NYMEX Natural Gas Future June 2014


Trading Metrics calculated at close of trading on 05-Feb-2014
Day Change Summary
Previous Current
04-Feb-2014 05-Feb-2014 Change Change % Previous Week
Open 4.540 4.553 0.013 0.3% 4.311
High 4.591 4.662 0.071 1.5% 4.499
Low 4.504 4.467 -0.037 -0.8% 4.234
Close 4.590 4.500 -0.090 -2.0% 4.396
Range 0.087 0.195 0.108 124.1% 0.265
ATR 0.116 0.121 0.006 4.9% 0.000
Volume 11,846 17,822 5,976 50.4% 67,901
Daily Pivots for day following 05-Feb-2014
Classic Woodie Camarilla DeMark
R4 5.128 5.009 4.607
R3 4.933 4.814 4.554
R2 4.738 4.738 4.536
R1 4.619 4.619 4.518 4.581
PP 4.543 4.543 4.543 4.524
S1 4.424 4.424 4.482 4.386
S2 4.348 4.348 4.464
S3 4.153 4.229 4.446
S4 3.958 4.034 4.393
Weekly Pivots for week ending 31-Jan-2014
Classic Woodie Camarilla DeMark
R4 5.171 5.049 4.542
R3 4.906 4.784 4.469
R2 4.641 4.641 4.445
R1 4.519 4.519 4.420 4.580
PP 4.376 4.376 4.376 4.407
S1 4.254 4.254 4.372 4.315
S2 4.111 4.111 4.347
S3 3.846 3.989 4.323
S4 3.581 3.724 4.250
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.662 4.292 0.370 8.2% 0.142 3.2% 56% True False 13,591
10 4.662 4.212 0.450 10.0% 0.144 3.2% 64% True False 13,659
20 4.662 3.874 0.788 17.5% 0.124 2.7% 79% True False 11,223
40 4.662 3.874 0.788 17.5% 0.097 2.2% 79% True False 8,213
60 4.662 3.608 1.054 23.4% 0.086 1.9% 85% True False 6,729
80 4.662 3.537 1.125 25.0% 0.079 1.8% 86% True False 5,579
100 4.662 3.537 1.125 25.0% 0.073 1.6% 86% True False 4,814
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.041
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.491
2.618 5.173
1.618 4.978
1.000 4.857
0.618 4.783
HIGH 4.662
0.618 4.588
0.500 4.565
0.382 4.541
LOW 4.467
0.618 4.346
1.000 4.272
1.618 4.151
2.618 3.956
4.250 3.638
Fisher Pivots for day following 05-Feb-2014
Pivot 1 day 3 day
R1 4.565 4.515
PP 4.543 4.510
S1 4.522 4.505

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

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