NYMEX Natural Gas Future July 2013


Trading Metrics calculated at close of trading on 03-Jun-2013
Day Change Summary
Previous Current
31-May-2013 03-Jun-2013 Change Change % Previous Week
Open 4.032 3.963 -0.069 -1.7% 4.261
High 4.064 4.040 -0.024 -0.6% 4.358
Low 3.981 3.951 -0.030 -0.8% 3.981
Close 3.984 3.991 0.007 0.2% 3.984
Range 0.083 0.089 0.006 7.2% 0.377
ATR 0.123 0.120 -0.002 -2.0% 0.000
Volume 110,722 95,619 -15,103 -13.6% 515,982
Daily Pivots for day following 03-Jun-2013
Classic Woodie Camarilla DeMark
R4 4.261 4.215 4.040
R3 4.172 4.126 4.015
R2 4.083 4.083 4.007
R1 4.037 4.037 3.999 4.060
PP 3.994 3.994 3.994 4.006
S1 3.948 3.948 3.983 3.971
S2 3.905 3.905 3.975
S3 3.816 3.859 3.967
S4 3.727 3.770 3.942
Weekly Pivots for week ending 31-May-2013
Classic Woodie Camarilla DeMark
R4 5.239 4.988 4.191
R3 4.862 4.611 4.088
R2 4.485 4.485 4.053
R1 4.234 4.234 4.019 4.171
PP 4.108 4.108 4.108 4.076
S1 3.857 3.857 3.949 3.794
S2 3.731 3.731 3.915
S3 3.354 3.480 3.880
S4 2.977 3.103 3.777
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.358 3.951 0.407 10.2% 0.129 3.2% 10% False True 122,320
10 4.358 3.951 0.407 10.2% 0.113 2.8% 10% False True 95,694
20 4.358 3.933 0.425 10.6% 0.113 2.8% 14% False False 73,749
40 4.499 3.933 0.566 14.2% 0.125 3.1% 10% False False 62,543
60 4.499 3.707 0.792 19.8% 0.117 2.9% 36% False False 52,387
80 4.499 3.382 1.117 28.0% 0.110 2.8% 55% False False 44,100
100 4.499 3.336 1.163 29.1% 0.106 2.7% 56% False False 37,387
120 4.499 3.336 1.163 29.1% 0.102 2.6% 56% False False 32,077
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 0.028
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.418
2.618 4.273
1.618 4.184
1.000 4.129
0.618 4.095
HIGH 4.040
0.618 4.006
0.500 3.996
0.382 3.985
LOW 3.951
0.618 3.896
1.000 3.862
1.618 3.807
2.618 3.718
4.250 3.573
Fisher Pivots for day following 03-Jun-2013
Pivot 1 day 3 day
R1 3.996 4.068
PP 3.994 4.042
S1 3.993 4.017

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

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