NYMEX Natural Gas Future July 2013


Trading Metrics calculated at close of trading on 28-Mar-2013
Day Change Summary
Previous Current
27-Mar-2013 28-Mar-2013 Change Change % Previous Week
Open 4.085 4.170 0.085 2.1% 4.001
High 4.182 4.205 0.023 0.5% 4.122
Low 4.068 4.058 -0.010 -0.2% 3.978
Close 4.154 4.113 -0.041 -1.0% 4.038
Range 0.114 0.147 0.033 28.9% 0.144
ATR 0.098 0.101 0.004 3.6% 0.000
Volume 27,587 40,130 12,543 45.5% 165,008
Daily Pivots for day following 28-Mar-2013
Classic Woodie Camarilla DeMark
R4 4.566 4.487 4.194
R3 4.419 4.340 4.153
R2 4.272 4.272 4.140
R1 4.193 4.193 4.126 4.159
PP 4.125 4.125 4.125 4.109
S1 4.046 4.046 4.100 4.012
S2 3.978 3.978 4.086
S3 3.831 3.899 4.073
S4 3.684 3.752 4.032
Weekly Pivots for week ending 22-Mar-2013
Classic Woodie Camarilla DeMark
R4 4.478 4.402 4.117
R3 4.334 4.258 4.078
R2 4.190 4.190 4.064
R1 4.114 4.114 4.051 4.152
PP 4.046 4.046 4.046 4.065
S1 3.970 3.970 4.025 4.008
S2 3.902 3.902 4.012
S3 3.758 3.826 3.998
S4 3.614 3.682 3.959
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.205 3.973 0.232 5.6% 0.121 2.9% 60% True False 31,997
10 4.205 3.950 0.255 6.2% 0.109 2.6% 64% True False 32,587
20 4.205 3.569 0.636 15.5% 0.096 2.3% 86% True False 28,791
40 4.205 3.382 0.823 20.0% 0.093 2.3% 89% True False 22,395
60 4.205 3.336 0.869 21.1% 0.091 2.2% 89% True False 18,019
80 4.205 3.336 0.869 21.1% 0.088 2.1% 89% True False 14,851
100 4.205 3.336 0.869 21.1% 0.088 2.1% 89% True False 12,384
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.022
Widest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 4.830
2.618 4.590
1.618 4.443
1.000 4.352
0.618 4.296
HIGH 4.205
0.618 4.149
0.500 4.132
0.382 4.114
LOW 4.058
0.618 3.967
1.000 3.911
1.618 3.820
2.618 3.673
4.250 3.433
Fisher Pivots for day following 28-Mar-2013
Pivot 1 day 3 day
R1 4.132 4.106
PP 4.125 4.098
S1 4.119 4.091

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

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