NYMEX Natural Gas Future November 2014


Trading Metrics calculated at close of trading on 13-Jun-2014
Day Change Summary
Previous Current
12-Jun-2014 13-Jun-2014 Change Change % Previous Week
Open 4.557 4.796 0.239 5.2% 4.711
High 4.776 4.799 0.023 0.5% 4.799
Low 4.557 4.740 0.183 4.0% 4.533
Close 4.770 4.769 -0.001 0.0% 4.769
Range 0.219 0.059 -0.160 -73.1% 0.266
ATR 0.101 0.098 -0.003 -3.0% 0.000
Volume 12,332 21,294 8,962 72.7% 80,064
Daily Pivots for day following 13-Jun-2014
Classic Woodie Camarilla DeMark
R4 4.946 4.917 4.801
R3 4.887 4.858 4.785
R2 4.828 4.828 4.780
R1 4.799 4.799 4.774 4.784
PP 4.769 4.769 4.769 4.762
S1 4.740 4.740 4.764 4.725
S2 4.710 4.710 4.758
S3 4.651 4.681 4.753
S4 4.592 4.622 4.737
Weekly Pivots for week ending 13-Jun-2014
Classic Woodie Camarilla DeMark
R4 5.498 5.400 4.915
R3 5.232 5.134 4.842
R2 4.966 4.966 4.818
R1 4.868 4.868 4.793 4.917
PP 4.700 4.700 4.700 4.725
S1 4.602 4.602 4.745 4.651
S2 4.434 4.434 4.720
S3 4.168 4.336 4.696
S4 3.902 4.070 4.623
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.799 4.533 0.266 5.6% 0.106 2.2% 89% True False 16,012
10 4.799 4.515 0.284 6.0% 0.091 1.9% 89% True False 12,919
20 4.799 4.347 0.452 9.5% 0.091 1.9% 93% True False 10,004
40 4.880 4.320 0.560 11.7% 0.094 2.0% 80% False False 7,984
60 4.880 4.320 0.560 11.7% 0.092 1.9% 80% False False 6,760
80 4.889 4.320 0.569 11.9% 0.096 2.0% 79% False False 6,504
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 True
Stretch 0.019
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.050
2.618 4.953
1.618 4.894
1.000 4.858
0.618 4.835
HIGH 4.799
0.618 4.776
0.500 4.770
0.382 4.763
LOW 4.740
0.618 4.704
1.000 4.681
1.618 4.645
2.618 4.586
4.250 4.489
Fisher Pivots for day following 13-Jun-2014
Pivot 1 day 3 day
R1 4.770 4.735
PP 4.769 4.700
S1 4.769 4.666

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

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