NYMEX Natural Gas Future August 2013


Trading Metrics calculated at close of trading on 31-May-2013
Day Change Summary
Previous Current
30-May-2013 31-May-2013 Change Change % Previous Week
Open 4.194 4.043 -0.151 -3.6% 4.282
High 4.204 4.083 -0.121 -2.9% 4.377
Low 4.031 4.001 -0.030 -0.7% 4.001
Close 4.043 4.003 -0.040 -1.0% 4.003
Range 0.173 0.082 -0.091 -52.6% 0.376
ATR 0.124 0.121 -0.003 -2.4% 0.000
Volume 25,267 29,011 3,744 14.8% 99,510
Daily Pivots for day following 31-May-2013
Classic Woodie Camarilla DeMark
R4 4.275 4.221 4.048
R3 4.193 4.139 4.026
R2 4.111 4.111 4.018
R1 4.057 4.057 4.011 4.043
PP 4.029 4.029 4.029 4.022
S1 3.975 3.975 3.995 3.961
S2 3.947 3.947 3.988
S3 3.865 3.893 3.980
S4 3.783 3.811 3.958
Weekly Pivots for week ending 31-May-2013
Classic Woodie Camarilla DeMark
R4 5.255 5.005 4.210
R3 4.879 4.629 4.106
R2 4.503 4.503 4.072
R1 4.253 4.253 4.037 4.190
PP 4.127 4.127 4.127 4.096
S1 3.877 3.877 3.969 3.814
S2 3.751 3.751 3.934
S3 3.375 3.501 3.900
S4 2.999 3.125 3.796
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.377 4.001 0.376 9.4% 0.126 3.1% 1% False True 24,293
10 4.377 3.991 0.386 9.6% 0.119 3.0% 3% False False 25,036
20 4.377 3.956 0.421 10.5% 0.112 2.8% 11% False False 24,725
40 4.525 3.956 0.569 14.2% 0.124 3.1% 8% False False 21,754
60 4.525 3.648 0.877 21.9% 0.114 2.8% 40% False False 19,090
80 4.525 3.404 1.121 28.0% 0.106 2.6% 53% False False 16,096
100 4.525 3.365 1.160 29.0% 0.102 2.5% 55% False False 13,910
120 4.525 3.365 1.160 29.0% 0.096 2.4% 55% False False 11,998
Crabel Price Patterns
NR True
NR4 True
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 0.031
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.432
2.618 4.298
1.618 4.216
1.000 4.165
0.618 4.134
HIGH 4.083
0.618 4.052
0.500 4.042
0.382 4.032
LOW 4.001
0.618 3.950
1.000 3.919
1.618 3.868
2.618 3.786
4.250 3.653
Fisher Pivots for day following 31-May-2013
Pivot 1 day 3 day
R1 4.042 4.125
PP 4.029 4.084
S1 4.016 4.044

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

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