NYMEX Natural Gas Future October 2014


Trading Metrics calculated at close of trading on 21-Mar-2014
Day Change Summary
Previous Current
20-Mar-2014 21-Mar-2014 Change Change % Previous Week
Open 4.450 4.396 -0.054 -1.2% 4.480
High 4.465 4.412 -0.053 -1.2% 4.554
Low 4.383 4.334 -0.049 -1.1% 4.334
Close 4.402 4.355 -0.047 -1.1% 4.355
Range 0.082 0.078 -0.004 -4.9% 0.220
ATR 0.121 0.118 -0.003 -2.5% 0.000
Volume 8,288 15,723 7,435 89.7% 59,423
Daily Pivots for day following 21-Mar-2014
Classic Woodie Camarilla DeMark
R4 4.601 4.556 4.398
R3 4.523 4.478 4.376
R2 4.445 4.445 4.369
R1 4.400 4.400 4.362 4.384
PP 4.367 4.367 4.367 4.359
S1 4.322 4.322 4.348 4.306
S2 4.289 4.289 4.341
S3 4.211 4.244 4.334
S4 4.133 4.166 4.312
Weekly Pivots for week ending 21-Mar-2014
Classic Woodie Camarilla DeMark
R4 5.074 4.935 4.476
R3 4.854 4.715 4.416
R2 4.634 4.634 4.395
R1 4.495 4.495 4.375 4.455
PP 4.414 4.414 4.414 4.394
S1 4.275 4.275 4.335 4.235
S2 4.194 4.194 4.315
S3 3.974 4.055 4.295
S4 3.754 3.835 4.234
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.554 4.334 0.220 5.1% 0.073 1.7% 10% False True 11,884
10 4.673 4.334 0.339 7.8% 0.090 2.1% 6% False True 13,453
20 4.856 4.334 0.522 12.0% 0.121 2.8% 4% False True 16,578
40 4.856 4.242 0.614 14.1% 0.127 2.9% 18% False False 18,358
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.011
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.744
2.618 4.616
1.618 4.538
1.000 4.490
0.618 4.460
HIGH 4.412
0.618 4.382
0.500 4.373
0.382 4.364
LOW 4.334
0.618 4.286
1.000 4.256
1.618 4.208
2.618 4.130
4.250 4.003
Fisher Pivots for day following 21-Mar-2014
Pivot 1 day 3 day
R1 4.373 4.426
PP 4.367 4.402
S1 4.361 4.379

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

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