NYMEX Natural Gas Future July 2014


Trading Metrics calculated at close of trading on 05-Mar-2014
Day Change Summary
Previous Current
04-Mar-2014 05-Mar-2014 Change Change % Previous Week
Open 4.550 4.615 0.065 1.4% 4.817
High 4.637 4.666 0.029 0.6% 4.915
Low 4.530 4.522 -0.008 -0.2% 4.450
Close 4.634 4.539 -0.095 -2.1% 4.599
Range 0.107 0.144 0.037 34.6% 0.465
ATR 0.147 0.147 0.000 -0.1% 0.000
Volume 11,807 9,857 -1,950 -16.5% 70,580
Daily Pivots for day following 05-Mar-2014
Classic Woodie Camarilla DeMark
R4 5.008 4.917 4.618
R3 4.864 4.773 4.579
R2 4.720 4.720 4.565
R1 4.629 4.629 4.552 4.603
PP 4.576 4.576 4.576 4.562
S1 4.485 4.485 4.526 4.459
S2 4.432 4.432 4.513
S3 4.288 4.341 4.499
S4 4.144 4.197 4.460
Weekly Pivots for week ending 28-Feb-2014
Classic Woodie Camarilla DeMark
R4 6.050 5.789 4.855
R3 5.585 5.324 4.727
R2 5.120 5.120 4.684
R1 4.859 4.859 4.642 4.757
PP 4.655 4.655 4.655 4.604
S1 4.394 4.394 4.556 4.292
S2 4.190 4.190 4.514
S3 3.725 3.929 4.471
S4 3.260 3.464 4.343
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.691 4.450 0.241 5.3% 0.147 3.2% 37% False False 12,622
10 4.915 4.450 0.465 10.2% 0.170 3.8% 19% False False 12,815
20 4.915 4.440 0.475 10.5% 0.148 3.3% 21% False False 13,042
40 4.915 3.910 1.005 22.1% 0.130 2.9% 63% False False 10,045
60 4.915 3.910 1.005 22.1% 0.107 2.4% 63% False False 8,046
80 4.915 3.645 1.270 28.0% 0.095 2.1% 70% False False 6,649
100 4.915 3.581 1.334 29.4% 0.087 1.9% 72% False False 5,632
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.049
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.278
2.618 5.043
1.618 4.899
1.000 4.810
0.618 4.755
HIGH 4.666
0.618 4.611
0.500 4.594
0.382 4.577
LOW 4.522
0.618 4.433
1.000 4.378
1.618 4.289
2.618 4.145
4.250 3.910
Fisher Pivots for day following 05-Mar-2014
Pivot 1 day 3 day
R1 4.594 4.589
PP 4.576 4.572
S1 4.557 4.556

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

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