NYMEX Natural Gas Future June 2013


Trading Metrics calculated at close of trading on 10-May-2013
Day Change Summary
Previous Current
09-May-2013 10-May-2013 Change Change % Previous Week
Open 3.976 3.967 -0.009 -0.2% 4.012
High 4.020 4.010 -0.010 -0.2% 4.056
Low 3.883 3.898 0.015 0.4% 3.883
Close 3.983 3.910 -0.073 -1.8% 3.910
Range 0.137 0.112 -0.025 -18.2% 0.173
ATR 0.129 0.128 -0.001 -1.0% 0.000
Volume 151,472 108,253 -43,219 -28.5% 577,653
Daily Pivots for day following 10-May-2013
Classic Woodie Camarilla DeMark
R4 4.275 4.205 3.972
R3 4.163 4.093 3.941
R2 4.051 4.051 3.931
R1 3.981 3.981 3.920 3.960
PP 3.939 3.939 3.939 3.929
S1 3.869 3.869 3.900 3.848
S2 3.827 3.827 3.889
S3 3.715 3.757 3.879
S4 3.603 3.645 3.848
Weekly Pivots for week ending 10-May-2013
Classic Woodie Camarilla DeMark
R4 4.469 4.362 4.005
R3 4.296 4.189 3.958
R2 4.123 4.123 3.942
R1 4.016 4.016 3.926 3.983
PP 3.950 3.950 3.950 3.933
S1 3.843 3.843 3.894 3.810
S2 3.777 3.777 3.878
S3 3.604 3.670 3.862
S4 3.431 3.497 3.815
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.056 3.883 0.173 4.4% 0.103 2.6% 16% False False 115,530
10 4.444 3.883 0.561 14.3% 0.134 3.4% 5% False False 137,337
20 4.457 3.883 0.574 14.7% 0.134 3.4% 5% False False 114,506
40 4.457 3.883 0.574 14.7% 0.126 3.2% 5% False False 82,307
60 4.457 3.325 1.132 29.0% 0.114 2.9% 52% False False 61,958
80 4.457 3.325 1.132 29.0% 0.108 2.8% 52% False False 49,607
100 4.457 3.204 1.253 32.0% 0.106 2.7% 56% False False 40,915
120 4.457 3.204 1.253 32.0% 0.103 2.6% 56% False False 34,860
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.029
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.486
2.618 4.303
1.618 4.191
1.000 4.122
0.618 4.079
HIGH 4.010
0.618 3.967
0.500 3.954
0.382 3.941
LOW 3.898
0.618 3.829
1.000 3.786
1.618 3.717
2.618 3.605
4.250 3.422
Fisher Pivots for day following 10-May-2013
Pivot 1 day 3 day
R1 3.954 3.952
PP 3.939 3.938
S1 3.925 3.924

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

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