NYMEX Natural Gas Future June 2014


Trading Metrics calculated at close of trading on 27-Feb-2014
Day Change Summary
Previous Current
26-Feb-2014 27-Feb-2014 Change Change % Previous Week
Open 4.574 4.477 -0.097 -2.1% 4.606
High 4.586 4.540 -0.046 -1.0% 4.850
Low 4.460 4.416 -0.044 -1.0% 4.606
Close 4.484 4.495 0.011 0.2% 4.773
Range 0.126 0.124 -0.002 -1.6% 0.244
ATR 0.150 0.148 -0.002 -1.2% 0.000
Volume 21,533 24,545 3,012 14.0% 63,236
Daily Pivots for day following 27-Feb-2014
Classic Woodie Camarilla DeMark
R4 4.856 4.799 4.563
R3 4.732 4.675 4.529
R2 4.608 4.608 4.518
R1 4.551 4.551 4.506 4.580
PP 4.484 4.484 4.484 4.498
S1 4.427 4.427 4.484 4.456
S2 4.360 4.360 4.472
S3 4.236 4.303 4.461
S4 4.112 4.179 4.427
Weekly Pivots for week ending 21-Feb-2014
Classic Woodie Camarilla DeMark
R4 5.475 5.368 4.907
R3 5.231 5.124 4.840
R2 4.987 4.987 4.818
R1 4.880 4.880 4.795 4.934
PP 4.743 4.743 4.743 4.770
S1 4.636 4.636 4.751 4.690
S2 4.499 4.499 4.728
S3 4.255 4.392 4.706
S4 4.011 4.148 4.639
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.893 4.416 0.477 10.6% 0.189 4.2% 17% False True 18,382
10 4.893 4.416 0.477 10.6% 0.158 3.5% 17% False True 18,131
20 4.893 4.292 0.601 13.4% 0.149 3.3% 34% False False 16,952
40 4.893 3.874 1.019 22.7% 0.130 2.9% 61% False False 12,940
60 4.893 3.874 1.019 22.7% 0.107 2.4% 61% False False 10,508
80 4.893 3.537 1.356 30.2% 0.097 2.2% 71% False False 8,657
100 4.893 3.537 1.356 30.2% 0.088 2.0% 71% False False 7,260
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.035
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 5.067
2.618 4.865
1.618 4.741
1.000 4.664
0.618 4.617
HIGH 4.540
0.618 4.493
0.500 4.478
0.382 4.463
LOW 4.416
0.618 4.339
1.000 4.292
1.618 4.215
2.618 4.091
4.250 3.889
Fisher Pivots for day following 27-Feb-2014
Pivot 1 day 3 day
R1 4.489 4.530
PP 4.484 4.518
S1 4.478 4.507

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

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