NYMEX Natural Gas Future June 2014


Trading Metrics calculated at close of trading on 21-Jan-2014
Day Change Summary
Previous Current
17-Jan-2014 21-Jan-2014 Change Change % Previous Week
Open 4.112 4.041 -0.071 -1.7% 3.964
High 4.117 4.203 0.086 2.1% 4.190
Low 4.074 4.041 -0.033 -0.8% 3.963
Close 4.090 4.187 0.097 2.4% 4.090
Range 0.043 0.162 0.119 276.7% 0.227
ATR 0.087 0.092 0.005 6.2% 0.000
Volume 11,304 8,143 -3,161 -28.0% 46,242
Daily Pivots for day following 21-Jan-2014
Classic Woodie Camarilla DeMark
R4 4.630 4.570 4.276
R3 4.468 4.408 4.232
R2 4.306 4.306 4.217
R1 4.246 4.246 4.202 4.276
PP 4.144 4.144 4.144 4.159
S1 4.084 4.084 4.172 4.114
S2 3.982 3.982 4.157
S3 3.820 3.922 4.142
S4 3.658 3.760 4.098
Weekly Pivots for week ending 17-Jan-2014
Classic Woodie Camarilla DeMark
R4 4.762 4.653 4.215
R3 4.535 4.426 4.152
R2 4.308 4.308 4.132
R1 4.199 4.199 4.111 4.254
PP 4.081 4.081 4.081 4.108
S1 3.972 3.972 4.069 4.027
S2 3.854 3.854 4.048
S3 3.627 3.745 4.028
S4 3.400 3.518 3.965
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.203 4.041 0.162 3.9% 0.087 2.1% 90% True True 9,429
10 4.263 3.874 0.389 9.3% 0.107 2.6% 80% False False 8,452
20 4.263 3.874 0.389 9.3% 0.086 2.1% 80% False False 6,506
40 4.263 3.742 0.521 12.4% 0.076 1.8% 85% False False 5,962
60 4.263 3.537 0.726 17.3% 0.072 1.7% 90% False False 4,780
80 4.263 3.537 0.726 17.3% 0.066 1.6% 90% False False 3,976
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 0.016
Widest range in 93 trading days
Fibonacci Retracements and Extensions
4.250 4.892
2.618 4.627
1.618 4.465
1.000 4.365
0.618 4.303
HIGH 4.203
0.618 4.141
0.500 4.122
0.382 4.103
LOW 4.041
0.618 3.941
1.000 3.879
1.618 3.779
2.618 3.617
4.250 3.353
Fisher Pivots for day following 21-Jan-2014
Pivot 1 day 3 day
R1 4.165 4.165
PP 4.144 4.144
S1 4.122 4.122

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

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