NYMEX Natural Gas Future June 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 4.438 4.421 -0.017 -0.4% 4.476
High 4.456 4.595 0.139 3.1% 4.555
Low 4.385 4.398 0.013 0.3% 4.308
Close 4.424 4.565 0.141 3.2% 4.329
Range 0.071 0.197 0.126 177.5% 0.247
ATR 0.121 0.127 0.005 4.5% 0.000
Volume 16,596 16,091 -505 -3.0% 54,607
Daily Pivots for day following 27-Mar-2014
Classic Woodie Camarilla DeMark
R4 5.110 5.035 4.673
R3 4.913 4.838 4.619
R2 4.716 4.716 4.601
R1 4.641 4.641 4.583 4.679
PP 4.519 4.519 4.519 4.538
S1 4.444 4.444 4.547 4.482
S2 4.322 4.322 4.529
S3 4.125 4.247 4.511
S4 3.928 4.050 4.457
Weekly Pivots for week ending 21-Mar-2014
Classic Woodie Camarilla DeMark
R4 5.138 4.981 4.465
R3 4.891 4.734 4.397
R2 4.644 4.644 4.374
R1 4.487 4.487 4.352 4.442
PP 4.397 4.397 4.397 4.375
S1 4.240 4.240 4.306 4.195
S2 4.150 4.150 4.284
S3 3.903 3.993 4.261
S4 3.656 3.746 4.193
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.595 4.290 0.305 6.7% 0.118 2.6% 90% True False 13,763
10 4.595 4.290 0.305 6.7% 0.104 2.3% 90% True False 12,718
20 4.680 4.290 0.390 8.5% 0.122 2.7% 71% False False 13,985
40 4.893 4.290 0.603 13.2% 0.135 3.0% 46% False False 15,468
60 4.893 3.874 1.019 22.3% 0.127 2.8% 68% False False 13,288
80 4.893 3.874 1.019 22.3% 0.111 2.4% 68% False False 11,377
100 4.893 3.537 1.356 29.7% 0.102 2.2% 76% False False 9,722
120 4.893 3.537 1.356 29.7% 0.093 2.0% 76% False False 8,381
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 0.018
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 5.432
2.618 5.111
1.618 4.914
1.000 4.792
0.618 4.717
HIGH 4.595
0.618 4.520
0.500 4.497
0.382 4.473
LOW 4.398
0.618 4.276
1.000 4.201
1.618 4.079
2.618 3.882
4.250 3.561
Fisher Pivots for day following 27-Mar-2014
Pivot 1 day 3 day
R1 4.542 4.525
PP 4.519 4.486
S1 4.497 4.446

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

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