NYMEX Natural Gas Future June 2014

Trading Metrics calculated at close of trading on 18-Mar-2014

Day Change Summary
	Previous	Current
	17-Mar-2014	18-Mar-2014	Change	Change %	Previous Week
Open	4.476	4.494	0.018	0.4%	4.584
High	4.555	4.529	-0.026	-0.6%	4.680
Low	4.474	4.446	-0.028	-0.6%	4.346
Close	4.519	4.454	-0.065	-1.4%	4.433
Range	0.081	0.083	0.002	2.5%	0.334
ATR	0.137	0.134	-0.004	-2.8%	0.000
Volume	8,065	12,360	4,295	53.3%	73,358

Daily Pivots for day following 18-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.725	4.673	4.500
R3	4.642	4.590	4.477
R2	4.559	4.559	4.469
R1	4.507	4.507	4.462	4.492
PP	4.476	4.476	4.476	4.469
S1	4.424	4.424	4.446	4.409
S2	4.393	4.393	4.439
S3	4.310	4.341	4.431
S4	4.227	4.258	4.408

Weekly Pivots for week ending 14-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	5.488	5.295	4.617
R3	5.154	4.961	4.525
R2	4.820	4.820	4.494
R1	4.627	4.627	4.464	4.557
PP	4.486	4.486	4.486	4.451
S1	4.293	4.293	4.402	4.223
S2	4.152	4.152	4.372
S3	3.818	3.959	4.341
S4	3.484	3.625	4.249

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.594	4.346	0.248	5.6%	0.106	2.4%	44%	False	False	13,028
10	4.680	4.346	0.334	7.5%	0.116	2.6%	32%	False	False	14,049
20	4.893	4.346	0.547	12.3%	0.145	3.3%	20%	False	False	15,961
40	4.893	4.041	0.852	19.1%	0.140	3.1%	48%	False	False	15,363
60	4.893	3.874	1.019	22.9%	0.120	2.7%	57%	False	False	12,336
80	4.893	3.699	1.194	26.8%	0.107	2.4%	63%	False	False	10,580
100	4.893	3.537	1.356	30.4%	0.098	2.2%	68%	False	False	8,957
120	4.893	3.537	1.356	30.4%	0.090	2.0%	68%	False	False	7,713

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.030
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.882
2.618	4.746
1.618	4.663
1.000	4.612
0.618	4.580
HIGH	4.529
0.618	4.497
0.500	4.488
0.382	4.478
LOW	4.446
0.618	4.395
1.000	4.363
1.618	4.312
2.618	4.229
4.250	4.093

Fisher Pivots for day following 18-Mar-2014
Pivot	1 day	3 day
R1	4.488	4.453
PP	4.476	4.452
S1	4.465	4.451

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