126	0.034	37.0%	0.394
ATR	0.091	0.097	0.006	6.2%	0.000
Volume	26,138	19,708	-6,430	-24.6%	91,466

Daily Pivots for day following 13-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.390	4.339	4.104
R3	4.264	4.213	4.070
R2	4.138	4.138	4.058
R1	4.087	4.087	4.047	4.113
PP	4.012	4.012	4.012	4.025
S1	3.961	3.961	4.023	3.987
S2	3.886	3.886	4.012
S3	3.760	3.835	4.000
S4	3.634	3.709	3.966

Weekly Pivots for week ending 10-Jan-2014
	Classic	Woodie	Camarilla	DeMark
R4	5.178	4.930	4.111
R3	4.784	4.536	4.002
R2	4.390	4.390	3.966
R1	4.142	4.142	3.930	4.069
PP	3.996	3.996	3.996	3.960
S1	3.748	3.748	3.858	3.675
S2	3.602	3.602	3.822
S3	3.208	3.354	3.786
S4	2.814	2.960	3.677

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.244	3.850	0.394	9.8%	0.135	3.3%	47%	False	False	19,894
10	4.244	3.850	0.394	9.8%	0.111	2.7%	47%	False	False	16,017
20	4.244	3.850	0.394	9.8%	0.088	2.2%	47%	False	False	14,410
40	4.244	3.570	0.674	16.7%	0.079	2.0%	69%	False	False	12,748
60	4.244	3.495	0.749	18.6%	0.075	1.8%	72%	False	False	9,977
80	4.244	3.495	0.749	18.6%	0.069	1.7%	72%	False	False	8,219
100	4.244	3.495	0.749	18.6%	0.067	1.7%	72%	False	False	7,034

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.023
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.600
2.618	4.394
1.618	4.268
1.000	4.190
0.618	4.142
HIGH	4.064
0.618	4.016
0.500	4.001
0.382	3.986
LOW	3.938
0.618	3.860
1.000	3.812
1.618	3.734
2.618	3.608
4.250	3.403

Fisher Pivots for day following 13-Jan-2014
Pivot	1 day	3 day
R1	4.024	4.009
PP	4.012	3.983
S1	4.001	3.957

Download as Excel Spreadsheet

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

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