NYMEX Natural Gas Future August 2013


Trading Metrics calculated at close of trading on 03-Jun-2013
Day Change Summary
Previous Current
31-May-2013 03-Jun-2013 Change Change % Previous Week
Open 4.043 3.980 -0.063 -1.6% 4.282
High 4.083 4.056 -0.027 -0.7% 4.377
Low 4.001 3.971 -0.030 -0.7% 4.001
Close 4.003 4.009 0.006 0.1% 4.003
Range 0.082 0.085 0.003 3.7% 0.376
ATR 0.121 0.119 -0.003 -2.1% 0.000
Volume 29,011 25,585 -3,426 -11.8% 99,510
Daily Pivots for day following 03-Jun-2013
Classic Woodie Camarilla DeMark
R4 4.267 4.223 4.056
R3 4.182 4.138 4.032
R2 4.097 4.097 4.025
R1 4.053 4.053 4.017 4.075
PP 4.012 4.012 4.012 4.023
S1 3.968 3.968 4.001 3.990
S2 3.927 3.927 3.993
S3 3.842 3.883 3.986
S4 3.757 3.798 3.962
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 3.971 0.406 10.1% 0.127 3.2% 9% False True 25,019
10 4.377 3.971 0.406 10.1% 0.110 2.8% 9% False True 24,539
20 4.377 3.956 0.421 10.5% 0.112 2.8% 13% False False 24,373
40 4.525 3.956 0.569 14.2% 0.122 3.0% 9% False False 22,023
60 4.525 3.729 0.796 19.9% 0.113 2.8% 35% False False 19,406
80 4.525 3.404 1.121 28.0% 0.106 2.6% 54% False False 16,356
100 4.525 3.365 1.160 28.9% 0.102 2.5% 56% False False 14,141
120 4.525 3.365 1.160 28.9% 0.096 2.4% 56% False False 12,190
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 0.030
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.417
2.618 4.279
1.618 4.194
1.000 4.141
0.618 4.109
HIGH 4.056
0.618 4.024
0.500 4.014
0.382 4.003
LOW 3.971
0.618 3.918
1.000 3.886
1.618 3.833
2.618 3.748
4.250 3.610
Fisher Pivots for day following 03-Jun-2013
Pivot 1 day 3 day
R1 4.014 4.088
PP 4.012 4.061
S1 4.011 4.035

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

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