NYMEX Natural Gas Future August 2014


Trading Metrics calculated at close of trading on 24-Mar-2014
Day Change Summary
Previous Current
21-Mar-2014 24-Mar-2014 Change Change % Previous Week
Open 4.426 4.370 -0.056 -1.3% 4.507
High 4.426 4.399 -0.027 -0.6% 4.576
Low 4.345 4.324 -0.021 -0.5% 4.345
Close 4.366 4.341 -0.025 -0.6% 4.366
Range 0.081 0.075 -0.006 -7.4% 0.231
ATR 0.116 0.113 -0.003 -2.5% 0.000
Volume 5,659 5,723 64 1.1% 25,784
Daily Pivots for day following 24-Mar-2014
Classic Woodie Camarilla DeMark
R4 4.580 4.535 4.382
R3 4.505 4.460 4.362
R2 4.430 4.430 4.355
R1 4.385 4.385 4.348 4.370
PP 4.355 4.355 4.355 4.347
S1 4.310 4.310 4.334 4.295
S2 4.280 4.280 4.327
S3 4.205 4.235 4.320
S4 4.130 4.160 4.300
Weekly Pivots for week ending 21-Mar-2014
Classic Woodie Camarilla DeMark
R4 5.122 4.975 4.493
R3 4.891 4.744 4.430
R2 4.660 4.660 4.408
R1 4.513 4.513 4.387 4.471
PP 4.429 4.429 4.429 4.408
S1 4.282 4.282 4.345 4.240
S2 4.198 4.198 4.324
S3 3.967 4.051 4.302
S4 3.736 3.820 4.239
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.539 4.324 0.215 5.0% 0.073 1.7% 8% False True 5,559
10 4.660 4.324 0.336 7.7% 0.086 2.0% 5% False True 6,128
20 4.700 4.324 0.376 8.7% 0.109 2.5% 5% False True 6,365
40 4.891 4.266 0.625 14.4% 0.120 2.8% 12% False False 6,102
60 4.891 3.921 0.970 22.3% 0.109 2.5% 43% False False 4,753
80 4.891 3.855 1.036 23.9% 0.096 2.2% 47% False False 4,186
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 4.718
2.618 4.595
1.618 4.520
1.000 4.474
0.618 4.445
HIGH 4.399
0.618 4.370
0.500 4.362
0.382 4.353
LOW 4.324
0.618 4.278
1.000 4.249
1.618 4.203
2.618 4.128
4.250 4.005
Fisher Pivots for day following 24-Mar-2014
Pivot 1 day 3 day
R1 4.362 4.405
PP 4.355 4.383
S1 4.348 4.362

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

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