NYMEX Natural Gas Future January 2015


Trading Metrics calculated at close of trading on 12-Jun-2014
Day Change Summary
Previous Current
11-Jun-2014 12-Jun-2014 Change Change % Previous Week
Open 4.674 4.695 0.021 0.4% 4.680
High 4.711 4.897 0.186 3.9% 4.849
Low 4.669 4.693 0.024 0.5% 4.663
Close 4.670 4.891 0.221 4.7% 4.831
Range 0.042 0.204 0.162 385.7% 0.186
ATR 0.089 0.099 0.010 11.1% 0.000
Volume 14,606 9,892 -4,714 -32.3% 49,916
Daily Pivots for day following 12-Jun-2014
Classic Woodie Camarilla DeMark
R4 5.439 5.369 5.003
R3 5.235 5.165 4.947
R2 5.031 5.031 4.928
R1 4.961 4.961 4.910 4.996
PP 4.827 4.827 4.827 4.845
S1 4.757 4.757 4.872 4.792
S2 4.623 4.623 4.854
S3 4.419 4.553 4.835
S4 4.215 4.349 4.779
Weekly Pivots for week ending 06-Jun-2014
Classic Woodie Camarilla DeMark
R4 5.339 5.271 4.933
R3 5.153 5.085 4.882
R2 4.967 4.967 4.865
R1 4.899 4.899 4.848 4.933
PP 4.781 4.781 4.781 4.798
S1 4.713 4.713 4.814 4.747
S2 4.595 4.595 4.797
S3 4.409 4.527 4.780
S4 4.223 4.341 4.729
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.897 4.669 0.228 4.7% 0.098 2.0% 97% True False 12,486
10 4.897 4.610 0.287 5.9% 0.087 1.8% 98% True False 11,595
20 4.897 4.500 0.397 8.1% 0.097 2.0% 98% True False 10,614
40 5.052 4.500 0.552 11.3% 0.094 1.9% 71% False False 9,358
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 0.018
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 5.764
2.618 5.431
1.618 5.227
1.000 5.101
0.618 5.023
HIGH 4.897
0.618 4.819
0.500 4.795
0.382 4.771
LOW 4.693
0.618 4.567
1.000 4.489
1.618 4.363
2.618 4.159
4.250 3.826
Fisher Pivots for day following 12-Jun-2014
Pivot 1 day 3 day
R1 4.859 4.855
PP 4.827 4.819
S1 4.795 4.783

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

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