NYMEX Natural Gas Future August 2014


Trading Metrics calculated at close of trading on 28-Mar-2014
Day Change Summary
Previous Current
27-Mar-2014 28-Mar-2014 Change Change % Previous Week
Open 4.459 4.594 0.135 3.0% 4.370
High 4.626 4.622 -0.004 -0.1% 4.626
Low 4.433 4.547 0.114 2.6% 4.324
Close 4.595 4.556 -0.039 -0.8% 4.556
Range 0.193 0.075 -0.118 -61.1% 0.302
ATR 0.118 0.114 -0.003 -2.6% 0.000
Volume 5,301 7,145 1,844 34.8% 28,433
Daily Pivots for day following 28-Mar-2014
Classic Woodie Camarilla DeMark
R4 4.800 4.753 4.597
R3 4.725 4.678 4.577
R2 4.650 4.650 4.570
R1 4.603 4.603 4.563 4.589
PP 4.575 4.575 4.575 4.568
S1 4.528 4.528 4.549 4.514
S2 4.500 4.500 4.542
S3 4.425 4.453 4.535
S4 4.350 4.378 4.515
Weekly Pivots for week ending 28-Mar-2014
Classic Woodie Camarilla DeMark
R4 5.408 5.284 4.722
R3 5.106 4.982 4.639
R2 4.804 4.804 4.611
R1 4.680 4.680 4.584 4.742
PP 4.502 4.502 4.502 4.533
S1 4.378 4.378 4.528 4.440
S2 4.200 4.200 4.501
S3 3.898 4.076 4.473
S4 3.596 3.774 4.390
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.626 4.324 0.302 6.6% 0.110 2.4% 77% False False 5,686
10 4.626 4.324 0.302 6.6% 0.091 2.0% 77% False False 5,421
20 4.700 4.324 0.376 8.3% 0.106 2.3% 62% False False 5,946
40 4.891 4.321 0.570 12.5% 0.119 2.6% 41% False False 6,060
60 4.891 3.921 0.970 21.3% 0.112 2.5% 65% False False 5,070
80 4.891 3.921 0.970 21.3% 0.098 2.2% 65% False False 4,380
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.941
2.618 4.818
1.618 4.743
1.000 4.697
0.618 4.668
HIGH 4.622
0.618 4.593
0.500 4.585
0.382 4.576
LOW 4.547
0.618 4.501
1.000 4.472
1.618 4.426
2.618 4.351
4.250 4.228
Fisher Pivots for day following 28-Mar-2014
Pivot 1 day 3 day
R1 4.585 4.545
PP 4.575 4.534
S1 4.566 4.523

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

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