NYMEX Natural Gas Future August 2013


Trading Metrics calculated at close of trading on 24-May-2013
Day Change Summary
Previous Current
23-May-2013 24-May-2013 Change Change % Previous Week
Open 4.250 4.326 0.076 1.8% 4.159
High 4.330 4.360 0.030 0.7% 4.360
Low 4.224 4.281 0.057 1.3% 4.139
Close 4.322 4.303 -0.019 -0.4% 4.303
Range 0.106 0.079 -0.027 -25.5% 0.221
ATR 0.119 0.116 -0.003 -2.4% 0.000
Volume 15,554 21,958 6,404 41.2% 120,295
Daily Pivots for day following 24-May-2013
Classic Woodie Camarilla DeMark
R4 4.552 4.506 4.346
R3 4.473 4.427 4.325
R2 4.394 4.394 4.317
R1 4.348 4.348 4.310 4.332
PP 4.315 4.315 4.315 4.306
S1 4.269 4.269 4.296 4.253
S2 4.236 4.236 4.289
S3 4.157 4.190 4.281
S4 4.078 4.111 4.260
Weekly Pivots for week ending 24-May-2013
Classic Woodie Camarilla DeMark
R4 4.930 4.838 4.425
R3 4.709 4.617 4.364
R2 4.488 4.488 4.344
R1 4.396 4.396 4.323 4.442
PP 4.267 4.267 4.267 4.291
S1 4.175 4.175 4.283 4.221
S2 4.046 4.046 4.262
S3 3.825 3.954 4.242
S4 3.604 3.733 4.181
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.360 4.139 0.221 5.1% 0.094 2.2% 74% True False 24,059
10 4.360 3.956 0.404 9.4% 0.111 2.6% 86% True False 25,045
20 4.525 3.956 0.569 13.2% 0.121 2.8% 61% False False 23,741
40 4.525 3.956 0.569 13.2% 0.120 2.8% 61% False False 20,656
60 4.525 3.608 0.917 21.3% 0.110 2.6% 76% False False 18,155
80 4.525 3.404 1.121 26.1% 0.104 2.4% 80% False False 15,171
100 4.525 3.365 1.160 27.0% 0.100 2.3% 81% False False 13,031
120 4.525 3.365 1.160 27.0% 0.094 2.2% 81% False False 11,218
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 0.018
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.696
2.618 4.567
1.618 4.488
1.000 4.439
0.618 4.409
HIGH 4.360
0.618 4.330
0.500 4.321
0.382 4.311
LOW 4.281
0.618 4.232
1.000 4.202
1.618 4.153
2.618 4.074
4.250 3.945
Fisher Pivots for day following 24-May-2013
Pivot 1 day 3 day
R1 4.321 4.299
PP 4.315 4.294
S1 4.309 4.290

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

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