NYMEX Natural Gas Future September 2013


Trading Metrics calculated at close of trading on 13-May-2013
Day Change Summary
Previous Current
10-May-2013 13-May-2013 Change Change % Previous Week
Open 4.032 3.971 -0.061 -1.5% 4.103
High 4.086 4.043 -0.043 -1.1% 4.130
Low 3.974 3.957 -0.017 -0.4% 3.965
Close 3.982 3.992 0.010 0.3% 3.982
Range 0.112 0.086 -0.026 -23.2% 0.165
ATR 0.118 0.116 -0.002 -2.0% 0.000
Volume 18,669 17,543 -1,126 -6.0% 84,088
Daily Pivots for day following 13-May-2013
Classic Woodie Camarilla DeMark
R4 4.255 4.210 4.039
R3 4.169 4.124 4.016
R2 4.083 4.083 4.008
R1 4.038 4.038 4.000 4.061
PP 3.997 3.997 3.997 4.009
S1 3.952 3.952 3.984 3.975
S2 3.911 3.911 3.976
S3 3.825 3.866 3.968
S4 3.739 3.780 3.945
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 4.092 3.957 0.135 3.4% 0.098 2.5% 26% False True 17,287
10 4.517 3.957 0.560 14.0% 0.119 3.0% 6% False True 16,983
20 4.517 3.957 0.560 14.0% 0.118 3.0% 6% False True 15,550
40 4.517 3.957 0.560 14.0% 0.113 2.8% 6% False True 14,513
60 4.517 3.420 1.097 27.5% 0.100 2.5% 52% False False 12,354
80 4.517 3.420 1.097 27.5% 0.097 2.4% 52% False False 10,499
100 4.517 3.350 1.167 29.2% 0.093 2.3% 55% False False 9,034
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 False
3BNR False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 0.030
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.409
2.618 4.268
1.618 4.182
1.000 4.129
0.618 4.096
HIGH 4.043
0.618 4.010
0.500 4.000
0.382 3.990
LOW 3.957
0.618 3.904
1.000 3.871
1.618 3.818
2.618 3.732
4.250 3.592
Fisher Pivots for day following 13-May-2013
Pivot 1 day 3 day
R1 4.000 4.025
PP 3.997 4.014
S1 3.995 4.003

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

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