NYMEX Natural Gas Future September 2013


Trading Metrics calculated at close of trading on 21-May-2013
Day Change Summary
Previous Current
20-May-2013 21-May-2013 Change Change % Previous Week
Open 4.200 4.162 -0.038 -0.9% 3.971
High 4.219 4.271 0.052 1.2% 4.155
Low 4.147 4.153 0.006 0.1% 3.957
Close 4.164 4.256 0.092 2.2% 4.124
Range 0.072 0.118 0.046 63.9% 0.198
ATR 0.116 0.116 0.000 0.1% 0.000
Volume 23,923 12,516 -11,407 -47.7% 87,303
Daily Pivots for day following 21-May-2013
Classic Woodie Camarilla DeMark
R4 4.581 4.536 4.321
R3 4.463 4.418 4.288
R2 4.345 4.345 4.278
R1 4.300 4.300 4.267 4.323
PP 4.227 4.227 4.227 4.238
S1 4.182 4.182 4.245 4.205
S2 4.109 4.109 4.234
S3 3.991 4.064 4.224
S4 3.873 3.946 4.191
Weekly Pivots for week ending 17-May-2013
Classic Woodie Camarilla DeMark
R4 4.673 4.596 4.233
R3 4.475 4.398 4.178
R2 4.277 4.277 4.160
R1 4.200 4.200 4.142 4.239
PP 4.079 4.079 4.079 4.098
S1 4.002 4.002 4.106 4.041
S2 3.881 3.881 4.088
S3 3.683 3.804 4.070
S4 3.485 3.606 4.015
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.271 3.984 0.287 6.7% 0.115 2.7% 95% True False 18,156
10 4.271 3.957 0.314 7.4% 0.108 2.5% 95% True False 18,349
20 4.517 3.957 0.560 13.2% 0.120 2.8% 53% False False 16,286
40 4.517 3.957 0.560 13.2% 0.116 2.7% 53% False False 15,522
60 4.517 3.595 0.922 21.7% 0.105 2.5% 72% False False 13,619
80 4.517 3.420 1.097 25.8% 0.098 2.3% 76% False False 11,551
100 4.517 3.350 1.167 27.4% 0.096 2.3% 78% False False 9,993
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 0.018
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.773
2.618 4.580
1.618 4.462
1.000 4.389
0.618 4.344
HIGH 4.271
0.618 4.226
0.500 4.212
0.382 4.198
LOW 4.153
0.618 4.080
1.000 4.035
1.618 3.962
2.618 3.844
4.250 3.652
Fisher Pivots for day following 21-May-2013
Pivot 1 day 3 day
R1 4.241 4.216
PP 4.227 4.176
S1 4.212 4.137

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

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