NYMEX Natural Gas Future July 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 4.471 4.457 -0.014 -0.3% 4.513
High 4.492 4.631 0.139 3.1% 4.583
Low 4.422 4.437 0.015 0.3% 4.345
Close 4.461 4.600 0.139 3.1% 4.367
Range 0.070 0.194 0.124 177.1% 0.238
ATR 0.117 0.123 0.005 4.7% 0.000
Volume 19,112 9,324 -9,788 -51.2% 46,801
Daily Pivots for day following 27-Mar-2014
Classic Woodie Camarilla DeMark
R4 5.138 5.063 4.707
R3 4.944 4.869 4.653
R2 4.750 4.750 4.636
R1 4.675 4.675 4.618 4.713
PP 4.556 4.556 4.556 4.575
S1 4.481 4.481 4.582 4.519
S2 4.362 4.362 4.564
S3 4.168 4.287 4.547
S4 3.974 4.093 4.493
Weekly Pivots for week ending 21-Mar-2014
Classic Woodie Camarilla DeMark
R4 5.146 4.994 4.498
R3 4.908 4.756 4.432
R2 4.670 4.670 4.411
R1 4.518 4.518 4.389 4.475
PP 4.432 4.432 4.432 4.410
S1 4.280 4.280 4.345 4.237
S2 4.194 4.194 4.323
S3 3.956 4.042 4.302
S4 3.718 3.804 4.236
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.631 4.324 0.307 6.7% 0.115 2.5% 90% True False 12,121
10 4.631 4.324 0.307 6.7% 0.099 2.2% 90% True False 11,126
20 4.708 4.324 0.384 8.3% 0.117 2.5% 72% False False 11,644
40 4.915 4.315 0.600 13.0% 0.131 2.8% 48% False False 12,013
60 4.915 3.910 1.005 21.8% 0.120 2.6% 69% False False 10,028
80 4.915 3.910 1.005 21.8% 0.104 2.3% 69% False False 8,544
100 4.915 3.581 1.334 29.0% 0.096 2.1% 76% False False 7,298
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 0.019
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 5.456
2.618 5.139
1.618 4.945
1.000 4.825
0.618 4.751
HIGH 4.631
0.618 4.557
0.500 4.534
0.382 4.511
LOW 4.437
0.618 4.317
1.000 4.243
1.618 4.123
2.618 3.929
4.250 3.613
Fisher Pivots for day following 27-Mar-2014
Pivot 1 day 3 day
R1 4.578 4.563
PP 4.556 4.526
S1 4.534 4.489

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

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