NYMEX Natural Gas Future July 2013


Trading Metrics calculated at close of trading on 21-May-2013
Day Change Summary
Previous Current
20-May-2013 21-May-2013 Change Change % Previous Week
Open 4.132 4.135 0.003 0.1% 3.949
High 4.207 4.257 0.050 1.2% 4.144
Low 4.113 4.129 0.016 0.4% 3.933
Close 4.141 4.239 0.098 2.4% 4.103
Range 0.094 0.128 0.034 36.2% 0.211
ATR 0.125 0.125 0.000 0.2% 0.000
Volume 55,996 62,584 6,588 11.8% 297,445
Daily Pivots for day following 21-May-2013
Classic Woodie Camarilla DeMark
R4 4.592 4.544 4.309
R3 4.464 4.416 4.274
R2 4.336 4.336 4.262
R1 4.288 4.288 4.251 4.312
PP 4.208 4.208 4.208 4.221
S1 4.160 4.160 4.227 4.184
S2 4.080 4.080 4.216
S3 3.952 4.032 4.204
S4 3.824 3.904 4.169
Weekly Pivots for week ending 17-May-2013
Classic Woodie Camarilla DeMark
R4 4.693 4.609 4.219
R3 4.482 4.398 4.161
R2 4.271 4.271 4.142
R1 4.187 4.187 4.122 4.229
PP 4.060 4.060 4.060 4.081
S1 3.976 3.976 4.084 4.018
S2 3.849 3.849 4.064
S3 3.638 3.765 4.045
S4 3.427 3.554 3.987
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.257 3.959 0.298 7.0% 0.130 3.1% 94% True False 64,422
10 4.257 3.933 0.324 7.6% 0.118 2.8% 94% True False 55,748
20 4.499 3.933 0.566 13.4% 0.128 3.0% 54% False False 48,499
40 4.499 3.933 0.566 13.4% 0.126 3.0% 54% False False 48,532
60 4.499 3.550 0.949 22.4% 0.115 2.7% 73% False False 41,396
80 4.499 3.382 1.117 26.4% 0.108 2.5% 77% False False 34,653
100 4.499 3.336 1.163 27.4% 0.104 2.4% 78% False False 29,393
120 4.499 3.336 1.163 27.4% 0.100 2.4% 78% False False 25,374
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.023
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.801
2.618 4.592
1.618 4.464
1.000 4.385
0.618 4.336
HIGH 4.257
0.618 4.208
0.500 4.193
0.382 4.178
LOW 4.129
0.618 4.050
1.000 4.001
1.618 3.922
2.618 3.794
4.250 3.585
Fisher Pivots for day following 21-May-2013
Pivot 1 day 3 day
R1 4.224 4.196
PP 4.208 4.154
S1 4.193 4.111

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

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