NYMEX Natural Gas Future May 2014


Trading Metrics calculated at close of trading on 06-Dec-2013
Day Change Summary
Previous Current
05-Dec-2013 06-Dec-2013 Change Change % Previous Week
Open 3.950 4.030 0.080 2.0% 3.860
High 4.032 4.069 0.037 0.9% 4.069
Low 3.940 4.027 0.087 2.2% 3.860
Close 4.024 4.045 0.021 0.5% 4.045
Range 0.092 0.042 -0.050 -54.3% 0.209
ATR 0.070 0.068 -0.002 -2.5% 0.000
Volume 8,198 36,817 28,619 349.1% 65,099
Daily Pivots for day following 06-Dec-2013
Classic Woodie Camarilla DeMark
R4 4.173 4.151 4.068
R3 4.131 4.109 4.057
R2 4.089 4.089 4.053
R1 4.067 4.067 4.049 4.078
PP 4.047 4.047 4.047 4.053
S1 4.025 4.025 4.041 4.036
S2 4.005 4.005 4.037
S3 3.963 3.983 4.033
S4 3.921 3.941 4.022
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 4.069 3.860 0.209 5.2% 0.060 1.5% 89% True False 13,019
10 4.069 3.739 0.330 8.2% 0.065 1.6% 93% True False 10,875
20 4.069 3.570 0.499 12.3% 0.064 1.6% 95% True False 8,466
40 4.069 3.495 0.574 14.2% 0.066 1.6% 96% True False 6,058
60 4.069 3.495 0.574 14.2% 0.061 1.5% 96% True False 4,977
80 4.069 3.495 0.574 14.2% 0.060 1.5% 96% True False 4,219
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 4.248
2.618 4.179
1.618 4.137
1.000 4.111
0.618 4.095
HIGH 4.069
0.618 4.053
0.500 4.048
0.382 4.043
LOW 4.027
0.618 4.001
1.000 3.985
1.618 3.959
2.618 3.917
4.250 3.849
Fisher Pivots for day following 06-Dec-2013
Pivot 1 day 3 day
R1 4.048 4.028
PP 4.047 4.010
S1 4.046 3.993

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

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