NYMEX Natural Gas Future June 2013


Trading Metrics calculated at close of trading on 28-Mar-2013
Day Change Summary
Previous Current
27-Mar-2013 28-Mar-2013 Change Change % Previous Week
Open 4.044 4.130 0.086 2.1% 3.985
High 4.142 4.160 0.018 0.4% 4.082
Low 4.023 4.013 -0.010 -0.2% 3.932
Close 4.108 4.066 -0.042 -1.0% 3.993
Range 0.119 0.147 0.028 23.5% 0.150
ATR 0.102 0.105 0.003 3.2% 0.000
Volume 30,503 46,688 16,185 53.1% 187,124
Daily Pivots for day following 28-Mar-2013
Classic Woodie Camarilla DeMark
R4 4.521 4.440 4.147
R3 4.374 4.293 4.106
R2 4.227 4.227 4.093
R1 4.146 4.146 4.079 4.113
PP 4.080 4.080 4.080 4.063
S1 3.999 3.999 4.053 3.966
S2 3.933 3.933 4.039
S3 3.786 3.852 4.026
S4 3.639 3.705 3.985
Weekly Pivots for week ending 22-Mar-2013
Classic Woodie Camarilla DeMark
R4 4.452 4.373 4.076
R3 4.302 4.223 4.034
R2 4.152 4.152 4.021
R1 4.073 4.073 4.007 4.113
PP 4.002 4.002 4.002 4.022
S1 3.923 3.923 3.979 3.963
S2 3.852 3.852 3.966
S3 3.702 3.773 3.952
S4 3.552 3.623 3.911
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.160 3.927 0.233 5.7% 0.124 3.0% 60% True False 33,649
10 4.160 3.904 0.256 6.3% 0.112 2.8% 63% True False 36,063
20 4.160 3.511 0.649 16.0% 0.099 2.4% 86% True False 30,926
40 4.160 3.325 0.835 20.5% 0.097 2.4% 89% True False 23,101
60 4.160 3.204 0.956 23.5% 0.097 2.4% 90% True False 18,561
80 4.160 3.204 0.956 23.5% 0.095 2.3% 90% True False 15,276
100 4.160 3.204 0.956 23.5% 0.094 2.3% 90% True False 12,811
120 4.160 3.204 0.956 23.5% 0.091 2.2% 90% True False 11,103
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.027
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 4.785
2.618 4.545
1.618 4.398
1.000 4.307
0.618 4.251
HIGH 4.160
0.618 4.104
0.500 4.087
0.382 4.069
LOW 4.013
0.618 3.922
1.000 3.866
1.618 3.775
2.618 3.628
4.250 3.388
Fisher Pivots for day following 28-Mar-2013
Pivot 1 day 3 day
R1 4.087 4.059
PP 4.080 4.052
S1 4.073 4.046

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

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