NYMEX Natural Gas Future August 2013


Trading Metrics calculated at close of trading on 14-Jun-2013
Day Change Summary
Previous Current
13-Jun-2013 14-Jun-2013 Change Change % Previous Week
Open 3.794 3.839 0.045 1.2% 3.856
High 3.872 3.856 -0.016 -0.4% 3.888
Low 3.738 3.755 0.017 0.5% 3.729
Close 3.837 3.759 -0.078 -2.0% 3.759
Range 0.134 0.101 -0.033 -24.6% 0.159
ATR 0.107 0.107 0.000 -0.4% 0.000
Volume 82,663 46,693 -35,970 -43.5% 319,493
Daily Pivots for day following 14-Jun-2013
Classic Woodie Camarilla DeMark
R4 4.093 4.027 3.815
R3 3.992 3.926 3.787
R2 3.891 3.891 3.778
R1 3.825 3.825 3.768 3.808
PP 3.790 3.790 3.790 3.781
S1 3.724 3.724 3.750 3.707
S2 3.689 3.689 3.740
S3 3.588 3.623 3.731
S4 3.487 3.522 3.703
Weekly Pivots for week ending 14-Jun-2013
Classic Woodie Camarilla DeMark
R4 4.269 4.173 3.846
R3 4.110 4.014 3.803
R2 3.951 3.951 3.788
R1 3.855 3.855 3.774 3.824
PP 3.792 3.792 3.792 3.776
S1 3.696 3.696 3.744 3.665
S2 3.633 3.633 3.730
S3 3.474 3.537 3.715
S4 3.315 3.378 3.672
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.888 3.729 0.159 4.2% 0.097 2.6% 19% False False 63,898
10 4.056 3.729 0.327 8.7% 0.092 2.4% 9% False False 49,169
20 4.377 3.729 0.648 17.2% 0.105 2.8% 5% False False 37,102
40 4.525 3.729 0.796 21.2% 0.113 3.0% 4% False False 29,037
60 4.525 3.729 0.796 21.2% 0.116 3.1% 4% False False 24,855
80 4.525 3.473 1.052 28.0% 0.107 2.8% 27% False False 21,567
100 4.525 3.404 1.121 29.8% 0.102 2.7% 32% False False 18,373
120 4.525 3.365 1.160 30.9% 0.098 2.6% 34% False False 15,896
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.019
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.285
2.618 4.120
1.618 4.019
1.000 3.957
0.618 3.918
HIGH 3.856
0.618 3.817
0.500 3.806
0.382 3.794
LOW 3.755
0.618 3.693
1.000 3.654
1.618 3.592
2.618 3.491
4.250 3.326
Fisher Pivots for day following 14-Jun-2013
Pivot 1 day 3 day
R1 3.806 3.801
PP 3.790 3.787
S1 3.775 3.773

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

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