NYMEX Natural Gas Future December 2014

Trading Metrics calculated at close of trading on 22-Jul-2014

Day Change Summary
	Previous	Current
	21-Jul-2014	22-Jul-2014	Change	Change %	Previous Week
Open	4.053	4.000	-0.053	-1.3%	4.256
High	4.053	4.007	-0.046	-1.1%	4.280
Low	3.982	3.916	-0.066	-1.7%	4.071
Close	4.000	3.929	-0.071	-1.8%	4.086
Range	0.071	0.091	0.020	28.2%	0.209
ATR	0.089	0.089	0.000	0.2%	0.000
Volume	8,360	14,642	6,282	75.1%	63,771

Daily Pivots for day following 22-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.224	4.167	3.979
R3	4.133	4.076	3.954
R2	4.042	4.042	3.946
R1	3.985	3.985	3.937	3.968
PP	3.951	3.951	3.951	3.942
S1	3.894	3.894	3.921	3.877
S2	3.860	3.860	3.912
S3	3.769	3.803	3.904
S4	3.678	3.712	3.879

Weekly Pivots for week ending 18-Jul-2014
	Classic	Woodie	Camarilla	DeMark
R4	4.773	4.638	4.201
R3	4.564	4.429	4.143
R2	4.355	4.355	4.124
R1	4.220	4.220	4.105	4.183
PP	4.146	4.146	4.146	4.127
S1	4.011	4.011	4.067	3.974
S2	3.937	3.937	4.048
S3	3.728	3.802	4.029
S4	3.519	3.593	3.971

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.255	3.916	0.339	8.6%	0.076	1.9%	4%	False	True	12,311
10	4.327	3.916	0.411	10.5%	0.069	1.8%	3%	False	True	11,869
20	4.672	3.916	0.756	19.2%	0.084	2.1%	2%	False	True	9,781
40	4.985	3.916	1.069	27.2%	0.091	2.3%	1%	False	True	7,617
60	4.988	3.916	1.072	27.3%	0.092	2.3%	1%	False	True	6,831
80	4.988	3.916	1.072	27.3%	0.092	2.3%	1%	False	True	6,486

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	0.011
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4.394
2.618	4.245
1.618	4.154
1.000	4.098
0.618	4.063
HIGH	4.007
0.618	3.972
0.500	3.962
0.382	3.951
LOW	3.916
0.618	3.860
1.000	3.825
1.618	3.769
2.618	3.678
4.250	3.529

Fisher Pivots for day following 22-Jul-2014
Pivot	1 day	3 day
R1	3.962	4.011
PP	3.951	3.984
S1	3.940	3.956

Download as Excel Spreadsheet

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

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