NYMEX Natural Gas Future July 2014

Trading Metrics calculated at close of trading on 22-Oct-2013

Day Change Summary
	Previous	Current
	21-Oct-2013	22-Oct-2013	Change	Change %	Previous Week
Open	4.009	3.875	-0.134	-3.3%	4.049
High	4.009	3.885	-0.124	-3.1%	4.066
Low	3.897	3.825	-0.072	-1.8%	3.930
Close	3.898	3.835	-0.063	-1.6%	3.982
Range	0.112	0.060	-0.052	-46.4%	0.136
ATR
Volume	1,764	872	-892	-50.6%	7,615

Daily Pivots for day following 22-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	4.028	3.992	3.868
R3	3.968	3.932	3.852
R2	3.908	3.908	3.846
R1	3.872	3.872	3.841	3.860
PP	3.848	3.848	3.848	3.843
S1	3.812	3.812	3.830	3.800
S2	3.788	3.788	3.824
S3	3.728	3.752	3.819
S4	3.668	3.692	3.802

Weekly Pivots for week ending 18-Oct-2013
	Classic	Woodie	Camarilla	DeMark
R4	4.401	4.327	4.057
R3	4.265	4.191	4.019
R2	4.129	4.129	4.007
R1	4.055	4.055	3.994	4.024
PP	3.993	3.993	3.993	3.977
S1	3.919	3.919	3.970	3.888
S2	3.857	3.857	3.957
S3	3.721	3.783	3.945
S4	3.585	3.647	3.907

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.052	3.825	0.227	5.9%	0.068	1.8%	4%	False	True	1,348
10	4.066	3.825	0.241	6.3%	0.053	1.4%	4%	False	True	1,561

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.005
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4.140
2.618	4.042
1.618	3.982
1.000	3.945
0.618	3.922
HIGH	3.885
0.618	3.862
0.500	3.855
0.382	3.848
LOW	3.825
0.618	3.788
1.000	3.765
1.618	3.728
2.618	3.668
4.250	3.570

Fisher Pivots for day following 22-Oct-2013
Pivot	1 day	3 day
R1	3.855	3.917
PP	3.848	3.890
S1	3.842	3.862

Download as Excel Spreadsheet

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

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