NYMEX Natural Gas Future July 2013


Trading Metrics calculated at close of trading on 20-Mar-2013
Day Change Summary
Previous Current
19-Mar-2013 20-Mar-2013 Change Change % Previous Week
Open 3.998 4.067 0.069 1.7% 3.778
High 4.077 4.075 -0.002 0.0% 4.031
Low 3.988 3.997 0.009 0.2% 3.734
Close 4.074 4.059 -0.015 -0.4% 3.995
Range 0.089 0.078 -0.011 -12.4% 0.297
ATR 0.090 0.089 -0.001 -0.9% 0.000
Volume 32,699 20,857 -11,842 -36.2% 132,208
Daily Pivots for day following 20-Mar-2013
Classic Woodie Camarilla DeMark
R4 4.278 4.246 4.102
R3 4.200 4.168 4.080
R2 4.122 4.122 4.073
R1 4.090 4.090 4.066 4.067
PP 4.044 4.044 4.044 4.032
S1 4.012 4.012 4.052 3.989
S2 3.966 3.966 4.045
S3 3.888 3.934 4.038
S4 3.810 3.856 4.016
Weekly Pivots for week ending 15-Mar-2013
Classic Woodie Camarilla DeMark
R4 4.811 4.700 4.158
R3 4.514 4.403 4.077
R2 4.217 4.217 4.049
R1 4.106 4.106 4.022 4.162
PP 3.920 3.920 3.920 3.948
S1 3.809 3.809 3.968 3.865
S2 3.623 3.623 3.941
S3 3.326 3.512 3.913
S4 3.029 3.215 3.832
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.082 3.806 0.276 6.8% 0.099 2.4% 92% False False 31,990
10 4.082 3.621 0.461 11.4% 0.084 2.1% 95% False False 29,337
20 4.082 3.449 0.633 15.6% 0.086 2.1% 96% False False 25,215
40 4.082 3.382 0.700 17.2% 0.087 2.1% 97% False False 19,384
60 4.082 3.336 0.746 18.4% 0.087 2.1% 97% False False 15,408
80 4.082 3.336 0.746 18.4% 0.086 2.1% 97% False False 12,761
100 4.082 3.336 0.746 18.4% 0.086 2.1% 97% False False 10,642
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.011
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.407
2.618 4.279
1.618 4.201
1.000 4.153
0.618 4.123
HIGH 4.075
0.618 4.045
0.500 4.036
0.382 4.027
LOW 3.997
0.618 3.949
1.000 3.919
1.618 3.871
2.618 3.793
4.250 3.666
Fisher Pivots for day following 20-Mar-2013
Pivot 1 day 3 day
R1 4.051 4.049
PP 4.044 4.040
S1 4.036 4.030

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

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