NYMEX Natural Gas Future November 2014


Trading Metrics calculated at close of trading on 23-Jun-2014
Day Change Summary
Previous Current
20-Jun-2014 23-Jun-2014 Change Change % Previous Week
Open 4.595 4.566 -0.029 -0.6% 4.803
High 4.633 4.590 -0.043 -0.9% 4.905
Low 4.560 4.480 -0.080 -1.8% 4.560
Close 4.572 4.496 -0.076 -1.7% 4.572
Range 0.073 0.110 0.037 50.7% 0.345
ATR 0.101 0.102 0.001 0.6% 0.000
Volume 15,962 7,634 -8,328 -52.2% 54,188
Daily Pivots for day following 23-Jun-2014
Classic Woodie Camarilla DeMark
R4 4.852 4.784 4.557
R3 4.742 4.674 4.526
R2 4.632 4.632 4.516
R1 4.564 4.564 4.506 4.543
PP 4.522 4.522 4.522 4.512
S1 4.454 4.454 4.486 4.433
S2 4.412 4.412 4.476
S3 4.302 4.344 4.466
S4 4.192 4.234 4.436
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 4.783 4.480 0.303 6.7% 0.093 2.1% 5% False True 9,646
10 4.905 4.480 0.425 9.5% 0.110 2.4% 4% False True 12,707
20 4.905 4.370 0.535 11.9% 0.100 2.2% 24% False False 11,196
40 4.905 4.320 0.585 13.0% 0.096 2.1% 30% False False 8,930
60 4.905 4.320 0.585 13.0% 0.094 2.1% 30% False False 7,336
80 4.905 4.320 0.585 13.0% 0.093 2.1% 30% False False 6,722
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.058
2.618 4.878
1.618 4.768
1.000 4.700
0.618 4.658
HIGH 4.590
0.618 4.548
0.500 4.535
0.382 4.522
LOW 4.480
0.618 4.412
1.000 4.370
1.618 4.302
2.618 4.192
4.250 4.013
Fisher Pivots for day following 23-Jun-2014
Pivot 1 day 3 day
R1 4.535 4.598
PP 4.522 4.564
S1 4.509 4.530

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

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