NYMEX Natural Gas Future August 2013


Trading Metrics calculated at close of trading on 13-May-2013
Day Change Summary
Previous Current
10-May-2013 13-May-2013 Change Change % Previous Week
Open 4.033 3.974 -0.059 -1.5% 4.100
High 4.085 4.046 -0.039 -1.0% 4.134
Low 3.975 3.956 -0.019 -0.5% 3.962
Close 3.983 3.993 0.010 0.3% 3.983
Range 0.110 0.090 -0.020 -18.2% 0.172
ATR 0.123 0.121 -0.002 -1.9% 0.000
Volume 25,400 33,904 8,504 33.5% 111,921
Daily Pivots for day following 13-May-2013
Classic Woodie Camarilla DeMark
R4 4.268 4.221 4.043
R3 4.178 4.131 4.018
R2 4.088 4.088 4.010
R1 4.041 4.041 4.001 4.065
PP 3.998 3.998 3.998 4.010
S1 3.951 3.951 3.985 3.975
S2 3.908 3.908 3.977
S3 3.818 3.861 3.968
S4 3.728 3.771 3.944
Weekly Pivots for week ending 10-May-2013
Classic Woodie Camarilla DeMark
R4 4.542 4.435 4.078
R3 4.370 4.263 4.030
R2 4.198 4.198 4.015
R1 4.091 4.091 3.999 4.059
PP 4.026 4.026 4.026 4.010
S1 3.919 3.919 3.967 3.887
S2 3.854 3.854 3.951
S3 3.682 3.747 3.936
S4 3.510 3.575 3.888
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.098 3.956 0.142 3.6% 0.101 2.5% 26% False True 25,808
10 4.525 3.956 0.569 14.2% 0.122 3.1% 7% False True 24,117
20 4.525 3.956 0.569 14.2% 0.124 3.1% 7% False True 20,051
40 4.525 3.956 0.569 14.2% 0.118 3.0% 7% False True 18,315
60 4.525 3.404 1.121 28.1% 0.105 2.6% 53% False False 15,613
80 4.525 3.404 1.121 28.1% 0.101 2.5% 53% False False 13,030
100 4.525 3.365 1.160 29.1% 0.095 2.4% 54% False False 11,053
120 4.525 3.365 1.160 29.1% 0.091 2.3% 54% False False 9,512
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 0.032
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.429
2.618 4.282
1.618 4.192
1.000 4.136
0.618 4.102
HIGH 4.046
0.618 4.012
0.500 4.001
0.382 3.990
LOW 3.956
0.618 3.900
1.000 3.866
1.618 3.810
2.618 3.720
4.250 3.574
Fisher Pivots for day following 13-May-2013
Pivot 1 day 3 day
R1 4.001 4.027
PP 3.998 4.016
S1 3.996 4.004

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

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