NYMEX Natural Gas Future August 2013


Trading Metrics calculated at close of trading on 24-Jun-2013
Day Change Summary
Previous Current
21-Jun-2013 24-Jun-2013 Change Change % Previous Week
Open 3.894 3.799 -0.095 -2.4% 3.753
High 3.925 3.842 -0.083 -2.1% 4.003
Low 3.787 3.744 -0.043 -1.1% 3.753
Close 3.793 3.760 -0.033 -0.9% 3.793
Range 0.138 0.098 -0.040 -29.0% 0.250
ATR 0.111 0.110 -0.001 -0.9% 0.000
Volume 80,736 60,940 -19,796 -24.5% 355,004
Daily Pivots for day following 24-Jun-2013
Classic Woodie Camarilla DeMark
R4 4.076 4.016 3.814
R3 3.978 3.918 3.787
R2 3.880 3.880 3.778
R1 3.820 3.820 3.769 3.801
PP 3.782 3.782 3.782 3.773
S1 3.722 3.722 3.751 3.703
S2 3.684 3.684 3.742
S3 3.586 3.624 3.733
S4 3.488 3.526 3.706
Weekly Pivots for week ending 21-Jun-2013
Classic Woodie Camarilla DeMark
R4 4.600 4.446 3.931
R3 4.350 4.196 3.862
R2 4.100 4.100 3.839
R1 3.946 3.946 3.816 4.023
PP 3.850 3.850 3.850 3.888
S1 3.696 3.696 3.770 3.773
S2 3.600 3.600 3.747
S3 3.350 3.446 3.724
S4 3.100 3.196 3.656
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.003 3.744 0.259 6.9% 0.105 2.8% 6% False True 71,099
10 4.003 3.729 0.274 7.3% 0.111 2.9% 11% False False 67,233
20 4.377 3.729 0.648 17.2% 0.109 2.9% 5% False False 50,357
40 4.525 3.729 0.796 21.2% 0.115 3.0% 4% False False 37,049
60 4.525 3.729 0.796 21.2% 0.116 3.1% 4% False False 30,557
80 4.525 3.608 0.917 24.4% 0.110 2.9% 17% False False 26,206
100 4.525 3.404 1.121 29.8% 0.105 2.8% 32% False False 22,208
120 4.525 3.365 1.160 30.9% 0.101 2.7% 34% False False 19,252
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 0.020
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.259
2.618 4.099
1.618 4.001
1.000 3.940
0.618 3.903
HIGH 3.842
0.618 3.805
0.500 3.793
0.382 3.781
LOW 3.744
0.618 3.683
1.000 3.646
1.618 3.585
2.618 3.487
4.250 3.328
Fisher Pivots for day following 24-Jun-2013
Pivot 1 day 3 day
R1 3.793 3.865
PP 3.782 3.830
S1 3.771 3.795

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

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