NYMEX Natural Gas Future January 2015


Trading Metrics calculated at close of trading on 03-Jul-2014
Day Change Summary
Previous Current
02-Jul-2014 03-Jul-2014 Change Change % Previous Week
Open 4.575 4.510 -0.065 -1.4% 4.702
High 4.580 4.548 -0.032 -0.7% 4.727
Low 4.491 4.481 -0.010 -0.2% 4.520
Close 4.512 4.546 0.034 0.8% 4.545
Range 0.089 0.067 -0.022 -24.7% 0.207
ATR 0.096 0.094 -0.002 -2.2% 0.000
Volume 10,422 14,241 3,819 36.6% 60,865
Daily Pivots for day following 03-Jul-2014
Classic Woodie Camarilla DeMark
R4 4.726 4.703 4.583
R3 4.659 4.636 4.564
R2 4.592 4.592 4.558
R1 4.569 4.569 4.552 4.581
PP 4.525 4.525 4.525 4.531
S1 4.502 4.502 4.540 4.514
S2 4.458 4.458 4.534
S3 4.391 4.435 4.528
S4 4.324 4.368 4.509
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 4.611 4.481 0.130 2.9% 0.079 1.7% 50% False True 13,839
10 4.762 4.481 0.281 6.2% 0.087 1.9% 23% False True 12,516
20 5.027 4.481 0.546 12.0% 0.094 2.1% 12% False True 12,199
40 5.027 4.481 0.546 12.0% 0.097 2.1% 12% False True 11,299
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 0.020
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4.833
2.618 4.723
1.618 4.656
1.000 4.615
0.618 4.589
HIGH 4.548
0.618 4.522
0.500 4.515
0.382 4.507
LOW 4.481
0.618 4.440
1.000 4.414
1.618 4.373
2.618 4.306
4.250 4.196
Fisher Pivots for day following 03-Jul-2014
Pivot 1 day 3 day
R1 4.536 4.546
PP 4.525 4.546
S1 4.515 4.546

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

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