NYMEX Natural Gas Future June 2014

Trading Metrics calculated at close of trading on 31-Mar-2014

Day Change Summary
	Previous	Current
	28-Mar-2014	31-Mar-2014	Change	Change %	Previous Week
Open	4.546	4.519	-0.027	-0.6%	4.329
High	4.595	4.519	-0.076	-1.7%	4.595
Low	4.507	4.372	-0.135	-3.0%	4.290
Close	4.519	4.404	-0.115	-2.5%	4.519
Range	0.088	0.147	0.059	67.0%	0.305
ATR	0.124	0.126	0.002	1.3%	0.000
Volume	22,468	14,257	-8,211	-36.5%	76,669

Daily Pivots for day following 31-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.873	4.785	4.485
R3	4.726	4.638	4.444
R2	4.579	4.579	4.431
R1	4.491	4.491	4.417	4.462
PP	4.432	4.432	4.432	4.417
S1	4.344	4.344	4.391	4.315
S2	4.285	4.285	4.377
S3	4.138	4.197	4.364
S4	3.991	4.050	4.323

Weekly Pivots for week ending 28-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	5.383	5.256	4.687
R3	5.078	4.951	4.603
R2	4.773	4.773	4.575
R1	4.646	4.646	4.547	4.710
PP	4.468	4.468	4.468	4.500
S1	4.341	4.341	4.491	4.405
S2	4.163	4.163	4.463
S3	3.858	4.036	4.435
S4	3.553	3.731	4.351

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.595	4.297	0.298	6.8%	0.133	3.0%	36%	False	False	15,965
10	4.595	4.290	0.305	6.9%	0.110	2.5%	37%	False	False	13,746
20	4.680	4.290	0.390	8.9%	0.115	2.6%	29%	False	False	14,091
40	4.893	4.290	0.603	13.7%	0.133	3.0%	19%	False	False	15,729
60	4.893	3.874	1.019	23.1%	0.128	2.9%	52%	False	False	13,749
80	4.893	3.874	1.019	23.1%	0.112	2.5%	52%	False	False	11,730
100	4.893	3.537	1.356	30.8%	0.103	2.3%	64%	False	False	10,027
120	4.893	3.537	1.356	30.8%	0.095	2.2%	64%	False	False	8,656

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	0.019
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.144
2.618	4.904
1.618	4.757
1.000	4.666
0.618	4.610
HIGH	4.519
0.618	4.463
0.500	4.446
0.382	4.428
LOW	4.372
0.618	4.281
1.000	4.225
1.618	4.134
2.618	3.987
4.250	3.747

Fisher Pivots for day following 31-Mar-2014
Pivot	1 day	3 day
R1	4.446	4.484
PP	4.432	4.457
S1	4.418	4.431

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