NYMEX Natural Gas Future September 2014

Trading Metrics calculated at close of trading on 23-Jun-2014

Day Change Summary
	Previous	Current
	20-Jun-2014	23-Jun-2014	Change	Change %	Previous Week
Open	4.572	4.526	-0.046	-1.0%	4.780
High	4.614	4.568	-0.046	-1.0%	4.874
Low	4.528	4.446	-0.082	-1.8%	4.528
Close	4.539	4.457	-0.082	-1.8%	4.539
Range	0.086	0.122	0.036	41.9%	0.346
ATR	0.111	0.112	0.001	0.7%	0.000
Volume	31,639	20,963	-10,676	-33.7%	117,217

Daily Pivots for day following 23-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.856	4.779	4.524
R3	4.734	4.657	4.491
R2	4.612	4.612	4.479
R1	4.535	4.535	4.468	4.513
PP	4.490	4.490	4.490	4.479
S1	4.413	4.413	4.446	4.391
S2	4.368	4.368	4.435
S3	4.246	4.291	4.423
S4	4.124	4.169	4.390

Weekly Pivots for week ending 20-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	5.685	5.458	4.729
R3	5.339	5.112	4.634
R2	4.993	4.993	4.602
R1	4.766	4.766	4.571	4.707
PP	4.647	4.647	4.647	4.617
S1	4.420	4.420	4.507	4.361
S2	4.301	4.301	4.476
S3	3.955	4.074	4.444
S4	3.609	3.728	4.349

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.764	4.446	0.318	7.1%	0.102	2.3%	3%	False	True	21,558
10	4.874	4.446	0.428	9.6%	0.120	2.7%	3%	False	True	35,844
20	4.874	4.323	0.551	12.4%	0.110	2.5%	24%	False	False	28,244
40	4.874	4.264	0.610	13.7%	0.108	2.4%	32%	False	False	20,364
60	4.874	4.264	0.610	13.7%	0.105	2.4%	32%	False	False	16,849
80	4.874	4.264	0.610	13.7%	0.104	2.3%	32%	False	False	13,922
100	4.874	4.264	0.610	13.7%	0.110	2.5%	32%	False	False	12,220
120	4.874	3.923	0.951	21.3%	0.107	2.4%	56%	False	False	10,667

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.038
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.087
2.618	4.887
1.618	4.765
1.000	4.690
0.618	4.643
HIGH	4.568
0.618	4.521
0.500	4.507
0.382	4.493
LOW	4.446
0.618	4.371
1.000	4.324
1.618	4.249
2.618	4.127
4.250	3.928

Fisher Pivots for day following 23-Jun-2014
Pivot	1 day	3 day
R1	4.507	4.571
PP	4.490	4.533
S1	4.474	4.495

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols