NYMEX Natural Gas Future September 2013


Trading Metrics calculated at close of trading on 10-May-2013
Day Change Summary
Previous Current
09-May-2013 10-May-2013 Change Change % Previous Week
Open 4.032 4.032 0.000 0.0% 4.103
High 4.092 4.086 -0.006 -0.1% 4.130
Low 3.965 3.974 0.009 0.2% 3.965
Close 4.060 3.982 -0.078 -1.9% 3.982
Range 0.127 0.112 -0.015 -11.8% 0.165
ATR 0.119 0.118 0.000 -0.4% 0.000
Volume 21,525 18,669 -2,856 -13.3% 84,088
Daily Pivots for day following 10-May-2013
Classic Woodie Camarilla DeMark
R4 4.350 4.278 4.044
R3 4.238 4.166 4.013
R2 4.126 4.126 4.003
R1 4.054 4.054 3.992 4.034
PP 4.014 4.014 4.014 4.004
S1 3.942 3.942 3.972 3.922
S2 3.902 3.902 3.961
S3 3.790 3.830 3.951
S4 3.678 3.718 3.920
Weekly Pivots for week ending 10-May-2013
Classic Woodie Camarilla DeMark
R4 4.521 4.416 4.073
R3 4.356 4.251 4.027
R2 4.191 4.191 4.012
R1 4.086 4.086 3.997 4.056
PP 4.026 4.026 4.026 4.011
S1 3.921 3.921 3.967 3.891
S2 3.861 3.861 3.952
S3 3.696 3.756 3.937
S4 3.531 3.591 3.891
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.130 3.965 0.165 4.1% 0.098 2.5% 10% False False 16,817
10 4.517 3.965 0.552 13.9% 0.128 3.2% 3% False False 16,720
20 4.517 3.965 0.552 13.9% 0.121 3.0% 3% False False 15,397
40 4.517 3.960 0.557 14.0% 0.113 2.8% 4% False False 14,515
60 4.517 3.420 1.097 27.5% 0.101 2.5% 51% False False 12,158
80 4.517 3.420 1.097 27.5% 0.096 2.4% 51% False False 10,358
100 4.517 3.350 1.167 29.3% 0.093 2.3% 54% False False 8,886
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.030
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.562
2.618 4.379
1.618 4.267
1.000 4.198
0.618 4.155
HIGH 4.086
0.618 4.043
0.500 4.030
0.382 4.017
LOW 3.974
0.618 3.905
1.000 3.862
1.618 3.793
2.618 3.681
4.250 3.498
Fisher Pivots for day following 10-May-2013
Pivot 1 day 3 day
R1 4.030 4.029
PP 4.014 4.013
S1 3.998 3.998

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

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