NYMEX Natural Gas Future August 2013


Trading Metrics calculated at close of trading on 19-Jun-2013
Day Change Summary
Previous Current
18-Jun-2013 19-Jun-2013 Change Change % Previous Week
Open 3.925 3.933 0.008 0.2% 3.856
High 3.970 4.003 0.033 0.8% 3.888
Low 3.885 3.928 0.043 1.1% 3.729
Close 3.927 3.985 0.058 1.5% 3.759
Range 0.085 0.075 -0.010 -11.8% 0.159
ATR 0.110 0.108 -0.002 -2.2% 0.000
Volume 74,000 56,790 -17,210 -23.3% 319,493
Daily Pivots for day following 19-Jun-2013
Classic Woodie Camarilla DeMark
R4 4.197 4.166 4.026
R3 4.122 4.091 4.006
R2 4.047 4.047 3.999
R1 4.016 4.016 3.992 4.032
PP 3.972 3.972 3.972 3.980
S1 3.941 3.941 3.978 3.957
S2 3.897 3.897 3.971
S3 3.822 3.866 3.964
S4 3.747 3.791 3.944
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 4.003 3.738 0.265 6.6% 0.116 2.9% 93% True False 64,118
10 4.014 3.729 0.285 7.2% 0.106 2.6% 90% False False 60,086
20 4.377 3.729 0.648 16.3% 0.103 2.6% 40% False False 42,184
40 4.525 3.729 0.796 20.0% 0.115 2.9% 32% False False 32,477
60 4.525 3.729 0.796 20.0% 0.116 2.9% 32% False False 27,440
80 4.525 3.581 0.944 23.7% 0.109 2.7% 43% False False 23,736
100 4.525 3.404 1.121 28.1% 0.103 2.6% 52% False False 20,126
120 4.525 3.365 1.160 29.1% 0.100 2.5% 53% False False 17,436
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.019
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 4.322
2.618 4.199
1.618 4.124
1.000 4.078
0.618 4.049
HIGH 4.003
0.618 3.974
0.500 3.966
0.382 3.957
LOW 3.928
0.618 3.882
1.000 3.853
1.618 3.807
2.618 3.732
4.250 3.609
Fisher Pivots for day following 19-Jun-2013
Pivot 1 day 3 day
R1 3.979 3.949
PP 3.972 3.914
S1 3.966 3.878

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

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