NYMEX Natural Gas Future July 2013


Trading Metrics calculated at close of trading on 05-Jun-2013
Day Change Summary
Previous Current
04-Jun-2013 05-Jun-2013 Change Change % Previous Week
Open 3.988 4.000 0.012 0.3% 4.261
High 4.033 4.027 -0.006 -0.1% 4.358
Low 3.965 3.975 0.010 0.3% 3.981
Close 3.998 4.001 0.003 0.1% 3.984
Range 0.068 0.052 -0.016 -23.5% 0.377
ATR 0.117 0.112 -0.005 -4.0% 0.000
Volume 82,001 90,193 8,192 10.0% 515,982
Daily Pivots for day following 05-Jun-2013
Classic Woodie Camarilla DeMark
R4 4.157 4.131 4.030
R3 4.105 4.079 4.015
R2 4.053 4.053 4.011
R1 4.027 4.027 4.006 4.040
PP 4.001 4.001 4.001 4.008
S1 3.975 3.975 3.996 3.988
S2 3.949 3.949 3.991
S3 3.897 3.923 3.987
S4 3.845 3.871 3.972
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 4.184 3.951 0.233 5.8% 0.093 2.3% 21% False False 103,130
10 4.358 3.951 0.407 10.2% 0.103 2.6% 12% False False 101,055
20 4.358 3.933 0.425 10.6% 0.110 2.8% 16% False False 78,402
40 4.499 3.933 0.566 14.1% 0.122 3.0% 12% False False 61,777
60 4.499 3.756 0.743 18.6% 0.117 2.9% 33% False False 54,152
80 4.499 3.382 1.117 27.9% 0.109 2.7% 55% False False 45,833
100 4.499 3.382 1.117 27.9% 0.105 2.6% 55% False False 38,931
120 4.499 3.336 1.163 29.1% 0.102 2.5% 57% False False 33,407
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.030
Narrowest range in 59 trading days
Fibonacci Retracements and Extensions
4.250 4.248
2.618 4.163
1.618 4.111
1.000 4.079
0.618 4.059
HIGH 4.027
0.618 4.007
0.500 4.001
0.382 3.995
LOW 3.975
0.618 3.943
1.000 3.923
1.618 3.891
2.618 3.839
4.250 3.754
Fisher Pivots for day following 05-Jun-2013
Pivot 1 day 3 day
R1 4.001 3.999
PP 4.001 3.997
S1 4.001 3.996

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

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