NYMEX Natural Gas Future April 2014


Trading Metrics calculated at close of trading on 20-Dec-2013
Day Change Summary
Previous Current
19-Dec-2013 20-Dec-2013 Change Change % Previous Week
Open 4.140 4.214 0.074 1.8% 4.093
High 4.225 4.229 0.004 0.1% 4.229
Low 4.126 4.164 0.038 0.9% 4.066
Close 4.214 4.175 -0.039 -0.9% 4.175
Range 0.099 0.065 -0.034 -34.3% 0.163
ATR 0.081 0.080 -0.001 -1.4% 0.000
Volume 28,340 65,549 37,209 131.3% 247,180
Daily Pivots for day following 20-Dec-2013
Classic Woodie Camarilla DeMark
R4 4.384 4.345 4.211
R3 4.319 4.280 4.193
R2 4.254 4.254 4.187
R1 4.215 4.215 4.181 4.202
PP 4.189 4.189 4.189 4.183
S1 4.150 4.150 4.169 4.137
S2 4.124 4.124 4.163
S3 4.059 4.085 4.157
S4 3.994 4.020 4.139
Weekly Pivots for week ending 20-Dec-2013
Classic Woodie Camarilla DeMark
R4 4.646 4.573 4.265
R3 4.483 4.410 4.220
R2 4.320 4.320 4.205
R1 4.247 4.247 4.190 4.284
PP 4.157 4.157 4.157 4.175
S1 4.084 4.084 4.160 4.121
S2 3.994 3.994 4.145
S3 3.831 3.921 4.130
S4 3.668 3.758 4.085
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.229 4.066 0.163 3.9% 0.083 2.0% 67% True False 49,436
10 4.229 4.047 0.182 4.4% 0.082 2.0% 70% True False 62,409
20 4.229 3.709 0.520 12.5% 0.078 1.9% 90% True False 49,002
40 4.229 3.462 0.767 18.4% 0.077 1.9% 93% True False 34,652
60 4.229 3.462 0.767 18.4% 0.074 1.8% 93% True False 28,420
80 4.229 3.462 0.767 18.4% 0.074 1.8% 93% True False 24,986
100 4.229 3.462 0.767 18.4% 0.072 1.7% 93% True False 21,899
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 0.026
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.505
2.618 4.399
1.618 4.334
1.000 4.294
0.618 4.269
HIGH 4.229
0.618 4.204
0.500 4.197
0.382 4.189
LOW 4.164
0.618 4.124
1.000 4.099
1.618 4.059
2.618 3.994
4.250 3.888
Fisher Pivots for day following 20-Dec-2013
Pivot 1 day 3 day
R1 4.197 4.173
PP 4.189 4.171
S1 4.182 4.170

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

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