NYMEX Natural Gas Future May 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 3.864 3.845 -0.019 -0.5% 3.740
High 3.865 3.889 0.024 0.6% 3.814
Low 3.785 3.827 0.042 1.1% 3.619
Close 3.853 3.870 0.017 0.4% 3.795
Range 0.080 0.062 -0.018 -22.5% 0.195
ATR 0.072 0.071 -0.001 -1.0% 0.000
Volume 6,897 9,126 2,229 32.3% 22,740
Daily Pivots for day following 27-Nov-2013
Classic Woodie Camarilla DeMark
R4 4.048 4.021 3.904
R3 3.986 3.959 3.887
R2 3.924 3.924 3.881
R1 3.897 3.897 3.876 3.911
PP 3.862 3.862 3.862 3.869
S1 3.835 3.835 3.864 3.849
S2 3.800 3.800 3.859
S3 3.738 3.773 3.853
S4 3.676 3.711 3.836
Weekly Pivots for week ending 22-Nov-2013
Classic Woodie Camarilla DeMark
R4 4.328 4.256 3.902
R3 4.133 4.061 3.849
R2 3.938 3.938 3.831
R1 3.866 3.866 3.813 3.902
PP 3.743 3.743 3.743 3.761
S1 3.671 3.671 3.777 3.707
S2 3.548 3.548 3.759
S3 3.353 3.476 3.741
S4 3.158 3.281 3.688
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.889 3.717 0.172 4.4% 0.068 1.8% 89% True False 7,507
10 3.889 3.570 0.319 8.2% 0.072 1.9% 94% True False 6,225
20 3.889 3.495 0.394 10.2% 0.068 1.8% 95% True False 6,239
40 4.012 3.495 0.517 13.4% 0.063 1.6% 73% False False 4,500
60 4.012 3.495 0.517 13.4% 0.061 1.6% 73% False False 3,970
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 0.012
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.153
2.618 4.051
1.618 3.989
1.000 3.951
0.618 3.927
HIGH 3.889
0.618 3.865
0.500 3.858
0.382 3.851
LOW 3.827
0.618 3.789
1.000 3.765
1.618 3.727
2.618 3.665
4.250 3.564
Fisher Pivots for day following 27-Nov-2013
Pivot 1 day 3 day
R1 3.866 3.859
PP 3.862 3.848
S1 3.858 3.837

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

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