NYMEX Natural Gas Future June 2013


Trading Metrics calculated at close of trading on 18-Mar-2013
Day Change Summary
Previous Current
15-Mar-2013 18-Mar-2013 Change Change % Previous Week
Open 3.907 3.985 0.078 2.0% 3.724
High 3.991 4.043 0.052 1.3% 3.991
Low 3.904 3.932 0.028 0.7% 3.681
Close 3.952 3.956 0.004 0.1% 3.952
Range 0.087 0.111 0.024 27.6% 0.310
ATR 0.092 0.094 0.001 1.4% 0.000
Volume 43,596 52,309 8,713 20.0% 149,141
Daily Pivots for day following 18-Mar-2013
Classic Woodie Camarilla DeMark
R4 4.310 4.244 4.017
R3 4.199 4.133 3.987
R2 4.088 4.088 3.976
R1 4.022 4.022 3.966 4.000
PP 3.977 3.977 3.977 3.966
S1 3.911 3.911 3.946 3.889
S2 3.866 3.866 3.936
S3 3.755 3.800 3.925
S4 3.644 3.689 3.895
Weekly Pivots for week ending 15-Mar-2013
Classic Woodie Camarilla DeMark
R4 4.805 4.688 4.123
R3 4.495 4.378 4.037
R2 4.185 4.185 4.009
R1 4.068 4.068 3.980 4.127
PP 3.875 3.875 3.875 3.904
S1 3.758 3.758 3.924 3.817
S2 3.565 3.565 3.895
S3 3.255 3.448 3.867
S4 2.945 3.138 3.782
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.043 3.705 0.338 8.5% 0.093 2.3% 74% True False 34,487
10 4.043 3.562 0.481 12.2% 0.087 2.2% 82% True False 31,654
20 4.043 3.325 0.718 18.1% 0.091 2.3% 88% True False 24,235
40 4.043 3.325 0.718 18.1% 0.091 2.3% 88% True False 18,629
60 4.043 3.204 0.839 21.2% 0.092 2.3% 90% True False 14,780
80 4.043 3.204 0.839 21.2% 0.093 2.3% 90% True False 12,249
100 4.043 3.204 0.839 21.2% 0.091 2.3% 90% True False 10,313
120 4.043 3.204 0.839 21.2% 0.088 2.2% 90% True False 9,077
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.018
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.515
2.618 4.334
1.618 4.223
1.000 4.154
0.618 4.112
HIGH 4.043
0.618 4.001
0.500 3.988
0.382 3.974
LOW 3.932
0.618 3.863
1.000 3.821
1.618 3.752
2.618 3.641
4.250 3.460
Fisher Pivots for day following 18-Mar-2013
Pivot 1 day 3 day
R1 3.988 3.937
PP 3.977 3.919
S1 3.967 3.900

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

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