NYMEX Natural Gas Future November 2014


Trading Metrics calculated at close of trading on 20-Jun-2014
Day Change Summary
Previous Current
19-Jun-2014 20-Jun-2014 Change Change % Previous Week
Open 4.673 4.595 -0.078 -1.7% 4.803
High 4.715 4.633 -0.082 -1.7% 4.905
Low 4.598 4.560 -0.038 -0.8% 4.560
Close 4.618 4.572 -0.046 -1.0% 4.572
Range 0.117 0.073 -0.044 -37.6% 0.345
ATR 0.104 0.101 -0.002 -2.1% 0.000
Volume 6,446 15,962 9,516 147.6% 54,188
Daily Pivots for day following 20-Jun-2014
Classic Woodie Camarilla DeMark
R4 4.807 4.763 4.612
R3 4.734 4.690 4.592
R2 4.661 4.661 4.585
R1 4.617 4.617 4.579 4.603
PP 4.588 4.588 4.588 4.581
S1 4.544 4.544 4.565 4.530
S2 4.515 4.515 4.559
S3 4.442 4.471 4.552
S4 4.369 4.398 4.532
Weekly Pivots for week ending 20-Jun-2014
Classic Woodie Camarilla DeMark
R4 5.714 5.488 4.762
R3 5.369 5.143 4.667
R2 5.024 5.024 4.635
R1 4.798 4.798 4.604 4.739
PP 4.679 4.679 4.679 4.649
S1 4.453 4.453 4.540 4.394
S2 4.334 4.334 4.509
S3 3.989 4.108 4.477
S4 3.644 3.763 4.382
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.905 4.560 0.345 7.5% 0.111 2.4% 3% False True 10,837
10 4.905 4.533 0.372 8.1% 0.109 2.4% 10% False False 13,425
20 4.905 4.355 0.550 12.0% 0.096 2.1% 39% False False 11,231
40 4.905 4.320 0.585 12.8% 0.095 2.1% 43% False False 8,832
60 4.905 4.320 0.585 12.8% 0.095 2.1% 43% False False 7,247
80 4.905 4.320 0.585 12.8% 0.093 2.0% 43% False False 6,770
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 False
Stretch 0.029
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.943
2.618 4.824
1.618 4.751
1.000 4.706
0.618 4.678
HIGH 4.633
0.618 4.605
0.500 4.597
0.382 4.588
LOW 4.560
0.618 4.515
1.000 4.487
1.618 4.442
2.618 4.369
4.250 4.250
Fisher Pivots for day following 20-Jun-2014
Pivot 1 day 3 day
R1 4.597 4.672
PP 4.588 4.638
S1 4.580 4.605

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

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