NYMEX Natural Gas Future June 2013


Trading Metrics calculated at close of trading on 01-Apr-2013
Day Change Summary
Previous Current
28-Mar-2013 01-Apr-2013 Change Change % Previous Week
Open 4.130 4.000 -0.130 -3.1% 4.000
High 4.160 4.087 -0.073 -1.8% 4.160
Low 4.013 3.979 -0.034 -0.8% 3.927
Close 4.066 4.061 -0.005 -0.1% 4.066
Range 0.147 0.108 -0.039 -26.5% 0.233
ATR 0.105 0.105 0.000 0.2% 0.000
Volume 46,688 49,128 2,440 5.2% 129,918
Daily Pivots for day following 01-Apr-2013
Classic Woodie Camarilla DeMark
R4 4.366 4.322 4.120
R3 4.258 4.214 4.091
R2 4.150 4.150 4.081
R1 4.106 4.106 4.071 4.128
PP 4.042 4.042 4.042 4.054
S1 3.998 3.998 4.051 4.020
S2 3.934 3.934 4.041
S3 3.826 3.890 4.031
S4 3.718 3.782 4.002
Weekly Pivots for week ending 29-Mar-2013
Classic Woodie Camarilla DeMark
R4 4.750 4.641 4.194
R3 4.517 4.408 4.130
R2 4.284 4.284 4.109
R1 4.175 4.175 4.087 4.230
PP 4.051 4.051 4.051 4.078
S1 3.942 3.942 4.045 3.997
S2 3.818 3.818 4.023
S3 3.585 3.709 4.002
S4 3.352 3.476 3.938
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% 0.127 3.1% 58% False False 35,809
10 4.160 3.927 0.233 5.7% 0.114 2.8% 58% False False 36,617
20 4.160 3.511 0.649 16.0% 0.101 2.5% 85% False False 32,398
40 4.160 3.325 0.835 20.6% 0.096 2.4% 88% False False 24,159
60 4.160 3.275 0.885 21.8% 0.094 2.3% 89% False False 19,307
80 4.160 3.204 0.956 23.5% 0.095 2.3% 90% False False 15,813
100 4.160 3.204 0.956 23.5% 0.093 2.3% 90% False False 13,278
120 4.160 3.204 0.956 23.5% 0.091 2.3% 90% False False 11,472
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.029
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.546
2.618 4.370
1.618 4.262
1.000 4.195
0.618 4.154
HIGH 4.087
0.618 4.046
0.500 4.033
0.382 4.020
LOW 3.979
0.618 3.912
1.000 3.871
1.618 3.804
2.618 3.696
4.250 3.520
Fisher Pivots for day following 01-Apr-2013
Pivot 1 day 3 day
R1 4.052 4.070
PP 4.042 4.067
S1 4.033 4.064

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

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