NYMEX Natural Gas Future June 2014


Trading Metrics calculated at close of trading on 05-Nov-2013
Day Change Summary
Previous Current
04-Nov-2013 05-Nov-2013 Change Change % Previous Week
Open 3.603 3.567 -0.036 -1.0% 3.824
High 3.603 3.639 0.036 1.0% 3.824
Low 3.546 3.537 -0.009 -0.3% 3.629
Close 3.581 3.618 0.037 1.0% 3.635
Range 0.057 0.102 0.045 78.9% 0.195
ATR 0.064 0.066 0.003 4.3% 0.000
Volume 3,999 3,338 -661 -16.5% 9,267
Daily Pivots for day following 05-Nov-2013
Classic Woodie Camarilla DeMark
R4 3.904 3.863 3.674
R3 3.802 3.761 3.646
R2 3.700 3.700 3.637
R1 3.659 3.659 3.627 3.680
PP 3.598 3.598 3.598 3.608
S1 3.557 3.557 3.609 3.578
S2 3.496 3.496 3.599
S3 3.394 3.455 3.590
S4 3.292 3.353 3.562
Weekly Pivots for week ending 01-Nov-2013
Classic Woodie Camarilla DeMark
R4 4.281 4.153 3.742
R3 4.086 3.958 3.689
R2 3.891 3.891 3.671
R1 3.763 3.763 3.653 3.730
PP 3.696 3.696 3.696 3.679
S1 3.568 3.568 3.617 3.535
S2 3.501 3.501 3.599
S3 3.306 3.373 3.581
S4 3.111 3.178 3.528
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.764 3.537 0.227 6.3% 0.063 1.7% 36% False True 2,603
10 3.882 3.537 0.345 9.5% 0.059 1.6% 23% False True 2,144
20 4.041 3.537 0.504 13.9% 0.056 1.5% 16% False True 1,901
40 4.041 3.537 0.504 13.9% 0.052 1.4% 16% False True 1,757
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.009
Widest range in 42 trading days
Fibonacci Retracements and Extensions
4.250 4.073
2.618 3.906
1.618 3.804
1.000 3.741
0.618 3.702
HIGH 3.639
0.618 3.600
0.500 3.588
0.382 3.576
LOW 3.537
0.618 3.474
1.000 3.435
1.618 3.372
2.618 3.270
4.250 3.104
Fisher Pivots for day following 05-Nov-2013
Pivot 1 day 3 day
R1 3.608 3.615
PP 3.598 3.612
S1 3.588 3.609

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

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