NYMEX Natural Gas Future October 2014


Trading Metrics calculated at close of trading on 27-Mar-2014
Day Change Summary
Previous Current
26-Mar-2014 27-Mar-2014 Change Change % Previous Week
Open 4.427 4.449 0.022 0.5% 4.480
High 4.474 4.608 0.134 3.0% 4.554
Low 4.410 4.430 0.020 0.5% 4.334
Close 4.447 4.579 0.132 3.0% 4.355
Range 0.064 0.178 0.114 178.1% 0.220
ATR 0.113 0.117 0.005 4.1% 0.000
Volume 13,364 12,579 -785 -5.9% 59,423
Daily Pivots for day following 27-Mar-2014
Classic Woodie Camarilla DeMark
R4 5.073 5.004 4.677
R3 4.895 4.826 4.628
R2 4.717 4.717 4.612
R1 4.648 4.648 4.595 4.683
PP 4.539 4.539 4.539 4.556
S1 4.470 4.470 4.563 4.505
S2 4.361 4.361 4.546
S3 4.183 4.292 4.530
S4 4.005 4.114 4.481
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 4.608 4.315 0.293 6.4% 0.105 2.3% 90% True False 13,159
10 4.608 4.315 0.293 6.4% 0.089 2.0% 90% True False 12,677
20 4.673 4.315 0.358 7.8% 0.107 2.3% 74% False False 14,902
40 4.856 4.305 0.551 12.0% 0.125 2.7% 50% False False 17,606
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.014
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 5.365
2.618 5.074
1.618 4.896
1.000 4.786
0.618 4.718
HIGH 4.608
0.618 4.540
0.500 4.519
0.382 4.498
LOW 4.430
0.618 4.320
1.000 4.252
1.618 4.142
2.618 3.964
4.250 3.674
Fisher Pivots for day following 27-Mar-2014
Pivot 1 day 3 day
R1 4.559 4.544
PP 4.539 4.509
S1 4.519 4.474

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

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