NYMEX Natural Gas Future June 2014


Trading Metrics calculated at close of trading on 11-Dec-2013
Day Change Summary
Previous Current
10-Dec-2013 11-Dec-2013 Change Change % Previous Week
Open 4.148 4.164 0.016 0.4% 3.905
High 4.180 4.193 0.013 0.3% 4.091
Low 4.123 4.103 -0.020 -0.5% 3.889
Close 4.153 4.180 0.027 0.7% 4.067
Range 0.057 0.090 0.033 57.9% 0.202
ATR 0.067 0.069 0.002 2.4% 0.000
Volume 6,661 5,017 -1,644 -24.7% 30,847
Daily Pivots for day following 11-Dec-2013
Classic Woodie Camarilla DeMark
R4 4.429 4.394 4.230
R3 4.339 4.304 4.205
R2 4.249 4.249 4.197
R1 4.214 4.214 4.188 4.232
PP 4.159 4.159 4.159 4.167
S1 4.124 4.124 4.172 4.142
S2 4.069 4.069 4.164
S3 3.979 4.034 4.155
S4 3.889 3.944 4.131
Weekly Pivots for week ending 06-Dec-2013
Classic Woodie Camarilla DeMark
R4 4.622 4.546 4.178
R3 4.420 4.344 4.123
R2 4.218 4.218 4.104
R1 4.142 4.142 4.086 4.180
PP 4.016 4.016 4.016 4.035
S1 3.940 3.940 4.048 3.978
S2 3.814 3.814 4.030
S3 3.612 3.738 4.011
S4 3.410 3.536 3.956
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.193 3.966 0.227 5.4% 0.069 1.6% 94% True False 7,654
10 4.193 3.856 0.337 8.1% 0.061 1.5% 96% True False 6,043
20 4.193 3.608 0.585 14.0% 0.066 1.6% 98% True False 4,302
40 4.193 3.537 0.656 15.7% 0.063 1.5% 98% True False 3,324
60 4.193 3.537 0.656 15.7% 0.057 1.4% 98% True False 2,785
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 0.015
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 4.576
2.618 4.429
1.618 4.339
1.000 4.283
0.618 4.249
HIGH 4.193
0.618 4.159
0.500 4.148
0.382 4.137
LOW 4.103
0.618 4.047
1.000 4.013
1.618 3.957
2.618 3.867
4.250 3.721
Fisher Pivots for day following 11-Dec-2013
Pivot 1 day 3 day
R1 4.169 4.168
PP 4.159 4.156
S1 4.148 4.145

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

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