NYMEX Natural Gas Future September 2013


Trading Metrics calculated at close of trading on 15-May-2013
Day Change Summary
Previous Current
14-May-2013 15-May-2013 Change Change % Previous Week
Open 3.991 4.080 0.089 2.2% 4.103
High 4.088 4.142 0.054 1.3% 4.130
Low 3.991 4.080 0.089 2.2% 3.965
Close 4.084 4.130 0.046 1.1% 3.982
Range 0.097 0.062 -0.035 -36.1% 0.165
ATR 0.115 0.111 -0.004 -3.3% 0.000
Volume 15,415 15,504 89 0.6% 84,088
Daily Pivots for day following 15-May-2013
Classic Woodie Camarilla DeMark
R4 4.303 4.279 4.164
R3 4.241 4.217 4.147
R2 4.179 4.179 4.141
R1 4.155 4.155 4.136 4.167
PP 4.117 4.117 4.117 4.124
S1 4.093 4.093 4.124 4.105
S2 4.055 4.055 4.119
S3 3.993 4.031 4.113
S4 3.931 3.969 4.096
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 4.142 3.957 0.185 4.5% 0.097 2.3% 94% True False 17,731
10 4.425 3.957 0.468 11.3% 0.115 2.8% 37% False False 17,354
20 4.517 3.957 0.560 13.6% 0.117 2.8% 31% False False 15,729
40 4.517 3.957 0.560 13.6% 0.112 2.7% 31% False False 14,545
60 4.517 3.479 1.038 25.1% 0.101 2.4% 63% False False 12,654
80 4.517 3.420 1.097 26.6% 0.096 2.3% 65% False False 10,810
100 4.517 3.350 1.167 28.3% 0.093 2.3% 67% False False 9,321
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.023
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 4.406
2.618 4.304
1.618 4.242
1.000 4.204
0.618 4.180
HIGH 4.142
0.618 4.118
0.500 4.111
0.382 4.104
LOW 4.080
0.618 4.042
1.000 4.018
1.618 3.980
2.618 3.918
4.250 3.817
Fisher Pivots for day following 15-May-2013
Pivot 1 day 3 day
R1 4.124 4.103
PP 4.117 4.076
S1 4.111 4.050

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

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