NYMEX Natural Gas Future August 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 4.085 0.095 2.4% 4.100
High 4.090 4.140 0.050 1.2% 4.134
Low 3.990 4.075 0.085 2.1% 3.962
Close 4.087 4.133 0.046 1.1% 3.983
Range 0.100 0.065 -0.035 -35.0% 0.172
ATR 0.119 0.115 -0.004 -3.2% 0.000
Volume 22,259 24,908 2,649 11.9% 111,921
Daily Pivots for day following 15-May-2013
Classic Woodie Camarilla DeMark
R4 4.311 4.287 4.169
R3 4.246 4.222 4.151
R2 4.181 4.181 4.145
R1 4.157 4.157 4.139 4.169
PP 4.116 4.116 4.116 4.122
S1 4.092 4.092 4.127 4.104
S2 4.051 4.051 4.121
S3 3.986 4.027 4.115
S4 3.921 3.962 4.097
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 4.140 3.956 0.184 4.5% 0.100 2.4% 96% True False 25,394
10 4.437 3.956 0.481 11.6% 0.118 2.9% 37% False False 25,099
20 4.525 3.956 0.569 13.8% 0.123 3.0% 31% False False 20,701
40 4.525 3.956 0.569 13.8% 0.118 2.9% 31% False False 18,549
60 4.525 3.473 1.052 25.5% 0.105 2.5% 63% False False 16,193
80 4.525 3.404 1.121 27.1% 0.100 2.4% 65% False False 13,505
100 4.525 3.365 1.160 28.1% 0.095 2.3% 66% False False 11,488
120 4.525 3.365 1.160 28.1% 0.092 2.2% 66% False False 9,880
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 0.026
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 4.416
2.618 4.310
1.618 4.245
1.000 4.205
0.618 4.180
HIGH 4.140
0.618 4.115
0.500 4.108
0.382 4.100
LOW 4.075
0.618 4.035
1.000 4.010
1.618 3.970
2.618 3.905
4.250 3.799
Fisher Pivots for day following 15-May-2013
Pivot 1 day 3 day
R1 4.125 4.105
PP 4.116 4.076
S1 4.108 4.048

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

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