NYMEX Natural Gas Future July 2014

Trading Metrics calculated at close of trading on 18-Jun-2014

Day Change Summary
	Previous	Current
	17-Jun-2014	18-Jun-2014	Change	Change %	Previous Week
Open	4.707	4.704	-0.003	-0.1%	4.714
High	4.739	4.773	0.034	0.7%	4.793
Low	4.672	4.646	-0.026	-0.6%	4.504
Close	4.709	4.659	-0.050	-1.1%	4.739
Range	0.067	0.127	0.060	89.6%	0.289
ATR	0.120	0.120	0.001	0.4%	0.000
Volume	77,371	84,964	7,593	9.8%	736,757

Daily Pivots for day following 18-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	5.074	4.993	4.729
R3	4.947	4.866	4.694
R2	4.820	4.820	4.682
R1	4.739	4.739	4.671	4.716
PP	4.693	4.693	4.693	4.681
S1	4.612	4.612	4.647	4.589
S2	4.566	4.566	4.636
S3	4.439	4.485	4.624
S4	4.312	4.358	4.589

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	4.520	0.366	7.9%	0.147	3.2%	38%	False	False	123,372
10	4.886	4.504	0.382	8.2%	0.123	2.6%	41%	False	False	127,518
20	4.886	4.350	0.536	11.5%	0.117	2.5%	58%	False	False	110,234
40	4.886	4.297	0.589	12.6%	0.116	2.5%	61%	False	False	75,575
60	4.886	4.293	0.593	12.7%	0.117	2.5%	62%	False	False	60,021
80	4.886	4.293	0.593	12.7%	0.117	2.5%	62%	False	False	48,074
100	4.915	4.267	0.648	13.9%	0.122	2.6%	60%	False	False	40,756
120	4.915	3.910	1.005	21.6%	0.116	2.5%	75%	False	False	34,751

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	0.036
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.313
2.618	5.105
1.618	4.978
1.000	4.900
0.618	4.851
HIGH	4.773
0.618	4.724
0.500	4.710
0.382	4.695
LOW	4.646
0.618	4.568
1.000	4.519
1.618	4.441
2.618	4.314
4.250	4.106

Fisher Pivots for day following 18-Jun-2014
Pivot	1 day	3 day
R1	4.710	4.766
PP	4.693	4.730
S1	4.676	4.695

Download as Excel Spreadsheet

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

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