NYMEX Natural Gas Future November 2014


Trading Metrics calculated at close of trading on 27-Jun-2014
Day Change Summary
Previous Current
26-Jun-2014 27-Jun-2014 Change Change % Previous Week
Open 4.592 4.443 -0.149 -3.2% 4.566
High 4.599 4.469 -0.130 -2.8% 4.604
Low 4.424 4.390 -0.034 -0.8% 4.390
Close 4.449 4.419 -0.030 -0.7% 4.419
Range 0.175 0.079 -0.096 -54.9% 0.214
ATR 0.104 0.102 -0.002 -1.7% 0.000
Volume 6,647 11,441 4,794 72.1% 47,028
Daily Pivots for day following 27-Jun-2014
Classic Woodie Camarilla DeMark
R4 4.663 4.620 4.462
R3 4.584 4.541 4.441
R2 4.505 4.505 4.433
R1 4.462 4.462 4.426 4.444
PP 4.426 4.426 4.426 4.417
S1 4.383 4.383 4.412 4.365
S2 4.347 4.347 4.405
S3 4.268 4.304 4.397
S4 4.189 4.225 4.376
Weekly Pivots for week ending 27-Jun-2014
Classic Woodie Camarilla DeMark
R4 5.113 4.980 4.537
R3 4.899 4.766 4.478
R2 4.685 4.685 4.458
R1 4.552 4.552 4.439 4.512
PP 4.471 4.471 4.471 4.451
S1 4.338 4.338 4.399 4.298
S2 4.257 4.257 4.380
S3 4.043 4.124 4.360
S4 3.829 3.910 4.301
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.604 4.390 0.214 4.8% 0.104 2.3% 14% False True 9,405
10 4.905 4.390 0.515 11.7% 0.108 2.4% 6% False True 10,121
20 4.905 4.390 0.515 11.7% 0.099 2.2% 6% False True 11,520
40 4.905 4.320 0.585 13.2% 0.097 2.2% 17% False False 9,426
60 4.905 4.320 0.585 13.2% 0.094 2.1% 17% False False 7,714
80 4.905 4.320 0.585 13.2% 0.092 2.1% 17% False False 6,784
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 0.030
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.805
2.618 4.676
1.618 4.597
1.000 4.548
0.618 4.518
HIGH 4.469
0.618 4.439
0.500 4.430
0.382 4.420
LOW 4.390
0.618 4.341
1.000 4.311
1.618 4.262
2.618 4.183
4.250 4.054
Fisher Pivots for day following 27-Jun-2014
Pivot 1 day 3 day
R1 4.430 4.497
PP 4.426 4.471
S1 4.423 4.445

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

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