NYMEX Natural Gas Future August 2013


Trading Metrics calculated at close of trading on 08-Jul-2013
Day Change Summary
Previous Current
05-Jul-2013 08-Jul-2013 Change Change % Previous Week
Open 3.652 3.626 -0.026 -0.7% 3.547
High 3.699 3.764 0.065 1.8% 3.700
Low 3.577 3.612 0.035 1.0% 3.531
Close 3.617 3.741 0.124 3.4% 3.617
Range 0.122 0.152 0.030 24.6% 0.169
ATR 0.112 0.115 0.003 2.6% 0.000
Volume 78,006 108,747 30,741 39.4% 353,375
Daily Pivots for day following 08-Jul-2013
Classic Woodie Camarilla DeMark
R4 4.162 4.103 3.825
R3 4.010 3.951 3.783
R2 3.858 3.858 3.769
R1 3.799 3.799 3.755 3.829
PP 3.706 3.706 3.706 3.720
S1 3.647 3.647 3.727 3.677
S2 3.554 3.554 3.713
S3 3.402 3.495 3.699
S4 3.250 3.343 3.657
Weekly Pivots for week ending 05-Jul-2013
Classic Woodie Camarilla DeMark
R4 4.123 4.039 3.710
R3 3.954 3.870 3.663
R2 3.785 3.785 3.648
R1 3.701 3.701 3.632 3.743
PP 3.616 3.616 3.616 3.637
S1 3.532 3.532 3.602 3.574
S2 3.447 3.447 3.586
S3 3.278 3.363 3.571
S4 3.109 3.194 3.524
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.764 3.531 0.233 6.2% 0.115 3.1% 90% True False 92,424
10 3.842 3.526 0.316 8.4% 0.116 3.1% 68% False False 104,651
20 4.003 3.526 0.477 12.8% 0.113 3.0% 45% False False 86,050
40 4.377 3.526 0.851 22.7% 0.111 3.0% 25% False False 56,714
60 4.525 3.526 0.999 26.7% 0.117 3.1% 22% False False 44,160
80 4.525 3.526 0.999 26.7% 0.115 3.1% 22% False False 37,232
100 4.525 3.404 1.121 30.0% 0.108 2.9% 30% False False 31,563
120 4.525 3.404 1.121 30.0% 0.104 2.8% 30% False False 27,197
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.025
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4.410
2.618 4.162
1.618 4.010
1.000 3.916
0.618 3.858
HIGH 3.764
0.618 3.706
0.500 3.688
0.382 3.670
LOW 3.612
0.618 3.518
1.000 3.460
1.618 3.366
2.618 3.214
4.250 2.966
Fisher Pivots for day following 08-Jul-2013
Pivot 1 day 3 day
R1 3.723 3.717
PP 3.706 3.693
S1 3.688 3.669

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

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