NYMEX Natural Gas Future December 2013


Trading Metrics calculated at close of trading on 26-Jul-2013
Day Change Summary
Previous Current
25-Jul-2013 26-Jul-2013 Change Change % Previous Week
Open 3.952 3.902 -0.050 -1.3% 3.968
High 3.991 3.902 -0.089 -2.2% 4.017
Low 3.894 3.819 -0.075 -1.9% 3.819
Close 3.902 3.829 -0.073 -1.9% 3.829
Range 0.097 0.083 -0.014 -14.4% 0.198
ATR 0.101 0.099 -0.001 -1.3% 0.000
Volume 4,871 9,334 4,463 91.6% 41,969
Daily Pivots for day following 26-Jul-2013
Classic Woodie Camarilla DeMark
R4 4.099 4.047 3.875
R3 4.016 3.964 3.852
R2 3.933 3.933 3.844
R1 3.881 3.881 3.837 3.866
PP 3.850 3.850 3.850 3.842
S1 3.798 3.798 3.821 3.783
S2 3.767 3.767 3.814
S3 3.684 3.715 3.806
S4 3.601 3.632 3.783
Weekly Pivots for week ending 26-Jul-2013
Classic Woodie Camarilla DeMark
R4 4.482 4.354 3.938
R3 4.284 4.156 3.883
R2 4.086 4.086 3.865
R1 3.958 3.958 3.847 3.923
PP 3.888 3.888 3.888 3.871
S1 3.760 3.760 3.811 3.725
S2 3.690 3.690 3.793
S3 3.492 3.562 3.775
S4 3.294 3.364 3.720
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.017 3.819 0.198 5.2% 0.088 2.3% 5% False True 8,393
10 4.061 3.806 0.255 6.7% 0.098 2.5% 9% False False 9,644
20 4.061 3.780 0.281 7.3% 0.098 2.6% 17% False False 10,281
40 4.309 3.780 0.529 13.8% 0.091 2.4% 9% False False 8,574
60 4.668 3.780 0.888 23.2% 0.096 2.5% 6% False False 7,741
80 4.744 3.780 0.964 25.2% 0.099 2.6% 5% False False 8,000
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 4.255
2.618 4.119
1.618 4.036
1.000 3.985
0.618 3.953
HIGH 3.902
0.618 3.870
0.500 3.861
0.382 3.851
LOW 3.819
0.618 3.768
1.000 3.736
1.618 3.685
2.618 3.602
4.250 3.466
Fisher Pivots for day following 26-Jul-2013
Pivot 1 day 3 day
R1 3.861 3.918
PP 3.850 3.888
S1 3.840 3.859

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

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