NYMEX Natural Gas Future November 2014


Trading Metrics calculated at close of trading on 26-Jun-2014
Day Change Summary
Previous Current
25-Jun-2014 26-Jun-2014 Change Change % Previous Week
Open 4.548 4.592 0.044 1.0% 4.803
High 4.604 4.599 -0.005 -0.1% 4.905
Low 4.536 4.424 -0.112 -2.5% 4.560
Close 4.571 4.449 -0.122 -2.7% 4.572
Range 0.068 0.175 0.107 157.4% 0.345
ATR 0.099 0.104 0.005 5.5% 0.000
Volume 8,965 6,647 -2,318 -25.9% 54,188
Daily Pivots for day following 26-Jun-2014
Classic Woodie Camarilla DeMark
R4 5.016 4.907 4.545
R3 4.841 4.732 4.497
R2 4.666 4.666 4.481
R1 4.557 4.557 4.465 4.524
PP 4.491 4.491 4.491 4.474
S1 4.382 4.382 4.433 4.349
S2 4.316 4.316 4.417
S3 4.141 4.207 4.401
S4 3.966 4.032 4.353
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 4.633 4.424 0.209 4.7% 0.102 2.3% 12% False True 10,309
10 4.905 4.424 0.481 10.8% 0.106 2.4% 5% False True 11,106
20 4.905 4.424 0.481 10.8% 0.100 2.2% 5% False True 11,580
40 4.905 4.320 0.585 13.1% 0.097 2.2% 22% False False 9,322
60 4.905 4.320 0.585 13.1% 0.095 2.1% 22% False False 7,572
80 4.905 4.320 0.585 13.1% 0.092 2.1% 22% False False 6,687
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 0.028
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 5.343
2.618 5.057
1.618 4.882
1.000 4.774
0.618 4.707
HIGH 4.599
0.618 4.532
0.500 4.512
0.382 4.491
LOW 4.424
0.618 4.316
1.000 4.249
1.618 4.141
2.618 3.966
4.250 3.680
Fisher Pivots for day following 26-Jun-2014
Pivot 1 day 3 day
R1 4.512 4.514
PP 4.491 4.492
S1 4.470 4.471

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

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