NYMEX Natural Gas Future June 2013


Trading Metrics calculated at close of trading on 21-May-2013
Day Change Summary
Previous Current
20-May-2013 21-May-2013 Change Change % Previous Week
Open 4.089 4.087 -0.002 0.0% 3.897
High 4.159 4.210 0.051 1.2% 4.096
Low 4.063 4.078 0.015 0.4% 3.886
Close 4.090 4.192 0.102 2.5% 4.055
Range 0.096 0.132 0.036 37.5% 0.210
ATR 0.127 0.127 0.000 0.3% 0.000
Volume 117,090 104,312 -12,778 -10.9% 612,509
Daily Pivots for day following 21-May-2013
Classic Woodie Camarilla DeMark
R4 4.556 4.506 4.265
R3 4.424 4.374 4.228
R2 4.292 4.292 4.216
R1 4.242 4.242 4.204 4.267
PP 4.160 4.160 4.160 4.173
S1 4.110 4.110 4.180 4.135
S2 4.028 4.028 4.168
S3 3.896 3.978 4.156
S4 3.764 3.846 4.119
Weekly Pivots for week ending 17-May-2013
Classic Woodie Camarilla DeMark
R4 4.642 4.559 4.171
R3 4.432 4.349 4.113
R2 4.222 4.222 4.094
R1 4.139 4.139 4.074 4.181
PP 4.012 4.012 4.012 4.033
S1 3.929 3.929 4.036 3.971
S2 3.802 3.802 4.017
S3 3.592 3.719 3.997
S4 3.382 3.509 3.940
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.210 3.912 0.298 7.1% 0.132 3.1% 94% True False 125,174
10 4.210 3.883 0.327 7.8% 0.120 2.9% 94% True False 118,442
20 4.444 3.883 0.561 13.4% 0.130 3.1% 55% False False 128,810
40 4.457 3.883 0.574 13.7% 0.129 3.1% 54% False False 96,869
60 4.457 3.500 0.957 22.8% 0.118 2.8% 72% False False 73,881
80 4.457 3.325 1.132 27.0% 0.111 2.6% 77% False False 59,040
100 4.457 3.204 1.253 29.9% 0.108 2.6% 79% False False 48,912
120 4.457 3.204 1.253 29.9% 0.106 2.5% 79% False False 41,666
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 0.021
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.771
2.618 4.556
1.618 4.424
1.000 4.342
0.618 4.292
HIGH 4.210
0.618 4.160
0.500 4.144
0.382 4.128
LOW 4.078
0.618 3.996
1.000 3.946
1.618 3.864
2.618 3.732
4.250 3.517
Fisher Pivots for day following 21-May-2013
Pivot 1 day 3 day
R1 4.176 4.149
PP 4.160 4.106
S1 4.144 4.063

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

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