NYMEX Natural Gas Future May 2014


Trading Metrics calculated at close of trading on 30-Dec-2013
Day Change Summary
Previous Current
27-Dec-2013 30-Dec-2013 Change Change % Previous Week
Open 4.177 4.169 -0.008 -0.2% 4.170
High 4.203 4.229 0.026 0.6% 4.203
Low 4.139 4.169 0.030 0.7% 4.120
Close 4.161 4.222 0.061 1.5% 4.161
Range 0.064 0.060 -0.004 -6.3% 0.083
ATR 0.069 0.069 0.000 -0.2% 0.000
Volume 4,167 8,579 4,412 105.9% 26,841
Daily Pivots for day following 30-Dec-2013
Classic Woodie Camarilla DeMark
R4 4.387 4.364 4.255
R3 4.327 4.304 4.239
R2 4.267 4.267 4.233
R1 4.244 4.244 4.228 4.256
PP 4.207 4.207 4.207 4.212
S1 4.184 4.184 4.217 4.196
S2 4.147 4.147 4.211
S3 4.087 4.124 4.206
S4 4.027 4.064 4.189
Weekly Pivots for week ending 27-Dec-2013
Classic Woodie Camarilla DeMark
R4 4.410 4.369 4.207
R3 4.327 4.286 4.184
R2 4.244 4.244 4.176
R1 4.203 4.203 4.169 4.182
PP 4.161 4.161 4.161 4.151
S1 4.120 4.120 4.153 4.099
S2 4.078 4.078 4.146
S3 3.995 4.037 4.138
S4 3.912 3.954 4.115
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.229 4.120 0.109 2.6% 0.057 1.3% 94% True False 7,084
10 4.229 4.065 0.164 3.9% 0.065 1.5% 96% True False 10,654
20 4.229 3.860 0.369 8.7% 0.067 1.6% 98% True False 14,273
40 4.229 3.495 0.734 17.4% 0.067 1.6% 99% True False 10,449
60 4.229 3.495 0.734 17.4% 0.064 1.5% 99% True False 7,918
80 4.229 3.495 0.734 17.4% 0.062 1.5% 99% True False 6,609
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 True
Bear Hook False
Bull Hook False
Stretch 0.019
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.484
2.618 4.386
1.618 4.326
1.000 4.289
0.618 4.266
HIGH 4.229
0.618 4.206
0.500 4.199
0.382 4.192
LOW 4.169
0.618 4.132
1.000 4.109
1.618 4.072
2.618 4.012
4.250 3.914
Fisher Pivots for day following 30-Dec-2013
Pivot 1 day 3 day
R1 4.214 4.208
PP 4.207 4.194
S1 4.199 4.180

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

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