NYMEX Natural Gas Future May 2014


Trading Metrics calculated at close of trading on 27-Dec-2013
Day Change Summary
Previous Current
26-Dec-2013 27-Dec-2013 Change Change % Previous Week
Open 4.173 4.177 0.004 0.1% 4.170
High 4.196 4.203 0.007 0.2% 4.203
Low 4.130 4.139 0.009 0.2% 4.120
Close 4.192 4.161 -0.031 -0.7% 4.161
Range 0.066 0.064 -0.002 -3.0% 0.083
ATR 0.070 0.069 0.000 -0.6% 0.000
Volume 4,265 4,167 -98 -2.3% 26,841
Daily Pivots for day following 27-Dec-2013
Classic Woodie Camarilla DeMark
R4 4.360 4.324 4.196
R3 4.296 4.260 4.179
R2 4.232 4.232 4.173
R1 4.196 4.196 4.167 4.182
PP 4.168 4.168 4.168 4.161
S1 4.132 4.132 4.155 4.118
S2 4.104 4.104 4.149
S3 4.040 4.068 4.143
S4 3.976 4.004 4.126
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 4.203 4.120 0.083 2.0% 0.057 1.4% 49% True False 10,081
10 4.212 4.065 0.147 3.5% 0.065 1.6% 65% False False 12,804
20 4.215 3.858 0.357 8.6% 0.067 1.6% 85% False False 14,375
40 4.215 3.495 0.720 17.3% 0.068 1.6% 93% False False 10,307
60 4.215 3.495 0.720 17.3% 0.064 1.5% 93% False False 7,792
80 4.215 3.495 0.720 17.3% 0.063 1.5% 93% False False 6,571
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 0.020
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.475
2.618 4.371
1.618 4.307
1.000 4.267
0.618 4.243
HIGH 4.203
0.618 4.179
0.500 4.171
0.382 4.163
LOW 4.139
0.618 4.099
1.000 4.075
1.618 4.035
2.618 3.971
4.250 3.867
Fisher Pivots for day following 27-Dec-2013
Pivot 1 day 3 day
R1 4.171 4.162
PP 4.168 4.161
S1 4.164 4.161

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

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