NYMEX Natural Gas Future October 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	4.396	4.366	-0.030	-0.7%	4.480
High	4.412	4.393	-0.019	-0.4%	4.554
Low	4.334	4.315	-0.019	-0.4%	4.334
Close	4.355	4.333	-0.022	-0.5%	4.355
Range	0.078	0.078	0.000	0.0%	0.220
ATR	0.118	0.115	-0.003	-2.4%	0.000
Volume	15,723	13,949	-1,774	-11.3%	59,423

Daily Pivots for day following 24-Mar-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.581	4.535	4.376
R3	4.503	4.457	4.354
R2	4.425	4.425	4.347
R1	4.379	4.379	4.340	4.363
PP	4.347	4.347	4.347	4.339
S1	4.301	4.301	4.326	4.285
S2	4.269	4.269	4.319
S3	4.191	4.223	4.312
S4	4.113	4.145	4.290

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	4.517	4.315	0.202	4.7%	0.074	1.7%	9%	False	True	12,089
10	4.635	4.315	0.320	7.4%	0.084	1.9%	6%	False	True	13,540
20	4.673	4.315	0.358	8.3%	0.108	2.5%	5%	False	True	16,399
40	4.856	4.242	0.614	14.2%	0.127	2.9%	15%	False	False	18,198

Crabel Price Patterns
NR	False
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	0.012

Fibonacci Retracements and Extensions
4.250	4.725
2.618	4.597
1.618	4.519
1.000	4.471
0.618	4.441
HIGH	4.393
0.618	4.363
0.500	4.354
0.382	4.345
LOW	4.315
0.618	4.267
1.000	4.237
1.618	4.189
2.618	4.111
4.250	3.984

Fisher Pivots for day following 24-Mar-2014
Pivot	1 day	3 day
R1	4.354	4.390
PP	4.347	4.371
S1	4.340	4.352

Download as Excel Spreadsheet

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

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