NYMEX Natural Gas Future September 2013


Trading Metrics calculated at close of trading on 22-May-2013
Day Change Summary
Previous Current
21-May-2013 22-May-2013 Change Change % Previous Week
Open 4.162 4.256 0.094 2.3% 3.971
High 4.271 4.290 0.019 0.4% 4.155
Low 4.153 4.214 0.061 1.5% 3.957
Close 4.256 4.249 -0.007 -0.2% 4.124
Range 0.118 0.076 -0.042 -35.6% 0.198
ATR 0.116 0.113 -0.003 -2.5% 0.000
Volume 12,516 17,339 4,823 38.5% 87,303
Daily Pivots for day following 22-May-2013
Classic Woodie Camarilla DeMark
R4 4.479 4.440 4.291
R3 4.403 4.364 4.270
R2 4.327 4.327 4.263
R1 4.288 4.288 4.256 4.270
PP 4.251 4.251 4.251 4.242
S1 4.212 4.212 4.242 4.194
S2 4.175 4.175 4.235
S3 4.099 4.136 4.228
S4 4.023 4.060 4.207
Weekly Pivots for week ending 17-May-2013
Classic Woodie Camarilla DeMark
R4 4.673 4.596 4.233
R3 4.475 4.398 4.178
R2 4.277 4.277 4.160
R1 4.200 4.200 4.142 4.239
PP 4.079 4.079 4.079 4.098
S1 4.002 4.002 4.106 4.041
S2 3.881 3.881 4.088
S3 3.683 3.804 4.070
S4 3.485 3.606 4.015
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.290 3.984 0.306 7.2% 0.117 2.8% 87% True False 18,523
10 4.290 3.957 0.333 7.8% 0.107 2.5% 88% True False 18,127
20 4.517 3.957 0.560 13.2% 0.118 2.8% 52% False False 16,737
40 4.517 3.957 0.560 13.2% 0.115 2.7% 52% False False 15,804
60 4.517 3.595 0.922 21.7% 0.105 2.5% 71% False False 13,803
80 4.517 3.420 1.097 25.8% 0.098 2.3% 76% False False 11,736
100 4.517 3.350 1.167 27.5% 0.097 2.3% 77% False False 10,158
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 0.021
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.613
2.618 4.489
1.618 4.413
1.000 4.366
0.618 4.337
HIGH 4.290
0.618 4.261
0.500 4.252
0.382 4.243
LOW 4.214
0.618 4.167
1.000 4.138
1.618 4.091
2.618 4.015
4.250 3.891
Fisher Pivots for day following 22-May-2013
Pivot 1 day 3 day
R1 4.252 4.239
PP 4.251 4.229
S1 4.250 4.219

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

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