NYMEX Natural Gas Future June 2014


Trading Metrics calculated at close of trading on 24-Jan-2014
Day Change Summary
Previous Current
23-Jan-2014 24-Jan-2014 Change Change % Previous Week
Open 4.261 4.330 0.069 1.6% 4.041
High 4.370 4.365 -0.005 -0.1% 4.370
Low 4.212 4.264 0.052 1.2% 4.041
Close 4.273 4.338 0.065 1.5% 4.338
Range 0.158 0.101 -0.057 -36.1% 0.329
ATR 0.097 0.097 0.000 0.3% 0.000
Volume 9,767 17,256 7,489 76.7% 42,563
Daily Pivots for day following 24-Jan-2014
Classic Woodie Camarilla DeMark
R4 4.625 4.583 4.394
R3 4.524 4.482 4.366
R2 4.423 4.423 4.357
R1 4.381 4.381 4.347 4.402
PP 4.322 4.322 4.322 4.333
S1 4.280 4.280 4.329 4.301
S2 4.221 4.221 4.319
S3 4.120 4.179 4.310
S4 4.019 4.078 4.282
Weekly Pivots for week ending 24-Jan-2014
Classic Woodie Camarilla DeMark
R4 5.237 5.116 4.519
R3 4.908 4.787 4.428
R2 4.579 4.579 4.398
R1 4.458 4.458 4.368 4.519
PP 4.250 4.250 4.250 4.280
S1 4.129 4.129 4.308 4.190
S2 3.921 3.921 4.278
S3 3.592 3.800 4.248
S4 3.263 3.471 4.157
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.370 4.041 0.329 7.6% 0.109 2.5% 90% False False 10,773
10 4.370 3.874 0.496 11.4% 0.099 2.3% 94% False False 9,878
20 4.370 3.874 0.496 11.4% 0.096 2.2% 94% False False 7,386
40 4.370 3.815 0.555 12.8% 0.080 1.8% 94% False False 6,546
60 4.370 3.537 0.833 19.2% 0.075 1.7% 96% False False 5,292
80 4.370 3.537 0.833 19.2% 0.068 1.6% 96% False False 4,346
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.017
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.794
2.618 4.629
1.618 4.528
1.000 4.466
0.618 4.427
HIGH 4.365
0.618 4.326
0.500 4.315
0.382 4.303
LOW 4.264
0.618 4.202
1.000 4.163
1.618 4.101
2.618 4.000
4.250 3.835
Fisher Pivots for day following 24-Jan-2014
Pivot 1 day 3 day
R1 4.330 4.319
PP 4.322 4.301
S1 4.315 4.282

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

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