NYMEX Natural Gas Future June 2013


Trading Metrics calculated at close of trading on 15-May-2013
Day Change Summary
Previous Current
14-May-2013 15-May-2013 Change Change % Previous Week
Open 3.942 4.018 0.076 1.9% 4.012
High 4.030 4.078 0.048 1.2% 4.056
Low 3.923 4.011 0.088 2.2% 3.883
Close 4.024 4.070 0.046 1.1% 3.910
Range 0.107 0.067 -0.040 -37.4% 0.173
ATR 0.124 0.120 -0.004 -3.3% 0.000
Volume 105,368 98,299 -7,069 -6.7% 577,653
Daily Pivots for day following 15-May-2013
Classic Woodie Camarilla DeMark
R4 4.254 4.229 4.107
R3 4.187 4.162 4.088
R2 4.120 4.120 4.082
R1 4.095 4.095 4.076 4.108
PP 4.053 4.053 4.053 4.059
S1 4.028 4.028 4.064 4.041
S2 3.986 3.986 4.058
S3 3.919 3.961 4.052
S4 3.852 3.894 4.033
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 4.078 3.883 0.195 4.8% 0.103 2.5% 96% True False 113,213
10 4.364 3.883 0.481 11.8% 0.122 3.0% 39% False False 124,953
20 4.457 3.883 0.574 14.1% 0.128 3.1% 33% False False 119,696
40 4.457 3.883 0.574 14.1% 0.125 3.1% 33% False False 86,755
60 4.457 3.394 1.063 26.1% 0.113 2.8% 64% False False 66,217
80 4.457 3.325 1.132 27.8% 0.108 2.7% 66% False False 52,976
100 4.457 3.204 1.253 30.8% 0.105 2.6% 69% False False 43,853
120 4.457 3.204 1.253 30.8% 0.103 2.5% 69% False False 37,341
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.027
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 4.363
2.618 4.253
1.618 4.186
1.000 4.145
0.618 4.119
HIGH 4.078
0.618 4.052
0.500 4.045
0.382 4.037
LOW 4.011
0.618 3.970
1.000 3.944
1.618 3.903
2.618 3.836
4.250 3.726
Fisher Pivots for day following 15-May-2013
Pivot 1 day 3 day
R1 4.062 4.041
PP 4.053 4.011
S1 4.045 3.982

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

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