NYMEX Natural Gas Future August 2014

Trading Metrics calculated at close of trading on 27-Nov-2013

Day Change Summary
	Previous	Current
	26-Nov-2013	27-Nov-2013	Change	Change %	Previous Week
Open	3.935	3.911	-0.024	-0.6%	3.831
High	3.942	3.957	0.015	0.4%	3.882
Low	3.855	3.900	0.045	1.2%	3.710
Close	3.927	3.942	0.015	0.4%	3.873
Range	0.087	0.057	-0.030	-34.5%	0.172
ATR	0.066	0.065	-0.001	-1.0%	0.000
Volume	727	3,469	2,742	377.2%	4,223

Daily Pivots for day following 27-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	4.104	4.080	3.973
R3	4.047	4.023	3.958
R2	3.990	3.990	3.952
R1	3.966	3.966	3.947	3.978
PP	3.933	3.933	3.933	3.939
S1	3.909	3.909	3.937	3.921
S2	3.876	3.876	3.932
S3	3.819	3.852	3.926
S4	3.762	3.795	3.911

Weekly Pivots for week ending 22-Nov-2013
	Classic	Woodie	Camarilla	DeMark
R4	4.338	4.277	3.968
R3	4.166	4.105	3.920
R2	3.994	3.994	3.905
R1	3.933	3.933	3.889	3.964
PP	3.822	3.822	3.822	3.837
S1	3.761	3.761	3.857	3.792
S2	3.650	3.650	3.841
S3	3.478	3.589	3.826
S4	3.306	3.417	3.778

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.957	3.791	0.166	4.2%	0.057	1.5%	91%	True	False	1,569
10	3.957	3.665	0.292	7.4%	0.060	1.5%	95%	True	False	1,147

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
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	0.013
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.199
2.618	4.106
1.618	4.049
1.000	4.014
0.618	3.992
HIGH	3.957
0.618	3.935
0.500	3.929
0.382	3.922
LOW	3.900
0.618	3.865
1.000	3.843
1.618	3.808
2.618	3.751
4.250	3.658

Fisher Pivots for day following 27-Nov-2013
Pivot	1 day	3 day
R1	3.938	3.930
PP	3.933	3.918
S1	3.929	3.906

Download as Excel Spreadsheet

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

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