NYMEX Natural Gas Future June 2014


Trading Metrics calculated at close of trading on 30-Jan-2014
Day Change Summary
Previous Current
29-Jan-2014 30-Jan-2014 Change Change % Previous Week
Open 4.324 4.445 0.121 2.8% 4.041
High 4.468 4.499 0.031 0.7% 4.370
Low 4.294 4.292 -0.002 0.0% 4.041
Close 4.460 4.302 -0.158 -3.5% 4.338
Range 0.174 0.207 0.033 19.0% 0.329
ATR 0.109 0.116 0.007 6.5% 0.000
Volume 8,036 13,147 5,111 63.6% 42,563
Daily Pivots for day following 30-Jan-2014
Classic Woodie Camarilla DeMark
R4 4.985 4.851 4.416
R3 4.778 4.644 4.359
R2 4.571 4.571 4.340
R1 4.437 4.437 4.321 4.401
PP 4.364 4.364 4.364 4.346
S1 4.230 4.230 4.283 4.194
S2 4.157 4.157 4.264
S3 3.950 4.023 4.245
S4 3.743 3.816 4.188
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 4.499 4.234 0.265 6.2% 0.156 3.6% 26% True False 14,402
10 4.499 4.041 0.458 10.6% 0.132 3.1% 57% True False 11,483
20 4.499 3.874 0.625 14.5% 0.116 2.7% 68% True False 9,354
40 4.499 3.874 0.625 14.5% 0.090 2.1% 68% True False 7,541
60 4.499 3.537 0.962 22.4% 0.083 1.9% 80% True False 6,073
80 4.499 3.537 0.962 22.4% 0.075 1.7% 80% True False 4,992
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 0.029
Widest range in 100 trading days
Fibonacci Retracements and Extensions
4.250 5.379
2.618 5.041
1.618 4.834
1.000 4.706
0.618 4.627
HIGH 4.499
0.618 4.420
0.500 4.396
0.382 4.371
LOW 4.292
0.618 4.164
1.000 4.085
1.618 3.957
2.618 3.750
4.250 3.412
Fisher Pivots for day following 30-Jan-2014
Pivot 1 day 3 day
R1 4.396 4.367
PP 4.364 4.345
S1 4.333 4.324

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

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