NYMEX Natural Gas Future July 2013


Trading Metrics calculated at close of trading on 15-May-2013
Day Change Summary
Previous Current
14-May-2013 15-May-2013 Change Change % Previous Week
Open 3.990 4.065 0.075 1.9% 4.073
High 4.072 4.122 0.050 1.2% 4.108
Low 3.971 4.054 0.083 2.1% 3.935
Close 4.068 4.113 0.045 1.1% 3.960
Range 0.101 0.068 -0.033 -32.7% 0.173
ATR 0.122 0.118 -0.004 -3.2% 0.000
Volume 47,962 46,628 -1,334 -2.8% 220,605
Daily Pivots for day following 15-May-2013
Classic Woodie Camarilla DeMark
R4 4.300 4.275 4.150
R3 4.232 4.207 4.132
R2 4.164 4.164 4.125
R1 4.139 4.139 4.119 4.152
PP 4.096 4.096 4.096 4.103
S1 4.071 4.071 4.107 4.084
S2 4.028 4.028 4.101
S3 3.960 4.003 4.094
S4 3.892 3.935 4.076
Weekly Pivots for week ending 10-May-2013
Classic Woodie Camarilla DeMark
R4 4.520 4.413 4.055
R3 4.347 4.240 4.008
R2 4.174 4.174 3.992
R1 4.067 4.067 3.976 4.034
PP 4.001 4.001 4.001 3.985
S1 3.894 3.894 3.944 3.861
S2 3.828 3.828 3.928
S3 3.655 3.721 3.912
S4 3.482 3.548 3.865
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.122 3.933 0.189 4.6% 0.101 2.5% 95% True False 44,871
10 4.415 3.933 0.482 11.7% 0.120 2.9% 37% False False 49,384
20 4.499 3.933 0.566 13.8% 0.125 3.0% 32% False False 41,884
40 4.499 3.933 0.566 13.8% 0.122 3.0% 32% False False 44,404
60 4.499 3.449 1.050 25.5% 0.110 2.7% 63% False False 37,922
80 4.499 3.382 1.117 27.2% 0.105 2.6% 65% False False 31,763
100 4.499 3.336 1.163 28.3% 0.101 2.5% 67% False False 26,856
120 4.499 3.336 1.163 28.3% 0.098 2.4% 67% False False 23,145
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.027
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 4.411
2.618 4.300
1.618 4.232
1.000 4.190
0.618 4.164
HIGH 4.122
0.618 4.096
0.500 4.088
0.382 4.080
LOW 4.054
0.618 4.012
1.000 3.986
1.618 3.944
2.618 3.876
4.250 3.765
Fisher Pivots for day following 15-May-2013
Pivot 1 day 3 day
R1 4.105 4.085
PP 4.096 4.056
S1 4.088 4.028

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

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