NYMEX Natural Gas Future August 2013


Trading Metrics calculated at close of trading on 03-Jul-2013
Day Change Summary
Previous Current
02-Jul-2013 03-Jul-2013 Change Change % Previous Week
Open 3.590 3.658 0.068 1.9% 3.799
High 3.667 3.700 0.033 0.9% 3.842
Low 3.567 3.573 0.006 0.2% 3.526
Close 3.654 3.690 0.036 1.0% 3.565
Range 0.100 0.127 0.027 27.0% 0.316
ATR 0.110 0.111 0.001 1.1% 0.000
Volume 93,525 100,080 6,555 7.0% 584,389
Daily Pivots for day following 03-Jul-2013
Classic Woodie Camarilla DeMark
R4 4.035 3.990 3.760
R3 3.908 3.863 3.725
R2 3.781 3.781 3.713
R1 3.736 3.736 3.702 3.759
PP 3.654 3.654 3.654 3.666
S1 3.609 3.609 3.678 3.632
S2 3.527 3.527 3.667
S3 3.400 3.482 3.655
S4 3.273 3.355 3.620
Weekly Pivots for week ending 28-Jun-2013
Classic Woodie Camarilla DeMark
R4 4.592 4.395 3.739
R3 4.276 4.079 3.652
R2 3.960 3.960 3.623
R1 3.763 3.763 3.594 3.704
PP 3.644 3.644 3.644 3.615
S1 3.447 3.447 3.536 3.388
S2 3.328 3.328 3.507
S3 3.012 3.131 3.478
S4 2.696 2.815 3.391
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.757 3.526 0.231 6.3% 0.119 3.2% 71% False False 113,205
10 3.985 3.526 0.459 12.4% 0.115 3.1% 36% False False 102,352
20 4.014 3.526 0.488 13.2% 0.110 3.0% 34% False False 81,219
40 4.377 3.526 0.851 23.1% 0.110 3.0% 19% False False 53,323
60 4.525 3.526 0.999 27.1% 0.116 3.2% 16% False False 41,615
80 4.525 3.526 0.999 27.1% 0.113 3.1% 16% False False 35,193
100 4.525 3.404 1.121 30.4% 0.106 2.9% 26% False False 29,793
120 4.525 3.404 1.121 30.4% 0.103 2.8% 26% False False 25,725
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.022
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.240
2.618 4.032
1.618 3.905
1.000 3.827
0.618 3.778
HIGH 3.700
0.618 3.651
0.500 3.637
0.382 3.622
LOW 3.573
0.618 3.495
1.000 3.446
1.618 3.368
2.618 3.241
4.250 3.033
Fisher Pivots for day following 03-Jul-2013
Pivot 1 day 3 day
R1 3.672 3.665
PP 3.654 3.640
S1 3.637 3.616

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

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