NYMEX Natural Gas Future August 2013


Trading Metrics calculated at close of trading on 20-May-2013
Day Change Summary
Previous Current
17-May-2013 20-May-2013 Change Change % Previous Week
Open 4.017 4.159 0.142 3.5% 3.974
High 4.158 4.229 0.071 1.7% 4.200
Low 3.991 4.139 0.148 3.7% 3.956
Close 4.125 4.164 0.039 0.9% 4.125
Range 0.167 0.090 -0.077 -46.1% 0.244
ATR 0.126 0.124 -0.002 -1.2% 0.000
Volume 30,559 26,996 -3,563 -11.7% 130,160
Daily Pivots for day following 20-May-2013
Classic Woodie Camarilla DeMark
R4 4.447 4.396 4.214
R3 4.357 4.306 4.189
R2 4.267 4.267 4.181
R1 4.216 4.216 4.172 4.242
PP 4.177 4.177 4.177 4.190
S1 4.126 4.126 4.156 4.152
S2 4.087 4.087 4.148
S3 3.997 4.036 4.139
S4 3.907 3.946 4.115
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 4.229 3.984 0.245 5.9% 0.128 3.1% 73% True False 24,650
10 4.229 3.956 0.273 6.6% 0.114 2.7% 76% True False 25,229
20 4.525 3.956 0.569 13.7% 0.125 3.0% 37% False False 21,716
40 4.525 3.956 0.569 13.7% 0.123 2.9% 37% False False 19,540
60 4.525 3.581 0.944 22.7% 0.110 2.6% 62% False False 17,166
80 4.525 3.404 1.121 26.9% 0.103 2.5% 68% False False 14,277
100 4.525 3.365 1.160 27.9% 0.098 2.4% 69% False False 12,184
120 4.525 3.365 1.160 27.9% 0.094 2.3% 69% False False 10,488
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 False
Bull Hook False
Stretch 0.020
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.612
2.618 4.465
1.618 4.375
1.000 4.319
0.618 4.285
HIGH 4.229
0.618 4.195
0.500 4.184
0.382 4.173
LOW 4.139
0.618 4.083
1.000 4.049
1.618 3.993
2.618 3.903
4.250 3.757
Fisher Pivots for day following 20-May-2013
Pivot 1 day 3 day
R1 4.184 4.145
PP 4.177 4.126
S1 4.171 4.107

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

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