NYMEX Natural Gas Future January 2015

Trading Metrics calculated at close of trading on 16-Jun-2014

Day Change Summary
	Previous	Current
	13-Jun-2014	16-Jun-2014	Change	Change %	Previous Week
Open	4.895	4.950	0.055	1.1%	4.837
High	4.917	5.027	0.110	2.2%	4.917
Low	4.869	4.832	-0.037	-0.8%	4.669
Close	4.894	4.868	-0.026	-0.5%	4.894
Range	0.048	0.195	0.147	306.3%	0.248
ATR	0.095	0.102	0.007	7.5%	0.000
Volume	19,596	12,037	-7,559	-38.6%	68,005

Daily Pivots for day following 16-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	5.494	5.376	4.975
R3	5.299	5.181	4.922
R2	5.104	5.104	4.904
R1	4.986	4.986	4.886	4.948
PP	4.909	4.909	4.909	4.890
S1	4.791	4.791	4.850	4.753
S2	4.714	4.714	4.832
S3	4.519	4.596	4.814
S4	4.324	4.401	4.761

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	5.027	4.669	0.358	7.4%	0.116	2.4%	56%	True	False	14,017
10	5.027	4.669	0.358	7.4%	0.095	1.9%	56%	True	False	11,753
20	5.027	4.514	0.513	10.5%	0.097	2.0%	69%	True	False	11,140
40	5.052	4.500	0.552	11.3%	0.094	1.9%	67%	False	False	9,909

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.025
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.856
2.618	5.538
1.618	5.343
1.000	5.222
0.618	5.148
HIGH	5.027
0.618	4.953
0.500	4.930
0.382	4.906
LOW	4.832
0.618	4.711
1.000	4.637
1.618	4.516
2.618	4.321
4.250	4.003

Fisher Pivots for day following 16-Jun-2014
Pivot	1 day	3 day
R1	4.930	4.865
PP	4.909	4.863
S1	4.889	4.860

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols