NYMEX Natural Gas Future July 2014


Trading Metrics calculated at close of trading on 17-Mar-2014
Day Change Summary
Previous Current
14-Mar-2014 17-Mar-2014 Change Change % Previous Week
Open 4.420 4.513 0.093 2.1% 4.614
High 4.480 4.583 0.103 2.3% 4.708
Low 4.384 4.512 0.128 2.9% 4.384
Close 4.473 4.554 0.081 1.8% 4.473
Range 0.096 0.071 -0.025 -26.0% 0.324
ATR 0.134 0.133 -0.002 -1.3% 0.000
Volume 15,337 6,821 -8,516 -55.5% 66,009
Daily Pivots for day following 17-Mar-2014
Classic Woodie Camarilla DeMark
R4 4.763 4.729 4.593
R3 4.692 4.658 4.574
R2 4.621 4.621 4.567
R1 4.587 4.587 4.561 4.604
PP 4.550 4.550 4.550 4.558
S1 4.516 4.516 4.547 4.533
S2 4.479 4.479 4.541
S3 4.408 4.445 4.534
S4 4.337 4.374 4.515
Weekly Pivots for week ending 14-Mar-2014
Classic Woodie Camarilla DeMark
R4 5.494 5.307 4.651
R3 5.170 4.983 4.562
R2 4.846 4.846 4.532
R1 4.659 4.659 4.503 4.591
PP 4.522 4.522 4.522 4.487
S1 4.335 4.335 4.443 4.267
S2 4.198 4.198 4.414
S3 3.874 4.011 4.384
S4 3.550 3.687 4.295
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.670 4.384 0.286 6.3% 0.105 2.3% 59% False False 12,061
10 4.708 4.384 0.324 7.1% 0.114 2.5% 52% False False 12,068
20 4.915 4.384 0.531 11.7% 0.141 3.1% 32% False False 12,626
40 4.915 4.090 0.825 18.1% 0.132 2.9% 56% False False 11,369
60 4.915 3.910 1.005 22.1% 0.114 2.5% 64% False False 8,895
80 4.915 3.694 1.221 26.8% 0.100 2.2% 70% False False 7,659
100 4.915 3.581 1.334 29.3% 0.091 2.0% 73% False False 6,495
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.030
Narrowest range in 37 trading days
Fibonacci Retracements and Extensions
4.250 4.885
2.618 4.769
1.618 4.698
1.000 4.654
0.618 4.627
HIGH 4.583
0.618 4.556
0.500 4.548
0.382 4.539
LOW 4.512
0.618 4.468
1.000 4.441
1.618 4.397
2.618 4.326
4.250 4.210
Fisher Pivots for day following 17-Mar-2014
Pivot 1 day 3 day
R1 4.552 4.531
PP 4.550 4.507
S1 4.548 4.484

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

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