NYMEX Natural Gas Future August 2014


Trading Metrics calculated at close of trading on 11-Mar-2014
Day Change Summary
Previous Current
10-Mar-2014 11-Mar-2014 Change Change % Previous Week
Open 4.608 4.636 0.028 0.6% 4.619
High 4.700 4.660 -0.040 -0.9% 4.674
Low 4.570 4.570 0.000 0.0% 4.476
Close 4.629 4.595 -0.034 -0.7% 4.615
Range 0.130 0.090 -0.040 -30.8% 0.198
ATR 0.135 0.132 -0.003 -2.4% 0.000
Volume 5,725 6,522 797 13.9% 29,210
Daily Pivots for day following 11-Mar-2014
Classic Woodie Camarilla DeMark
R4 4.878 4.827 4.645
R3 4.788 4.737 4.620
R2 4.698 4.698 4.612
R1 4.647 4.647 4.603 4.628
PP 4.608 4.608 4.608 4.599
S1 4.557 4.557 4.587 4.538
S2 4.518 4.518 4.579
S3 4.428 4.467 4.570
S4 4.338 4.377 4.546
Weekly Pivots for week ending 07-Mar-2014
Classic Woodie Camarilla DeMark
R4 5.182 5.097 4.724
R3 4.984 4.899 4.669
R2 4.786 4.786 4.651
R1 4.701 4.701 4.633 4.645
PP 4.588 4.588 4.588 4.560
S1 4.503 4.503 4.597 4.447
S2 4.390 4.390 4.579
S3 4.192 4.305 4.561
S4 3.994 4.107 4.506
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.700 4.514 0.186 4.0% 0.111 2.4% 44% False False 5,242
10 4.700 4.448 0.252 5.5% 0.126 2.7% 58% False False 6,300
20 4.891 4.448 0.443 9.6% 0.136 3.0% 33% False False 6,331
40 4.891 4.030 0.861 18.7% 0.120 2.6% 66% False False 5,335
60 4.891 3.921 0.970 21.1% 0.104 2.3% 69% False False 4,189
80 4.891 3.665 1.226 26.7% 0.093 2.0% 76% False False 3,605
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.032
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.043
2.618 4.896
1.618 4.806
1.000 4.750
0.618 4.716
HIGH 4.660
0.618 4.626
0.500 4.615
0.382 4.604
LOW 4.570
0.618 4.514
1.000 4.480
1.618 4.424
2.618 4.334
4.250 4.188
Fisher Pivots for day following 11-Mar-2014
Pivot 1 day 3 day
R1 4.615 4.635
PP 4.608 4.622
S1 4.602 4.608

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

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