NYMEX Natural Gas Future June 2014


Trading Metrics calculated at close of trading on 29-Nov-2013
Day Change Summary
Previous Current
27-Nov-2013 29-Nov-2013 Change Change % Previous Week
Open 3.882 3.899 0.017 0.4% 3.886
High 3.913 3.942 0.029 0.7% 3.942
Low 3.856 3.886 0.030 0.8% 3.815
Close 3.896 3.940 0.044 1.1% 3.940
Range 0.057 0.056 -0.001 -1.8% 0.127
ATR 0.070 0.069 -0.001 -1.4% 0.000
Volume 5,066 4,371 -695 -13.7% 17,260
Daily Pivots for day following 29-Nov-2013
Classic Woodie Camarilla DeMark
R4 4.091 4.071 3.971
R3 4.035 4.015 3.955
R2 3.979 3.979 3.950
R1 3.959 3.959 3.945 3.969
PP 3.923 3.923 3.923 3.928
S1 3.903 3.903 3.935 3.913
S2 3.867 3.867 3.930
S3 3.811 3.847 3.925
S4 3.755 3.791 3.909
Weekly Pivots for week ending 29-Nov-2013
Classic Woodie Camarilla DeMark
R4 4.280 4.237 4.010
R3 4.153 4.110 3.975
R2 4.026 4.026 3.963
R1 3.983 3.983 3.952 4.005
PP 3.899 3.899 3.899 3.910
S1 3.856 3.856 3.928 3.878
S2 3.772 3.772 3.917
S3 3.645 3.729 3.905
S4 3.518 3.602 3.870
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.942 3.785 0.157 4.0% 0.064 1.6% 99% True False 3,997
10 3.942 3.656 0.286 7.3% 0.065 1.6% 99% True False 3,033
20 3.942 3.537 0.405 10.3% 0.067 1.7% 100% True False 3,104
40 4.041 3.537 0.504 12.8% 0.059 1.5% 80% False False 2,388
Crabel Price Patterns
NR True
NR4 True
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 0.011
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.180
2.618 4.089
1.618 4.033
1.000 3.998
0.618 3.977
HIGH 3.942
0.618 3.921
0.500 3.914
0.382 3.907
LOW 3.886
0.618 3.851
1.000 3.830
1.618 3.795
2.618 3.739
4.250 3.648
Fisher Pivots for day following 29-Nov-2013
Pivot 1 day 3 day
R1 3.931 3.920
PP 3.923 3.899
S1 3.914 3.879

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

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