NYMEX Natural Gas Future April 2014


Trading Metrics calculated at close of trading on 04-Dec-2013
Day Change Summary
Previous Current
03-Dec-2013 04-Dec-2013 Change Change % Previous Week
Open 3.918 3.926 0.008 0.2% 3.800
High 3.946 3.944 -0.002 -0.1% 3.907
Low 3.889 3.901 0.012 0.3% 3.763
Close 3.918 3.912 -0.006 -0.2% 3.902
Range 0.057 0.043 -0.014 -24.6% 0.144
ATR 0.077 0.074 -0.002 -3.1% 0.000
Volume 35,311 30,296 -5,015 -14.2% 109,280
Daily Pivots for day following 04-Dec-2013
Classic Woodie Camarilla DeMark
R4 4.048 4.023 3.936
R3 4.005 3.980 3.924
R2 3.962 3.962 3.920
R1 3.937 3.937 3.916 3.928
PP 3.919 3.919 3.919 3.915
S1 3.894 3.894 3.908 3.885
S2 3.876 3.876 3.904
S3 3.833 3.851 3.900
S4 3.790 3.808 3.888
Weekly Pivots for week ending 29-Nov-2013
Classic Woodie Camarilla DeMark
R4 4.289 4.240 3.981
R3 4.145 4.096 3.942
R2 4.001 4.001 3.928
R1 3.952 3.952 3.915 3.977
PP 3.857 3.857 3.857 3.870
S1 3.808 3.808 3.889 3.833
S2 3.713 3.713 3.876
S3 3.569 3.664 3.862
S4 3.425 3.520 3.823
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.946 3.808 0.138 3.5% 0.061 1.6% 75% False False 28,178
10 3.946 3.600 0.346 8.8% 0.072 1.8% 90% False False 25,553
20 3.946 3.535 0.411 10.5% 0.075 1.9% 92% False False 23,989
40 4.000 3.462 0.538 13.8% 0.074 1.9% 84% False False 20,937
60 4.000 3.462 0.538 13.8% 0.073 1.9% 84% False False 18,889
80 4.000 3.462 0.538 13.8% 0.070 1.8% 84% False False 16,869
100 4.000 3.462 0.538 13.8% 0.070 1.8% 84% False False 15,403
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.021
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 4.127
2.618 4.057
1.618 4.014
1.000 3.987
0.618 3.971
HIGH 3.944
0.618 3.928
0.500 3.923
0.382 3.917
LOW 3.901
0.618 3.874
1.000 3.858
1.618 3.831
2.618 3.788
4.250 3.718
Fisher Pivots for day following 04-Dec-2013
Pivot 1 day 3 day
R1 3.923 3.907
PP 3.919 3.902
S1 3.916 3.898

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

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