NYMEX Natural Gas Future January 2015


Trading Metrics calculated at close of trading on 03-Jun-2014
Day Change Summary
Previous Current
02-Jun-2014 03-Jun-2014 Change Change % Previous Week
Open 4.680 4.753 0.073 1.6% 4.547
High 4.742 4.781 0.039 0.8% 4.750
Low 4.663 4.731 0.068 1.5% 4.518
Close 4.739 4.752 0.013 0.3% 4.666
Range 0.079 0.050 -0.029 -36.7% 0.232
ATR 0.099 0.096 -0.004 -3.5% 0.000
Volume 12,428 8,553 -3,875 -31.2% 47,255
Daily Pivots for day following 03-Jun-2014
Classic Woodie Camarilla DeMark
R4 4.905 4.878 4.780
R3 4.855 4.828 4.766
R2 4.805 4.805 4.761
R1 4.778 4.778 4.757 4.767
PP 4.755 4.755 4.755 4.749
S1 4.728 4.728 4.747 4.717
S2 4.705 4.705 4.743
S3 4.655 4.678 4.738
S4 4.605 4.628 4.725
Weekly Pivots for week ending 30-May-2014
Classic Woodie Camarilla DeMark
R4 5.341 5.235 4.794
R3 5.109 5.003 4.730
R2 4.877 4.877 4.709
R1 4.771 4.771 4.687 4.824
PP 4.645 4.645 4.645 4.671
S1 4.539 4.539 4.645 4.592
S2 4.413 4.413 4.623
S3 4.181 4.307 4.602
S4 3.949 4.075 4.538
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.781 4.610 0.171 3.6% 0.086 1.8% 83% True False 12,393
10 4.781 4.514 0.267 5.6% 0.094 2.0% 89% True False 11,064
20 5.014 4.500 0.514 10.8% 0.100 2.1% 49% False False 10,205
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.018
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4.994
2.618 4.912
1.618 4.862
1.000 4.831
0.618 4.812
HIGH 4.781
0.618 4.762
0.500 4.756
0.382 4.750
LOW 4.731
0.618 4.700
1.000 4.681
1.618 4.650
2.618 4.600
4.250 4.519
Fisher Pivots for day following 03-Jun-2014
Pivot 1 day 3 day
R1 4.756 4.733
PP 4.755 4.714
S1 4.753 4.696

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

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