NYMEX Natural Gas Future November 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 4.550 4.557 0.007 0.2% 4.571
High 4.583 4.776 0.193 4.2% 4.722
Low 4.533 4.557 0.024 0.5% 4.515
Close 4.536 4.770 0.234 5.2% 4.700
Range 0.050 0.219 0.169 338.0% 0.207
ATR 0.091 0.101 0.011 11.8% 0.000
Volume 17,828 12,332 -5,496 -30.8% 49,129
Daily Pivots for day following 12-Jun-2014
Classic Woodie Camarilla DeMark
R4 5.358 5.283 4.890
R3 5.139 5.064 4.830
R2 4.920 4.920 4.810
R1 4.845 4.845 4.790 4.883
PP 4.701 4.701 4.701 4.720
S1 4.626 4.626 4.750 4.664
S2 4.482 4.482 4.730
S3 4.263 4.407 4.710
S4 4.044 4.188 4.650
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 4.776 4.533 0.243 5.1% 0.105 2.2% 98% True False 14,306
10 4.776 4.467 0.309 6.5% 0.094 2.0% 98% True False 12,054
20 4.776 4.320 0.456 9.6% 0.099 2.1% 99% True False 9,254
40 4.880 4.320 0.560 11.7% 0.094 2.0% 80% False False 7,538
60 4.880 4.320 0.560 11.7% 0.092 1.9% 80% False False 6,427
80 4.889 4.320 0.569 11.9% 0.097 2.0% 79% False False 6,273
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 0.020
Widest range in 76 trading days
Fibonacci Retracements and Extensions
4.250 5.707
2.618 5.349
1.618 5.130
1.000 4.995
0.618 4.911
HIGH 4.776
0.618 4.692
0.500 4.667
0.382 4.641
LOW 4.557
0.618 4.422
1.000 4.338
1.618 4.203
2.618 3.984
4.250 3.626
Fisher Pivots for day following 12-Jun-2014
Pivot 1 day 3 day
R1 4.736 4.732
PP 4.701 4.693
S1 4.667 4.655

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

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