NYMEX Natural Gas Future November 2014


Trading Metrics calculated at close of trading on 11-Jun-2014
Day Change Summary
Previous Current
10-Jun-2014 11-Jun-2014 Change Change % Previous Week
Open 4.626 4.550 -0.076 -1.6% 4.571
High 4.637 4.583 -0.054 -1.2% 4.722
Low 4.536 4.533 -0.003 -0.1% 4.515
Close 4.547 4.536 -0.011 -0.2% 4.700
Range 0.101 0.050 -0.051 -50.5% 0.207
ATR 0.094 0.091 -0.003 -3.3% 0.000
Volume 13,797 17,828 4,031 29.2% 49,129
Daily Pivots for day following 11-Jun-2014
Classic Woodie Camarilla DeMark
R4 4.701 4.668 4.564
R3 4.651 4.618 4.550
R2 4.601 4.601 4.545
R1 4.568 4.568 4.541 4.560
PP 4.551 4.551 4.551 4.546
S1 4.518 4.518 4.531 4.510
S2 4.501 4.501 4.527
S3 4.451 4.468 4.522
S4 4.401 4.418 4.509
Weekly Pivots for week ending 06-Jun-2014
Classic Woodie Camarilla DeMark
R4 5.267 5.190 4.814
R3 5.060 4.983 4.757
R2 4.853 4.853 4.738
R1 4.776 4.776 4.719 4.815
PP 4.646 4.646 4.646 4.665
S1 4.569 4.569 4.681 4.608
S2 4.439 4.439 4.662
S3 4.232 4.362 4.643
S4 4.025 4.155 4.586
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.736 4.533 0.203 4.5% 0.084 1.9% 1% False True 13,829
10 4.736 4.467 0.269 5.9% 0.083 1.8% 26% False False 11,635
20 4.736 4.320 0.416 9.2% 0.091 2.0% 52% False False 9,196
40 4.880 4.320 0.560 12.3% 0.091 2.0% 39% False False 7,295
60 4.880 4.320 0.560 12.3% 0.089 2.0% 39% False False 6,268
80 4.889 4.320 0.569 12.5% 0.095 2.1% 38% False False 6,142
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 12 trading days
Fibonacci Retracements and Extensions
4.250 4.796
2.618 4.714
1.618 4.664
1.000 4.633
0.618 4.614
HIGH 4.583
0.618 4.564
0.500 4.558
0.382 4.552
LOW 4.533
0.618 4.502
1.000 4.483
1.618 4.452
2.618 4.402
4.250 4.321
Fisher Pivots for day following 11-Jun-2014
Pivot 1 day 3 day
R1 4.558 4.635
PP 4.551 4.602
S1 4.543 4.569

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

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