NYMEX Natural Gas Future August 2013


Trading Metrics calculated at close of trading on 17-May-2013
Day Change Summary
Previous Current
16-May-2013 17-May-2013 Change Change % Previous Week
Open 4.200 4.017 -0.183 -4.4% 3.974
High 4.200 4.158 -0.042 -1.0% 4.200
Low 3.984 3.991 0.007 0.2% 3.956
Close 4.005 4.125 0.120 3.0% 4.125
Range 0.216 0.167 -0.049 -22.7% 0.244
ATR 0.122 0.126 0.003 2.6% 0.000
Volume 18,530 30,559 12,029 64.9% 130,160
Daily Pivots for day following 17-May-2013
Classic Woodie Camarilla DeMark
R4 4.592 4.526 4.217
R3 4.425 4.359 4.171
R2 4.258 4.258 4.156
R1 4.192 4.192 4.140 4.225
PP 4.091 4.091 4.091 4.108
S1 4.025 4.025 4.110 4.058
S2 3.924 3.924 4.094
S3 3.757 3.858 4.079
S4 3.590 3.691 4.033
Weekly Pivots for week ending 17-May-2013
Classic Woodie Camarilla DeMark
R4 4.826 4.719 4.259
R3 4.582 4.475 4.192
R2 4.338 4.338 4.170
R1 4.231 4.231 4.147 4.285
PP 4.094 4.094 4.094 4.120
S1 3.987 3.987 4.103 4.041
S2 3.850 3.850 4.080
S3 3.606 3.743 4.058
S4 3.362 3.499 3.991
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.200 3.956 0.244 5.9% 0.128 3.1% 69% False False 26,032
10 4.200 3.956 0.244 5.9% 0.113 2.7% 69% False False 24,208
20 4.525 3.956 0.569 13.8% 0.127 3.1% 30% False False 20,996
40 4.525 3.956 0.569 13.8% 0.123 3.0% 30% False False 19,265
60 4.525 3.484 1.041 25.2% 0.109 2.6% 62% False False 16,813
80 4.525 3.404 1.121 27.2% 0.103 2.5% 64% False False 13,994
100 4.525 3.365 1.160 28.1% 0.098 2.4% 66% False False 11,938
120 4.525 3.365 1.160 28.1% 0.093 2.3% 66% False False 10,271
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.021
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.868
2.618 4.595
1.618 4.428
1.000 4.325
0.618 4.261
HIGH 4.158
0.618 4.094
0.500 4.075
0.382 4.055
LOW 3.991
0.618 3.888
1.000 3.824
1.618 3.721
2.618 3.554
4.250 3.281
Fisher Pivots for day following 17-May-2013
Pivot 1 day 3 day
R1 4.108 4.114
PP 4.091 4.103
S1 4.075 4.092

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

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