NYMEX Natural Gas Future July 2014


Trading Metrics calculated at close of trading on 11-Mar-2014
Day Change Summary
Previous Current
10-Mar-2014 11-Mar-2014 Change Change % Previous Week
Open 4.614 4.645 0.031 0.7% 4.638
High 4.708 4.670 -0.038 -0.8% 4.691
Low 4.574 4.576 0.002 0.0% 4.486
Close 4.636 4.602 -0.034 -0.7% 4.622
Range 0.134 0.094 -0.040 -29.9% 0.205
ATR 0.142 0.138 -0.003 -2.4% 0.000
Volume 12,522 13,012 490 3.9% 58,521
Daily Pivots for day following 11-Mar-2014
Classic Woodie Camarilla DeMark
R4 4.898 4.844 4.654
R3 4.804 4.750 4.628
R2 4.710 4.710 4.619
R1 4.656 4.656 4.611 4.636
PP 4.616 4.616 4.616 4.606
S1 4.562 4.562 4.593 4.542
S2 4.522 4.522 4.585
S3 4.428 4.468 4.576
S4 4.334 4.374 4.550
Weekly Pivots for week ending 07-Mar-2014
Classic Woodie Camarilla DeMark
R4 5.215 5.123 4.735
R3 5.010 4.918 4.678
R2 4.805 4.805 4.660
R1 4.713 4.713 4.641 4.657
PP 4.600 4.600 4.600 4.571
S1 4.508 4.508 4.603 4.452
S2 4.395 4.395 4.584
S3 4.190 4.303 4.566
S4 3.985 4.098 4.509
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.708 4.522 0.186 4.0% 0.121 2.6% 43% False False 12,316
10 4.708 4.450 0.258 5.6% 0.133 2.9% 59% False False 12,997
20 4.915 4.450 0.465 10.1% 0.146 3.2% 33% False False 13,295
40 4.915 3.998 0.917 19.9% 0.129 2.8% 66% False False 10,800
60 4.915 3.910 1.005 21.8% 0.111 2.4% 69% False False 8,427
80 4.915 3.652 1.263 27.4% 0.098 2.1% 75% False False 7,163
100 4.915 3.581 1.334 29.0% 0.090 1.9% 77% False False 6,081
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.037
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.070
2.618 4.916
1.618 4.822
1.000 4.764
0.618 4.728
HIGH 4.670
0.618 4.634
0.500 4.623
0.382 4.612
LOW 4.576
0.618 4.518
1.000 4.482
1.618 4.424
2.618 4.330
4.250 4.177
Fisher Pivots for day following 11-Mar-2014
Pivot 1 day 3 day
R1 4.623 4.641
PP 4.616 4.628
S1 4.609 4.615

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

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