NYMEX Natural Gas Future June 2014


Trading Metrics calculated at close of trading on 13-Jan-2014
Day Change Summary
Previous Current
10-Jan-2014 13-Jan-2014 Change Change % Previous Week
Open 3.909 3.964 0.055 1.4% 4.198
High 3.961 4.085 0.124 3.1% 4.263
Low 3.874 3.963 0.089 2.3% 3.874
Close 3.916 4.057 0.141 3.6% 3.916
Range 0.087 0.122 0.035 40.2% 0.389
ATR 0.086 0.092 0.006 6.9% 0.000
Volume 9,976 7,237 -2,739 -27.5% 34,582
Daily Pivots for day following 13-Jan-2014
Classic Woodie Camarilla DeMark
R4 4.401 4.351 4.124
R3 4.279 4.229 4.091
R2 4.157 4.157 4.079
R1 4.107 4.107 4.068 4.132
PP 4.035 4.035 4.035 4.048
S1 3.985 3.985 4.046 4.010
S2 3.913 3.913 4.035
S3 3.791 3.863 4.023
S4 3.669 3.741 3.990
Weekly Pivots for week ending 10-Jan-2014
Classic Woodie Camarilla DeMark
R4 5.185 4.939 4.130
R3 4.796 4.550 4.023
R2 4.407 4.407 3.987
R1 4.161 4.161 3.952 4.090
PP 4.018 4.018 4.018 3.982
S1 3.772 3.772 3.880 3.701
S2 3.629 3.629 3.845
S3 3.240 3.383 3.809
S4 2.851 2.994 3.702
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.263 3.874 0.389 9.6% 0.128 3.1% 47% False False 7,476
10 4.263 3.874 0.389 9.6% 0.101 2.5% 47% False False 6,029
20 4.263 3.874 0.389 9.6% 0.081 2.0% 47% False False 5,509
40 4.263 3.608 0.655 16.1% 0.074 1.8% 69% False False 5,013
60 4.263 3.537 0.726 17.9% 0.069 1.7% 72% False False 4,137
80 4.263 3.537 0.726 17.9% 0.064 1.6% 72% False False 3,528
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.019
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.604
2.618 4.404
1.618 4.282
1.000 4.207
0.618 4.160
HIGH 4.085
0.618 4.038
0.500 4.024
0.382 4.010
LOW 3.963
0.618 3.888
1.000 3.841
1.618 3.766
2.618 3.644
4.250 3.445
Fisher Pivots for day following 13-Jan-2014
Pivot 1 day 3 day
R1 4.046 4.031
PP 4.035 4.005
S1 4.024 3.980

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

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