NYMEX Natural Gas Future January 2015


Trading Metrics calculated at close of trading on 30-Jun-2014
Day Change Summary
Previous Current
27-Jun-2014 30-Jun-2014 Change Change % Previous Week
Open 4.572 4.548 -0.024 -0.5% 4.702
High 4.588 4.610 0.022 0.5% 4.727
Low 4.520 4.512 -0.008 -0.2% 4.520
Close 4.545 4.587 0.042 0.9% 4.545
Range 0.068 0.098 0.030 44.1% 0.207
ATR 0.098 0.098 0.000 0.0% 0.000
Volume 18,282 12,057 -6,225 -34.0% 60,865
Daily Pivots for day following 30-Jun-2014
Classic Woodie Camarilla DeMark
R4 4.864 4.823 4.641
R3 4.766 4.725 4.614
R2 4.668 4.668 4.605
R1 4.627 4.627 4.596 4.648
PP 4.570 4.570 4.570 4.580
S1 4.529 4.529 4.578 4.550
S2 4.472 4.472 4.569
S3 4.374 4.431 4.560
S4 4.276 4.333 4.533
Weekly Pivots for week ending 27-Jun-2014
Classic Woodie Camarilla DeMark
R4 5.218 5.089 4.659
R3 5.011 4.882 4.602
R2 4.804 4.804 4.583
R1 4.675 4.675 4.564 4.636
PP 4.597 4.597 4.597 4.578
S1 4.468 4.468 4.526 4.429
S2 4.390 4.390 4.507
S3 4.183 4.261 4.488
S4 3.976 4.054 4.431
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.727 4.512 0.215 4.7% 0.095 2.1% 35% False True 12,058
10 4.915 4.512 0.403 8.8% 0.093 2.0% 19% False True 11,107
20 5.027 4.512 0.515 11.2% 0.094 2.0% 15% False True 11,430
40 5.027 4.500 0.527 11.5% 0.097 2.1% 17% False False 10,795
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 0.023
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.027
2.618 4.867
1.618 4.769
1.000 4.708
0.618 4.671
HIGH 4.610
0.618 4.573
0.500 4.561
0.382 4.549
LOW 4.512
0.618 4.451
1.000 4.414
1.618 4.353
2.618 4.255
4.250 4.096
Fisher Pivots for day following 30-Jun-2014
Pivot 1 day 3 day
R1 4.578 4.617
PP 4.570 4.607
S1 4.561 4.597

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

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