NYMEX Natural Gas Future May 2014


Trading Metrics calculated at close of trading on 10-Dec-2013
Day Change Summary
Previous Current
09-Dec-2013 10-Dec-2013 Change Change % Previous Week
Open 4.060 4.128 0.068 1.7% 3.860
High 4.139 4.161 0.022 0.5% 4.069
Low 4.060 4.100 0.040 1.0% 3.860
Close 4.131 4.134 0.003 0.1% 4.045
Range 0.079 0.061 -0.018 -22.8% 0.209
ATR 0.070 0.069 -0.001 -0.9% 0.000
Volume 21,045 18,408 -2,637 -12.5% 65,099
Daily Pivots for day following 10-Dec-2013
Classic Woodie Camarilla DeMark
R4 4.315 4.285 4.168
R3 4.254 4.224 4.151
R2 4.193 4.193 4.145
R1 4.163 4.163 4.140 4.178
PP 4.132 4.132 4.132 4.139
S1 4.102 4.102 4.128 4.117
S2 4.071 4.071 4.123
S3 4.010 4.041 4.117
S4 3.949 3.980 4.100
Weekly Pivots for week ending 06-Dec-2013
Classic Woodie Camarilla DeMark
R4 4.618 4.541 4.160
R3 4.409 4.332 4.102
R2 4.200 4.200 4.083
R1 4.123 4.123 4.064 4.162
PP 3.991 3.991 3.991 4.011
S1 3.914 3.914 4.026 3.953
S2 3.782 3.782 4.007
S3 3.573 3.705 3.988
S4 3.364 3.496 3.930
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.161 3.917 0.244 5.9% 0.063 1.5% 89% True False 18,327
10 4.161 3.785 0.376 9.1% 0.064 1.6% 93% True False 13,119
20 4.161 3.570 0.591 14.3% 0.067 1.6% 95% True False 9,686
40 4.161 3.495 0.666 16.1% 0.067 1.6% 96% True False 6,806
60 4.161 3.495 0.666 16.1% 0.061 1.5% 96% True False 5,577
80 4.161 3.495 0.666 16.1% 0.060 1.5% 96% True False 4,668
Crabel Price Patterns
NR True
NR4 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 4.420
2.618 4.321
1.618 4.260
1.000 4.222
0.618 4.199
HIGH 4.161
0.618 4.138
0.500 4.131
0.382 4.123
LOW 4.100
0.618 4.062
1.000 4.039
1.618 4.001
2.618 3.940
4.250 3.841
Fisher Pivots for day following 10-Dec-2013
Pivot 1 day 3 day
R1 4.133 4.121
PP 4.132 4.107
S1 4.131 4.094

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

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