NYMEX Natural Gas Future June 2014


Trading Metrics calculated at close of trading on 27-Jan-2014
Day Change Summary
Previous Current
24-Jan-2014 27-Jan-2014 Change Change % Previous Week
Open 4.330 4.311 -0.019 -0.4% 4.041
High 4.365 4.439 0.074 1.7% 4.370
Low 4.264 4.243 -0.021 -0.5% 4.041
Close 4.338 4.251 -0.087 -2.0% 4.338
Range 0.101 0.196 0.095 94.1% 0.329
ATR 0.097 0.104 0.007 7.3% 0.000
Volume 17,256 18,921 1,665 9.6% 42,563
Daily Pivots for day following 27-Jan-2014
Classic Woodie Camarilla DeMark
R4 4.899 4.771 4.359
R3 4.703 4.575 4.305
R2 4.507 4.507 4.287
R1 4.379 4.379 4.269 4.345
PP 4.311 4.311 4.311 4.294
S1 4.183 4.183 4.233 4.149
S2 4.115 4.115 4.215
S3 3.919 3.987 4.197
S4 3.723 3.791 4.143
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 4.439 4.041 0.398 9.4% 0.140 3.3% 53% True False 12,296
10 4.439 3.963 0.476 11.2% 0.110 2.6% 61% True False 10,772
20 4.439 3.874 0.565 13.3% 0.102 2.4% 67% True False 8,210
40 4.439 3.856 0.583 13.7% 0.082 1.9% 68% True False 6,954
60 4.439 3.537 0.902 21.2% 0.077 1.8% 79% True False 5,570
80 4.439 3.537 0.902 21.2% 0.071 1.7% 79% True False 4,574
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 0.020
Widest range in 97 trading days
Fibonacci Retracements and Extensions
4.250 5.272
2.618 4.952
1.618 4.756
1.000 4.635
0.618 4.560
HIGH 4.439
0.618 4.364
0.500 4.341
0.382 4.318
LOW 4.243
0.618 4.122
1.000 4.047
1.618 3.926
2.618 3.730
4.250 3.410
Fisher Pivots for day following 27-Jan-2014
Pivot 1 day 3 day
R1 4.341 4.326
PP 4.311 4.301
S1 4.281 4.276

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

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