NYMEX Natural Gas Future July 2014


Trading Metrics calculated at close of trading on 12-Mar-2014
Day Change Summary
Previous Current
11-Mar-2014 12-Mar-2014 Change Change % Previous Week
Open 4.645 4.589 -0.056 -1.2% 4.638
High 4.670 4.629 -0.041 -0.9% 4.691
Low 4.576 4.478 -0.098 -2.1% 4.486
Close 4.602 4.508 -0.094 -2.0% 4.622
Range 0.094 0.151 0.057 60.6% 0.205
ATR 0.138 0.139 0.001 0.7% 0.000
Volume 13,012 9,678 -3,334 -25.6% 58,521
Daily Pivots for day following 12-Mar-2014
Classic Woodie Camarilla DeMark
R4 4.991 4.901 4.591
R3 4.840 4.750 4.550
R2 4.689 4.689 4.536
R1 4.599 4.599 4.522 4.569
PP 4.538 4.538 4.538 4.523
S1 4.448 4.448 4.494 4.418
S2 4.387 4.387 4.480
S3 4.236 4.297 4.466
S4 4.085 4.146 4.425
Weekly Pivots for week ending 07-Mar-2014
Classic Woodie Camarilla DeMark
R4 5.215 5.123 4.735
R3 5.010 4.918 4.678
R2 4.805 4.805 4.660
R1 4.713 4.713 4.641 4.657
PP 4.600 4.600 4.600 4.571
S1 4.508 4.508 4.603 4.452
S2 4.395 4.395 4.584
S3 4.190 4.303 4.566
S4 3.985 4.098 4.509
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.708 4.478 0.230 5.1% 0.122 2.7% 13% False True 12,280
10 4.708 4.450 0.258 5.7% 0.135 3.0% 22% False False 12,451
20 4.915 4.450 0.465 10.3% 0.144 3.2% 12% False False 13,244
40 4.915 4.083 0.832 18.5% 0.130 2.9% 51% False False 10,881
60 4.915 3.910 1.005 22.3% 0.112 2.5% 60% False False 8,493
80 4.915 3.652 1.263 28.0% 0.099 2.2% 68% False False 7,252
100 4.915 3.581 1.334 29.6% 0.090 2.0% 69% False False 6,163
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.039
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.271
2.618 5.024
1.618 4.873
1.000 4.780
0.618 4.722
HIGH 4.629
0.618 4.571
0.500 4.554
0.382 4.536
LOW 4.478
0.618 4.385
1.000 4.327
1.618 4.234
2.618 4.083
4.250 3.836
Fisher Pivots for day following 12-Mar-2014
Pivot 1 day 3 day
R1 4.554 4.593
PP 4.538 4.565
S1 4.523 4.536

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

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