NYMEX Natural Gas Future August 2013


Trading Metrics calculated at close of trading on 21-May-2013
Day Change Summary
Previous Current
20-May-2013 21-May-2013 Change Change % Previous Week
Open 4.159 4.169 0.010 0.2% 3.974
High 4.229 4.275 0.046 1.1% 4.200
Low 4.139 4.156 0.017 0.4% 3.956
Close 4.164 4.259 0.095 2.3% 4.125
Range 0.090 0.119 0.029 32.2% 0.244
ATR 0.124 0.124 0.000 -0.3% 0.000
Volume 26,996 32,054 5,058 18.7% 130,160
Daily Pivots for day following 21-May-2013
Classic Woodie Camarilla DeMark
R4 4.587 4.542 4.324
R3 4.468 4.423 4.292
R2 4.349 4.349 4.281
R1 4.304 4.304 4.270 4.327
PP 4.230 4.230 4.230 4.241
S1 4.185 4.185 4.248 4.208
S2 4.111 4.111 4.237
S3 3.992 4.066 4.226
S4 3.873 3.947 4.194
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 4.275 3.984 0.291 6.8% 0.131 3.1% 95% True False 26,609
10 4.275 3.956 0.319 7.5% 0.118 2.8% 95% True False 26,572
20 4.525 3.956 0.569 13.4% 0.127 3.0% 53% False False 22,771
40 4.525 3.956 0.569 13.4% 0.123 2.9% 53% False False 20,068
60 4.525 3.581 0.944 22.2% 0.111 2.6% 72% False False 17,587
80 4.525 3.404 1.121 26.3% 0.103 2.4% 76% False False 14,611
100 4.525 3.365 1.160 27.2% 0.099 2.3% 77% False False 12,487
120 4.525 3.365 1.160 27.2% 0.094 2.2% 77% False False 10,746
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.021
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.781
2.618 4.587
1.618 4.468
1.000 4.394
0.618 4.349
HIGH 4.275
0.618 4.230
0.500 4.216
0.382 4.201
LOW 4.156
0.618 4.082
1.000 4.037
1.618 3.963
2.618 3.844
4.250 3.650
Fisher Pivots for day following 21-May-2013
Pivot 1 day 3 day
R1 4.245 4.217
PP 4.230 4.175
S1 4.216 4.133

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

View Archives - Comment on this page... - Back to Index of Symbols