NYMEX Natural Gas Future August 2013


Trading Metrics calculated at close of trading on 22-Jul-2013
Day Change Summary
Previous Current
19-Jul-2013 22-Jul-2013 Change Change % Previous Week
Open 3.813 3.750 -0.063 -1.7% 3.650
High 3.827 3.763 -0.064 -1.7% 3.835
Low 3.761 3.640 -0.121 -3.2% 3.546
Close 3.789 3.677 -0.112 -3.0% 3.789
Range 0.066 0.123 0.057 86.4% 0.289
ATR 0.119 0.121 0.002 1.8% 0.000
Volume 85,916 112,707 26,791 31.2% 599,359
Daily Pivots for day following 22-Jul-2013
Classic Woodie Camarilla DeMark
R4 4.062 3.993 3.745
R3 3.939 3.870 3.711
R2 3.816 3.816 3.700
R1 3.747 3.747 3.688 3.720
PP 3.693 3.693 3.693 3.680
S1 3.624 3.624 3.666 3.597
S2 3.570 3.570 3.654
S3 3.447 3.501 3.643
S4 3.324 3.378 3.609
Weekly Pivots for week ending 19-Jul-2013
Classic Woodie Camarilla DeMark
R4 4.590 4.479 3.948
R3 4.301 4.190 3.868
R2 4.012 4.012 3.842
R1 3.901 3.901 3.815 3.957
PP 3.723 3.723 3.723 3.751
S1 3.612 3.612 3.763 3.668
S2 3.434 3.434 3.736
S3 3.145 3.323 3.710
S4 2.856 3.034 3.630
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.835 3.606 0.229 6.2% 0.121 3.3% 31% False False 115,244
10 3.835 3.546 0.289 7.9% 0.124 3.4% 45% False False 115,048
20 3.842 3.526 0.316 8.6% 0.120 3.3% 48% False False 109,849
40 4.377 3.526 0.851 23.1% 0.114 3.1% 18% False False 79,129
60 4.525 3.526 0.999 27.2% 0.118 3.2% 15% False False 60,492
80 4.525 3.526 0.999 27.2% 0.118 3.2% 15% False False 49,817
100 4.525 3.526 0.999 27.2% 0.112 3.0% 15% False False 42,463
120 4.525 3.404 1.121 30.5% 0.107 2.9% 24% False False 36,357
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.022
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.286
2.618 4.085
1.618 3.962
1.000 3.886
0.618 3.839
HIGH 3.763
0.618 3.716
0.500 3.702
0.382 3.687
LOW 3.640
0.618 3.564
1.000 3.517
1.618 3.441
2.618 3.318
4.250 3.117
Fisher Pivots for day following 22-Jul-2013
Pivot 1 day 3 day
R1 3.702 3.721
PP 3.693 3.706
S1 3.685 3.692

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

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