NYMEX Natural Gas Future June 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 3.942 3.967 0.025 0.6% 3.886
High 3.982 3.979 -0.003 -0.1% 3.942
Low 3.927 3.944 0.017 0.4% 3.815
Close 3.958 3.954 -0.004 -0.1% 3.940
Range 0.055 0.035 -0.020 -36.4% 0.127
ATR 0.068 0.065 -0.002 -3.4% 0.000
Volume 5,578 4,227 -1,351 -24.2% 17,260
Daily Pivots for day following 04-Dec-2013
Classic Woodie Camarilla DeMark
R4 4.064 4.044 3.973
R3 4.029 4.009 3.964
R2 3.994 3.994 3.960
R1 3.974 3.974 3.957 3.967
PP 3.959 3.959 3.959 3.955
S1 3.939 3.939 3.951 3.932
S2 3.924 3.924 3.948
S3 3.889 3.904 3.944
S4 3.854 3.869 3.935
Weekly Pivots for week ending 29-Nov-2013
Classic Woodie Camarilla DeMark
R4 4.280 4.237 4.010
R3 4.153 4.110 3.975
R2 4.026 4.026 3.963
R1 3.983 3.983 3.952 4.005
PP 3.899 3.899 3.899 3.910
S1 3.856 3.856 3.928 3.878
S2 3.772 3.772 3.917
S3 3.645 3.729 3.905
S4 3.518 3.602 3.870
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.982 3.856 0.126 3.2% 0.054 1.4% 78% False False 4,433
10 3.982 3.699 0.283 7.2% 0.060 1.5% 90% False False 3,735
20 3.982 3.604 0.378 9.6% 0.065 1.6% 93% False False 3,260
40 4.041 3.537 0.504 12.7% 0.060 1.5% 83% False False 2,580
60 4.041 3.537 0.504 12.7% 0.056 1.4% 83% False False 2,258
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.014
Narrowest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 4.128
2.618 4.071
1.618 4.036
1.000 4.014
0.618 4.001
HIGH 3.979
0.618 3.966
0.500 3.962
0.382 3.957
LOW 3.944
0.618 3.922
1.000 3.909
1.618 3.887
2.618 3.852
4.250 3.795
Fisher Pivots for day following 04-Dec-2013
Pivot 1 day 3 day
R1 3.962 3.948
PP 3.959 3.942
S1 3.957 3.936

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

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