NYMEX Natural Gas Future January 2015


Trading Metrics calculated at close of trading on 13-Jun-2014
Day Change Summary
Previous Current
12-Jun-2014 13-Jun-2014 Change Change % Previous Week
Open 4.695 4.895 0.200 4.3% 4.837
High 4.897 4.917 0.020 0.4% 4.917
Low 4.693 4.869 0.176 3.8% 4.669
Close 4.891 4.894 0.003 0.1% 4.894
Range 0.204 0.048 -0.156 -76.5% 0.248
ATR 0.099 0.095 -0.004 -3.7% 0.000
Volume 9,892 19,596 9,704 98.1% 68,005
Daily Pivots for day following 13-Jun-2014
Classic Woodie Camarilla DeMark
R4 5.037 5.014 4.920
R3 4.989 4.966 4.907
R2 4.941 4.941 4.903
R1 4.918 4.918 4.898 4.906
PP 4.893 4.893 4.893 4.887
S1 4.870 4.870 4.890 4.858
S2 4.845 4.845 4.885
S3 4.797 4.822 4.881
S4 4.749 4.774 4.868
Weekly Pivots for week ending 13-Jun-2014
Classic Woodie Camarilla DeMark
R4 5.571 5.480 5.030
R3 5.323 5.232 4.962
R2 5.075 5.075 4.939
R1 4.984 4.984 4.917 5.030
PP 4.827 4.827 4.827 4.849
S1 4.736 4.736 4.871 4.782
S2 4.579 4.579 4.849
S3 4.331 4.488 4.826
S4 4.083 4.240 4.758
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.917 4.669 0.248 5.1% 0.096 2.0% 91% True False 13,601
10 4.917 4.663 0.254 5.2% 0.083 1.7% 91% True False 11,792
20 4.917 4.514 0.403 8.2% 0.089 1.8% 94% True False 11,090
40 5.052 4.500 0.552 11.3% 0.095 1.9% 71% False False 9,738
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 0.019
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.121
2.618 5.043
1.618 4.995
1.000 4.965
0.618 4.947
HIGH 4.917
0.618 4.899
0.500 4.893
0.382 4.887
LOW 4.869
0.618 4.839
1.000 4.821
1.618 4.791
2.618 4.743
4.250 4.665
Fisher Pivots for day following 13-Jun-2014
Pivot 1 day 3 day
R1 4.894 4.860
PP 4.893 4.827
S1 4.893 4.793

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

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