NYMEX Natural Gas Future September 2014


Trading Metrics calculated at close of trading on 03-Apr-2014
Day Change Summary
Previous Current
02-Apr-2014 03-Apr-2014 Change Change % Previous Week
Open 4.300 4.395 0.095 2.2% 4.364
High 4.426 4.521 0.095 2.1% 4.594
Low 4.280 4.368 0.088 2.1% 4.307
Close 4.412 4.513 0.101 2.3% 4.531
Range 0.146 0.153 0.007 4.8% 0.287
ATR 0.115 0.117 0.003 2.4% 0.000
Volume 9,583 5,186 -4,397 -45.9% 26,412
Daily Pivots for day following 03-Apr-2014
Classic Woodie Camarilla DeMark
R4 4.926 4.873 4.597
R3 4.773 4.720 4.555
R2 4.620 4.620 4.541
R1 4.567 4.567 4.527 4.594
PP 4.467 4.467 4.467 4.481
S1 4.414 4.414 4.499 4.441
S2 4.314 4.314 4.485
S3 4.161 4.261 4.471
S4 4.008 4.108 4.429
Weekly Pivots for week ending 28-Mar-2014
Classic Woodie Camarilla DeMark
R4 5.338 5.222 4.689
R3 5.051 4.935 4.610
R2 4.764 4.764 4.584
R1 4.648 4.648 4.557 4.706
PP 4.477 4.477 4.477 4.507
S1 4.361 4.361 4.505 4.419
S2 4.190 4.190 4.478
S3 3.903 4.074 4.452
S4 3.616 3.787 4.373
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.594 4.280 0.314 7.0% 0.122 2.7% 74% False False 6,481
10 4.594 4.280 0.314 7.0% 0.109 2.4% 74% False False 5,635
20 4.661 4.280 0.381 8.4% 0.098 2.2% 61% False False 5,606
40 4.843 4.280 0.563 12.5% 0.117 2.6% 41% False False 5,493
60 4.843 3.923 0.920 20.4% 0.112 2.5% 64% False False 4,935
80 4.843 3.923 0.920 20.4% 0.099 2.2% 64% False False 4,271
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.017
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.171
2.618 4.922
1.618 4.769
1.000 4.674
0.618 4.616
HIGH 4.521
0.618 4.463
0.500 4.445
0.382 4.426
LOW 4.368
0.618 4.273
1.000 4.215
1.618 4.120
2.618 3.967
4.250 3.718
Fisher Pivots for day following 03-Apr-2014
Pivot 1 day 3 day
R1 4.490 4.476
PP 4.467 4.438
S1 4.445 4.401

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

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