NYMEX Natural Gas Future April 2014


Trading Metrics calculated at close of trading on 27-Nov-2013
Day Change Summary
Previous Current
26-Nov-2013 27-Nov-2013 Change Change % Previous Week
Open 3.824 3.829 0.005 0.1% 3.698
High 3.851 3.873 0.022 0.6% 3.795
Low 3.763 3.808 0.045 1.2% 3.593
Close 3.836 3.855 0.019 0.5% 3.777
Range 0.088 0.065 -0.023 -26.1% 0.202
ATR 0.081 0.079 -0.001 -1.4% 0.000
Volume 24,604 28,415 3,811 15.5% 94,879
Daily Pivots for day following 27-Nov-2013
Classic Woodie Camarilla DeMark
R4 4.040 4.013 3.891
R3 3.975 3.948 3.873
R2 3.910 3.910 3.867
R1 3.883 3.883 3.861 3.897
PP 3.845 3.845 3.845 3.852
S1 3.818 3.818 3.849 3.832
S2 3.780 3.780 3.843
S3 3.715 3.753 3.837
S4 3.650 3.688 3.819
Weekly Pivots for week ending 22-Nov-2013
Classic Woodie Camarilla DeMark
R4 4.328 4.254 3.888
R3 4.126 4.052 3.833
R2 3.924 3.924 3.814
R1 3.850 3.850 3.796 3.887
PP 3.722 3.722 3.722 3.740
S1 3.648 3.648 3.758 3.685
S2 3.520 3.520 3.740
S3 3.318 3.446 3.721
S4 3.116 3.244 3.666
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.873 3.689 0.184 4.8% 0.076 2.0% 90% True False 24,602
10 3.873 3.535 0.338 8.8% 0.083 2.1% 95% True False 22,037
20 3.873 3.462 0.411 10.7% 0.078 2.0% 96% True False 22,567
40 4.000 3.462 0.538 14.0% 0.075 1.9% 73% False False 19,399
60 4.000 3.462 0.538 14.0% 0.074 1.9% 73% False False 17,758
80 4.000 3.462 0.538 14.0% 0.072 1.9% 73% False False 15,983
Crabel Price Patterns
NR True
NR4 True
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 0.022
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.149
2.618 4.043
1.618 3.978
1.000 3.938
0.618 3.913
HIGH 3.873
0.618 3.848
0.500 3.841
0.382 3.833
LOW 3.808
0.618 3.768
1.000 3.743
1.618 3.703
2.618 3.638
4.250 3.532
Fisher Pivots for day following 27-Nov-2013
Pivot 1 day 3 day
R1 3.850 3.843
PP 3.845 3.830
S1 3.841 3.818

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

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