NYMEX Natural Gas Future September 2013

Trading Metrics calculated at close of trading on 06-May-2013

Day Change Summary
	Previous	Current
	03-May-2013	06-May-2013	Change	Change %	Previous Week
Open	4.117	4.103	-0.014	-0.3%	4.298
High	4.142	4.130	-0.012	-0.3%	4.517
Low	4.054	4.048	-0.006	-0.1%	4.054
Close	4.117	4.090	-0.027	-0.7%	4.117
Range	0.088	0.082	-0.006	-6.8%	0.463
ATR	0.126	0.123	-0.003	-2.5%	0.000
Volume	23,219	15,193	-8,026	-34.6%	83,119

Daily Pivots for day following 06-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	4.335	4.295	4.135
R3	4.253	4.213	4.113
R2	4.171	4.171	4.105
R1	4.131	4.131	4.098	4.110
PP	4.089	4.089	4.089	4.079
S1	4.049	4.049	4.082	4.028
S2	4.007	4.007	4.075
S3	3.925	3.967	4.067
S4	3.843	3.885	4.045

Weekly Pivots for week ending 03-May-2013
	Classic	Woodie	Camarilla	DeMark
R4	5.618	5.331	4.372
R3	5.155	4.868	4.244
R2	4.692	4.692	4.202
R1	4.405	4.405	4.159	4.317
PP	4.229	4.229	4.229	4.186
S1	3.942	3.942	4.075	3.854
S2	3.766	3.766	4.032
S3	3.303	3.479	3.990
S4	2.840	3.016	3.862

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.517	4.048	0.469	11.5%	0.139	3.4%	9%	False	True	16,679
10	4.517	4.048	0.469	11.5%	0.132	3.2%	9%	False	True	14,499
20	4.517	4.048	0.469	11.5%	0.121	3.0%	9%	False	True	15,049
40	4.517	3.758	0.759	18.6%	0.109	2.7%	44%	False	False	13,806
60	4.517	3.420	1.097	26.8%	0.099	2.4%	61%	False	False	11,428
80	4.517	3.412	1.105	27.0%	0.095	2.3%	61%	False	False	9,764
100	4.517	3.350	1.167	28.5%	0.091	2.2%	63%	False	False	8,317

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.031
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	4.479
2.618	4.345
1.618	4.263
1.000	4.212
0.618	4.181
HIGH	4.130
0.618	4.099
0.500	4.089
0.382	4.079
LOW	4.048
0.618	3.997
1.000	3.966
1.618	3.915
2.618	3.833
4.250	3.700

Fisher Pivots for day following 06-May-2013
Pivot	1 day	3 day
R1	4.090	4.237
PP	4.089	4.188
S1	4.089	4.139

Download as Excel Spreadsheet

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

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