NYMEX Natural Gas Future October 2014


Trading Metrics calculated at close of trading on 12-Jun-2014
Day Change Summary
Previous Current
11-Jun-2014 12-Jun-2014 Change Change % Previous Week
Open 4.516 4.522 0.006 0.1% 4.495
High 4.549 4.744 0.195 4.3% 4.690
Low 4.493 4.512 0.019 0.4% 4.482
Close 4.495 4.736 0.241 5.4% 4.666
Range 0.056 0.232 0.176 314.3% 0.208
ATR 0.099 0.109 0.011 10.9% 0.000
Volume 31,438 26,855 -4,583 -14.6% 117,821
Daily Pivots for day following 12-Jun-2014
Classic Woodie Camarilla DeMark
R4 5.360 5.280 4.864
R3 5.128 5.048 4.800
R2 4.896 4.896 4.779
R1 4.816 4.816 4.757 4.856
PP 4.664 4.664 4.664 4.684
S1 4.584 4.584 4.715 4.624
S2 4.432 4.432 4.693
S3 4.200 4.352 4.672
S4 3.968 4.120 4.608
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 4.744 4.493 0.251 5.3% 0.110 2.3% 97% True False 28,351
10 4.744 4.431 0.313 6.6% 0.099 2.1% 97% True False 26,054
20 4.744 4.285 0.459 9.7% 0.107 2.3% 98% True False 22,594
40 4.850 4.285 0.565 11.9% 0.106 2.2% 80% False False 19,626
60 4.850 4.285 0.565 11.9% 0.104 2.2% 80% False False 17,945
80 4.856 4.285 0.571 12.1% 0.112 2.4% 79% False False 18,227
100 4.856 4.060 0.796 16.8% 0.115 2.4% 85% False False 18,165
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.021
Widest range in 76 trading days
Fibonacci Retracements and Extensions
4.250 5.730
2.618 5.351
1.618 5.119
1.000 4.976
0.618 4.887
HIGH 4.744
0.618 4.655
0.500 4.628
0.382 4.601
LOW 4.512
0.618 4.369
1.000 4.280
1.618 4.137
2.618 3.905
4.250 3.526
Fisher Pivots for day following 12-Jun-2014
Pivot 1 day 3 day
R1 4.700 4.697
PP 4.664 4.658
S1 4.628 4.619

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

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