NYMEX Natural Gas Future October 2014


Trading Metrics calculated at close of trading on 06-Jun-2014
Day Change Summary
Previous Current
05-Jun-2014 06-Jun-2014 Change Change % Previous Week
Open 4.591 4.657 0.066 1.4% 4.495
High 4.663 4.690 0.027 0.6% 4.690
Low 4.544 4.633 0.089 2.0% 4.482
Close 4.645 4.666 0.021 0.5% 4.666
Range 0.119 0.057 -0.062 -52.1% 0.208
ATR 0.105 0.101 -0.003 -3.2% 0.000
Volume 20,903 30,057 9,154 43.8% 117,821
Daily Pivots for day following 06-Jun-2014
Classic Woodie Camarilla DeMark
R4 4.834 4.807 4.697
R3 4.777 4.750 4.682
R2 4.720 4.720 4.676
R1 4.693 4.693 4.671 4.707
PP 4.663 4.663 4.663 4.670
S1 4.636 4.636 4.661 4.650
S2 4.606 4.606 4.656
S3 4.549 4.579 4.650
S4 4.492 4.522 4.635
Weekly Pivots for week ending 06-Jun-2014
Classic Woodie Camarilla DeMark
R4 5.237 5.159 4.780
R3 5.029 4.951 4.723
R2 4.821 4.821 4.704
R1 4.743 4.743 4.685 4.782
PP 4.613 4.613 4.613 4.632
S1 4.535 4.535 4.647 4.574
S2 4.405 4.405 4.628
S3 4.197 4.327 4.609
S4 3.989 4.119 4.552
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.690 4.482 0.208 4.5% 0.080 1.7% 88% True False 23,564
10 4.690 4.320 0.370 7.9% 0.093 2.0% 94% True False 23,417
20 4.690 4.285 0.405 8.7% 0.103 2.2% 94% True False 22,695
40 4.850 4.285 0.565 12.1% 0.104 2.2% 67% False False 18,736
60 4.850 4.285 0.565 12.1% 0.101 2.2% 67% False False 17,142
80 4.856 4.285 0.571 12.2% 0.111 2.4% 67% False False 17,680
100 4.856 4.060 0.796 17.1% 0.113 2.4% 76% False False 17,626
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.022
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 4.932
2.618 4.839
1.618 4.782
1.000 4.747
0.618 4.725
HIGH 4.690
0.618 4.668
0.500 4.662
0.382 4.655
LOW 4.633
0.618 4.598
1.000 4.576
1.618 4.541
2.618 4.484
4.250 4.391
Fisher Pivots for day following 06-Jun-2014
Pivot 1 day 3 day
R1 4.665 4.649
PP 4.663 4.632
S1 4.662 4.615

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

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