NYMEX Natural Gas Future June 2013


Trading Metrics calculated at close of trading on 22-May-2013
Day Change Summary
Previous Current
21-May-2013 22-May-2013 Change Change % Previous Week
Open 4.087 4.190 0.103 2.5% 3.897
High 4.210 4.228 0.018 0.4% 4.096
Low 4.078 4.155 0.077 1.9% 3.886
Close 4.192 4.186 -0.006 -0.1% 4.055
Range 0.132 0.073 -0.059 -44.7% 0.210
ATR 0.127 0.123 -0.004 -3.0% 0.000
Volume 104,312 94,178 -10,134 -9.7% 612,509
Daily Pivots for day following 22-May-2013
Classic Woodie Camarilla DeMark
R4 4.409 4.370 4.226
R3 4.336 4.297 4.206
R2 4.263 4.263 4.199
R1 4.224 4.224 4.193 4.207
PP 4.190 4.190 4.190 4.181
S1 4.151 4.151 4.179 4.134
S2 4.117 4.117 4.173
S3 4.044 4.078 4.166
S4 3.971 4.005 4.146
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 4.228 3.912 0.316 7.5% 0.133 3.2% 87% True False 124,349
10 4.228 3.883 0.345 8.2% 0.118 2.8% 88% True False 118,781
20 4.444 3.883 0.561 13.4% 0.127 3.0% 54% False False 129,993
40 4.457 3.883 0.574 13.7% 0.127 3.0% 53% False False 98,423
60 4.457 3.500 0.957 22.9% 0.118 2.8% 72% False False 75,180
80 4.457 3.325 1.132 27.0% 0.110 2.6% 76% False False 60,092
100 4.457 3.204 1.253 29.9% 0.109 2.6% 78% False False 49,825
120 4.457 3.204 1.253 29.9% 0.105 2.5% 78% False False 42,427
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 0.022
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.538
2.618 4.419
1.618 4.346
1.000 4.301
0.618 4.273
HIGH 4.228
0.618 4.200
0.500 4.192
0.382 4.183
LOW 4.155
0.618 4.110
1.000 4.082
1.618 4.037
2.618 3.964
4.250 3.845
Fisher Pivots for day following 22-May-2013
Pivot 1 day 3 day
R1 4.192 4.173
PP 4.190 4.159
S1 4.188 4.146

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

View Archives - Comment on this page... - Back to Index of Symbols