NYMEX Natural Gas Future June 2014


Trading Metrics calculated at close of trading on 16-Jan-2014
Day Change Summary
Previous Current
15-Jan-2014 16-Jan-2014 Change Change % Previous Week
Open 4.133 4.098 -0.035 -0.8% 4.198
High 4.144 4.190 0.046 1.1% 4.263
Low 4.078 4.098 0.020 0.5% 3.874
Close 4.087 4.114 0.027 0.7% 3.916
Range 0.066 0.092 0.026 39.4% 0.389
ATR 0.089 0.090 0.001 1.1% 0.000
Volume 11,164 6,211 -4,953 -44.4% 34,582
Daily Pivots for day following 16-Jan-2014
Classic Woodie Camarilla DeMark
R4 4.410 4.354 4.165
R3 4.318 4.262 4.139
R2 4.226 4.226 4.131
R1 4.170 4.170 4.122 4.198
PP 4.134 4.134 4.134 4.148
S1 4.078 4.078 4.106 4.106
S2 4.042 4.042 4.097
S3 3.950 3.986 4.089
S4 3.858 3.894 4.063
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 4.190 3.874 0.316 7.7% 0.088 2.1% 76% True False 8,982
10 4.263 3.874 0.389 9.5% 0.103 2.5% 62% False False 7,403
20 4.263 3.874 0.389 9.5% 0.083 2.0% 62% False False 5,917
40 4.263 3.656 0.607 14.8% 0.074 1.8% 75% False False 5,550
60 4.263 3.537 0.726 17.6% 0.070 1.7% 79% False False 4,519
80 4.263 3.537 0.726 17.6% 0.065 1.6% 79% False False 3,765
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 0.020
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.581
2.618 4.431
1.618 4.339
1.000 4.282
0.618 4.247
HIGH 4.190
0.618 4.155
0.500 4.144
0.382 4.133
LOW 4.098
0.618 4.041
1.000 4.006
1.618 3.949
2.618 3.857
4.250 3.707
Fisher Pivots for day following 16-Jan-2014
Pivot 1 day 3 day
R1 4.144 4.124
PP 4.134 4.121
S1 4.124 4.117

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

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