NYMEX Natural Gas Future May 2014


Trading Metrics calculated at close of trading on 03-Dec-2013
Day Change Summary
Previous Current
02-Dec-2013 03-Dec-2013 Change Change % Previous Week
Open 3.860 3.918 0.058 1.5% 3.819
High 3.933 3.957 0.024 0.6% 3.917
Low 3.860 3.902 0.042 1.1% 3.785
Close 3.932 3.933 0.001 0.0% 3.915
Range 0.073 0.055 -0.018 -24.7% 0.132
ATR 0.070 0.069 -0.001 -1.5% 0.000
Volume 4,498 8,419 3,921 87.2% 37,087
Daily Pivots for day following 03-Dec-2013
Classic Woodie Camarilla DeMark
R4 4.096 4.069 3.963
R3 4.041 4.014 3.948
R2 3.986 3.986 3.943
R1 3.959 3.959 3.938 3.973
PP 3.931 3.931 3.931 3.937
S1 3.904 3.904 3.928 3.918
S2 3.876 3.876 3.923
S3 3.821 3.849 3.918
S4 3.766 3.794 3.903
Weekly Pivots for week ending 29-Nov-2013
Classic Woodie Camarilla DeMark
R4 4.268 4.224 3.988
R3 4.136 4.092 3.951
R2 4.004 4.004 3.939
R1 3.960 3.960 3.927 3.982
PP 3.872 3.872 3.872 3.884
S1 3.828 3.828 3.903 3.850
S2 3.740 3.740 3.891
S3 3.608 3.696 3.879
S4 3.476 3.564 3.842
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.957 3.785 0.172 4.4% 0.066 1.7% 86% True False 7,911
10 3.957 3.619 0.338 8.6% 0.068 1.7% 93% True False 6,799
20 3.957 3.495 0.462 11.7% 0.067 1.7% 95% True False 6,774
40 4.012 3.495 0.517 13.1% 0.064 1.6% 85% False False 4,995
60 4.012 3.495 0.517 13.1% 0.061 1.6% 85% False False 4,200
80 4.012 3.495 0.517 13.1% 0.059 1.5% 85% False False 3,647
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.011
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 4.191
2.618 4.101
1.618 4.046
1.000 4.012
0.618 3.991
HIGH 3.957
0.618 3.936
0.500 3.930
0.382 3.923
LOW 3.902
0.618 3.868
1.000 3.847
1.618 3.813
2.618 3.758
4.250 3.668
Fisher Pivots for day following 03-Dec-2013
Pivot 1 day 3 day
R1 3.932 3.925
PP 3.931 3.916
S1 3.930 3.908

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

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