NYMEX Natural Gas Future June 2014


Trading Metrics calculated at close of trading on 27-Nov-2013
Day Change Summary
Previous Current
26-Nov-2013 27-Nov-2013 Change Change % Previous Week
Open 3.899 3.882 -0.017 -0.4% 3.780
High 3.899 3.913 0.014 0.4% 3.837
Low 3.815 3.856 0.041 1.1% 3.656
Close 3.881 3.896 0.015 0.4% 3.825
Range 0.084 0.057 -0.027 -32.1% 0.181
ATR 0.071 0.070 -0.001 -1.4% 0.000
Volume 2,595 5,066 2,471 95.2% 10,507
Daily Pivots for day following 27-Nov-2013
Classic Woodie Camarilla DeMark
R4 4.059 4.035 3.927
R3 4.002 3.978 3.912
R2 3.945 3.945 3.906
R1 3.921 3.921 3.901 3.933
PP 3.888 3.888 3.888 3.895
S1 3.864 3.864 3.891 3.876
S2 3.831 3.831 3.886
S3 3.774 3.807 3.880
S4 3.717 3.750 3.865
Weekly Pivots for week ending 22-Nov-2013
Classic Woodie Camarilla DeMark
R4 4.316 4.251 3.925
R3 4.135 4.070 3.875
R2 3.954 3.954 3.858
R1 3.889 3.889 3.842 3.922
PP 3.773 3.773 3.773 3.789
S1 3.708 3.708 3.808 3.741
S2 3.592 3.592 3.792
S3 3.411 3.527 3.775
S4 3.230 3.346 3.725
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.913 3.742 0.171 4.4% 0.065 1.7% 90% True False 3,740
10 3.913 3.608 0.305 7.8% 0.070 1.8% 94% True False 2,789
20 3.913 3.537 0.376 9.7% 0.068 1.8% 95% True False 2,960
40 4.041 3.537 0.504 12.9% 0.058 1.5% 71% False False 2,297
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.014
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.155
2.618 4.062
1.618 4.005
1.000 3.970
0.618 3.948
HIGH 3.913
0.618 3.891
0.500 3.885
0.382 3.878
LOW 3.856
0.618 3.821
1.000 3.799
1.618 3.764
2.618 3.707
4.250 3.614
Fisher Pivots for day following 27-Nov-2013
Pivot 1 day 3 day
R1 3.892 3.885
PP 3.888 3.875
S1 3.885 3.864

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

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