NYMEX Natural Gas Future July 2014


Trading Metrics calculated at close of trading on 20-Mar-2014
Day Change Summary
Previous Current
19-Mar-2014 20-Mar-2014 Change Change % Previous Week
Open 4.493 4.498 0.005 0.1% 4.614
High 4.543 4.498 -0.045 -1.0% 4.708
Low 4.464 4.404 -0.060 -1.3% 4.384
Close 4.526 4.418 -0.108 -2.4% 4.473
Range 0.079 0.094 0.015 19.0% 0.324
ATR 0.125 0.125 0.000 -0.2% 0.000
Volume 9,718 9,316 -402 -4.1% 66,009
Daily Pivots for day following 20-Mar-2014
Classic Woodie Camarilla DeMark
R4 4.722 4.664 4.470
R3 4.628 4.570 4.444
R2 4.534 4.534 4.435
R1 4.476 4.476 4.427 4.458
PP 4.440 4.440 4.440 4.431
S1 4.382 4.382 4.409 4.364
S2 4.346 4.346 4.401
S3 4.252 4.288 4.392
S4 4.158 4.194 4.366
Weekly Pivots for week ending 14-Mar-2014
Classic Woodie Camarilla DeMark
R4 5.494 5.307 4.651
R3 5.170 4.983 4.562
R2 4.846 4.846 4.532
R1 4.659 4.659 4.503 4.591
PP 4.522 4.522 4.522 4.487
S1 4.335 4.335 4.443 4.267
S2 4.198 4.198 4.414
S3 3.874 4.011 4.384
S4 3.550 3.687 4.295
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.583 4.384 0.199 4.5% 0.083 1.9% 17% False False 10,130
10 4.708 4.384 0.324 7.3% 0.099 2.2% 10% False False 11,431
20 4.915 4.384 0.531 12.0% 0.134 3.0% 6% False False 11,983
40 4.915 4.243 0.672 15.2% 0.131 3.0% 26% False False 11,696
60 4.915 3.910 1.005 22.7% 0.114 2.6% 51% False False 9,169
80 4.915 3.845 1.070 24.2% 0.101 2.3% 54% False False 7,969
100 4.915 3.581 1.334 30.2% 0.092 2.1% 63% False False 6,738
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 0.023
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.898
2.618 4.744
1.618 4.650
1.000 4.592
0.618 4.556
HIGH 4.498
0.618 4.462
0.500 4.451
0.382 4.440
LOW 4.404
0.618 4.346
1.000 4.310
1.618 4.252
2.618 4.158
4.250 4.005
Fisher Pivots for day following 20-Mar-2014
Pivot 1 day 3 day
R1 4.451 4.480
PP 4.440 4.459
S1 4.429 4.439

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

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