NYMEX Natural Gas Future July 2013


Trading Metrics calculated at close of trading on 21-Mar-2013
Day Change Summary
Previous Current
20-Mar-2013 21-Mar-2013 Change Change % Previous Week
Open 4.067 4.048 -0.019 -0.5% 3.778
High 4.075 4.122 0.047 1.2% 4.031
Low 3.997 3.992 -0.005 -0.1% 3.734
Close 4.059 4.038 -0.021 -0.5% 3.995
Range 0.078 0.130 0.052 66.7% 0.297
ATR 0.089 0.092 0.003 3.3% 0.000
Volume 20,857 24,212 3,355 16.1% 132,208
Daily Pivots for day following 21-Mar-2013
Classic Woodie Camarilla DeMark
R4 4.441 4.369 4.110
R3 4.311 4.239 4.074
R2 4.181 4.181 4.062
R1 4.109 4.109 4.050 4.080
PP 4.051 4.051 4.051 4.036
S1 3.979 3.979 4.026 3.950
S2 3.921 3.921 4.014
S3 3.791 3.849 4.002
S4 3.661 3.719 3.967
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 4.122 3.950 0.172 4.3% 0.096 2.4% 51% True False 33,177
10 4.122 3.707 0.415 10.3% 0.085 2.1% 80% True False 29,830
20 4.122 3.461 0.661 16.4% 0.089 2.2% 87% True False 25,707
40 4.122 3.382 0.740 18.3% 0.088 2.2% 89% True False 19,656
60 4.122 3.336 0.786 19.5% 0.088 2.2% 89% True False 15,706
80 4.122 3.336 0.786 19.5% 0.087 2.2% 89% True False 13,030
100 4.122 3.336 0.786 19.5% 0.086 2.1% 89% True False 10,871
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.015
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.675
2.618 4.462
1.618 4.332
1.000 4.252
0.618 4.202
HIGH 4.122
0.618 4.072
0.500 4.057
0.382 4.042
LOW 3.992
0.618 3.912
1.000 3.862
1.618 3.782
2.618 3.652
4.250 3.440
Fisher Pivots for day following 21-Mar-2013
Pivot 1 day 3 day
R1 4.057 4.055
PP 4.051 4.049
S1 4.044 4.044

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

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