NYMEX Natural Gas Future July 2014

Trading Metrics calculated at close of trading on 16-Jun-2014

Day Change Summary
	Previous	Current
	13-Jun-2014	16-Jun-2014	Change	Change %	Previous Week
Open	4.754	4.757	0.003	0.1%	4.714
High	4.793	4.886	0.093	1.9%	4.793
Low	4.716	4.669	-0.047	-1.0%	4.504
Close	4.739	4.707	-0.032	-0.7%	4.739
Range	0.077	0.217	0.140	181.8%	0.289
ATR	0.117	0.124	0.007	6.2%	0.000
Volume	111,220	113,453	2,233	2.0%	736,757

Daily Pivots for day following 16-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	5.405	5.273	4.826
R3	5.188	5.056	4.767
R2	4.971	4.971	4.747
R1	4.839	4.839	4.727	4.797
PP	4.754	4.754	4.754	4.733
S1	4.622	4.622	4.687	4.580
S2	4.537	4.537	4.667
S3	4.320	4.405	4.647
S4	4.103	4.188	4.588

Weekly Pivots for week ending 13-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	5.546	5.431	4.898
R3	5.257	5.142	4.818
R2	4.968	4.968	4.792
R1	4.853	4.853	4.765	4.911
PP	4.679	4.679	4.679	4.707
S1	4.564	4.564	4.713	4.622
S2	4.390	4.390	4.686
S3	4.101	4.275	4.660
S4	3.812	3.986	4.580

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.886	4.504	0.382	8.1%	0.146	3.1%	53%	True	False	143,713
10	4.886	4.504	0.382	8.1%	0.118	2.5%	53%	True	False	126,939
20	4.886	4.350	0.536	11.4%	0.120	2.5%	67%	True	False	107,903
40	4.886	4.297	0.589	12.5%	0.116	2.5%	70%	True	False	73,212
60	4.886	4.293	0.593	12.6%	0.116	2.5%	70%	True	False	57,704
80	4.915	4.293	0.622	13.2%	0.121	2.6%	67%	False	False	46,274
100	4.915	4.243	0.672	14.3%	0.122	2.6%	69%	False	False	39,301
120	4.915	3.910	1.005	21.4%	0.115	2.5%	79%	False	False	33,437

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	0.034
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.808
2.618	5.454
1.618	5.237
1.000	5.103
0.618	5.020
HIGH	4.886
0.618	4.803
0.500	4.778
0.382	4.752
LOW	4.669
0.618	4.535
1.000	4.452
1.618	4.318
2.618	4.101
4.250	3.747

Fisher Pivots for day following 16-Jun-2014
Pivot	1 day	3 day
R1	4.778	4.706
PP	4.754	4.704
S1	4.731	4.703

Download as Excel Spreadsheet

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

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