NYMEX Natural Gas Future June 2014

Trading Metrics calculated at close of trading on 11-Mar-2014

Day Change Summary
	Previous	Current
	10-Mar-2014	11-Mar-2014	Change	Change %	Previous Week
Open	4.584	4.615	0.031	0.7%	4.604
High	4.680	4.631	-0.049	-1.0%	4.665
Low	4.540	4.544	0.004	0.1%	4.452
Close	4.601	4.567	-0.034	-0.7%	4.589
Range	0.140	0.087	-0.053	-37.9%	0.213
ATR	0.147	0.143	-0.004	-2.9%	0.000
Volume	11,803	16,838	5,035	42.7%	78,733

Daily Pivots for day following 11-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.842	4.791	4.615
R3	4.755	4.704	4.591
R2	4.668	4.668	4.583
R1	4.617	4.617	4.575	4.599
PP	4.581	4.581	4.581	4.572
S1	4.530	4.530	4.559	4.512
S2	4.494	4.494	4.551
S3	4.407	4.443	4.543
S4	4.320	4.356	4.519

Weekly Pivots for week ending 07-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	5.208	5.111	4.706
R3	4.995	4.898	4.648
R2	4.782	4.782	4.628
R1	4.685	4.685	4.609	4.627
PP	4.569	4.569	4.569	4.540
S1	4.472	4.472	4.569	4.414
S2	4.356	4.356	4.550
S3	4.143	4.259	4.530
S4	3.930	4.046	4.472

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.680	4.486	0.194	4.2%	0.126	2.8%	42%	False	False	15,070
10	4.680	4.416	0.264	5.8%	0.137	3.0%	57%	False	False	17,226
20	4.893	4.400	0.493	10.8%	0.152	3.3%	34%	False	False	16,951
40	4.893	3.963	0.930	20.4%	0.137	3.0%	65%	False	False	14,891
60	4.893	3.874	1.019	22.3%	0.118	2.6%	68%	False	False	11,761
80	4.893	3.608	1.285	28.1%	0.105	2.3%	75%	False	False	9,896
100	4.893	3.537	1.356	29.7%	0.096	2.1%	76%	False	False	8,386
120	4.893	3.537	1.356	29.7%	0.087	1.9%	76%	False	False	7,273

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.037
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.001
2.618	4.859
1.618	4.772
1.000	4.718
0.618	4.685
HIGH	4.631
0.618	4.598
0.500	4.588
0.382	4.577
LOW	4.544
0.618	4.490
1.000	4.457
1.618	4.403
2.618	4.316
4.250	4.174

Fisher Pivots for day following 11-Mar-2014
Pivot	1 day	3 day
R1	4.588	4.610
PP	4.581	4.596
S1	4.574	4.581

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