NYMEX Natural Gas Future July 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 3.983 3.973 -0.010 -0.3% 3.914
High 4.007 4.010 0.003 0.1% 3.974
Low 3.958 3.973 0.015 0.4% 3.845
Close 3.989 3.984 -0.005 -0.1% 3.971
Range 0.049 0.037 -0.012 -24.5% 0.129
ATR 0.063 0.061 -0.002 -2.9% 0.000
Volume 4,450 2,773 -1,677 -37.7% 12,715
Daily Pivots for day following 04-Dec-2013
Classic Woodie Camarilla DeMark
R4 4.100 4.079 4.004
R3 4.063 4.042 3.994
R2 4.026 4.026 3.991
R1 4.005 4.005 3.987 4.016
PP 3.989 3.989 3.989 3.994
S1 3.968 3.968 3.981 3.979
S2 3.952 3.952 3.977
S3 3.915 3.931 3.974
S4 3.878 3.894 3.964
Weekly Pivots for week ending 29-Nov-2013
Classic Woodie Camarilla DeMark
R4 4.317 4.273 4.042
R3 4.188 4.144 4.006
R2 4.059 4.059 3.995
R1 4.015 4.015 3.983 4.037
PP 3.930 3.930 3.930 3.941
S1 3.886 3.886 3.959 3.908
S2 3.801 3.801 3.947
S3 3.672 3.757 3.936
S4 3.543 3.628 3.900
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.010 3.887 0.123 3.1% 0.053 1.3% 79% True False 3,192
10 4.010 3.722 0.288 7.2% 0.054 1.4% 91% True False 2,648
20 4.010 3.645 0.365 9.2% 0.058 1.4% 93% True False 2,443
40 4.066 3.581 0.485 12.2% 0.055 1.4% 83% False False 1,972
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.009
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 4.167
2.618 4.107
1.618 4.070
1.000 4.047
0.618 4.033
HIGH 4.010
0.618 3.996
0.500 3.992
0.382 3.987
LOW 3.973
0.618 3.950
1.000 3.936
1.618 3.913
2.618 3.876
4.250 3.816
Fisher Pivots for day following 04-Dec-2013
Pivot 1 day 3 day
R1 3.992 3.979
PP 3.989 3.973
S1 3.987 3.968

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

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