NYMEX Natural Gas Future May 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 3.939 0.021 0.5% 3.819
High 3.957 3.957 0.000 0.0% 3.917
Low 3.902 3.917 0.015 0.4% 3.785
Close 3.933 3.928 -0.005 -0.1% 3.915
Range 0.055 0.040 -0.015 -27.3% 0.132
ATR 0.069 0.067 -0.002 -3.0% 0.000
Volume 8,419 7,167 -1,252 -14.9% 37,087
Daily Pivots for day following 04-Dec-2013
Classic Woodie Camarilla DeMark
R4 4.054 4.031 3.950
R3 4.014 3.991 3.939
R2 3.974 3.974 3.935
R1 3.951 3.951 3.932 3.943
PP 3.934 3.934 3.934 3.930
S1 3.911 3.911 3.924 3.903
S2 3.894 3.894 3.921
S3 3.854 3.871 3.917
S4 3.814 3.831 3.906
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 3.827 0.130 3.3% 0.058 1.5% 78% True False 7,965
10 3.957 3.650 0.307 7.8% 0.064 1.6% 91% True False 7,148
20 3.957 3.569 0.388 9.9% 0.064 1.6% 93% True False 6,819
40 4.012 3.495 0.517 13.2% 0.064 1.6% 84% False False 5,091
60 4.012 3.495 0.517 13.2% 0.061 1.6% 84% False False 4,282
80 4.012 3.495 0.517 13.2% 0.059 1.5% 84% False False 3,713
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 24 trading days
Fibonacci Retracements and Extensions
4.250 4.127
2.618 4.062
1.618 4.022
1.000 3.997
0.618 3.982
HIGH 3.957
0.618 3.942
0.500 3.937
0.382 3.932
LOW 3.917
0.618 3.892
1.000 3.877
1.618 3.852
2.618 3.812
4.250 3.747
Fisher Pivots for day following 04-Dec-2013
Pivot 1 day 3 day
R1 3.937 3.922
PP 3.934 3.915
S1 3.931 3.909

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

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