NYMEX Natural Gas Future September 2013


Trading Metrics calculated at close of trading on 30-May-2013
Day Change Summary
Previous Current
29-May-2013 30-May-2013 Change Change % Previous Week
Open 4.231 4.183 -0.048 -1.1% 4.200
High 4.242 4.192 -0.050 -1.2% 4.349
Low 4.133 4.024 -0.109 -2.6% 4.147
Close 4.195 4.037 -0.158 -3.8% 4.294
Range 0.109 0.168 0.059 54.1% 0.202
ATR 0.115 0.119 0.004 3.5% 0.000
Volume 19,307 21,992 2,685 13.9% 86,250
Daily Pivots for day following 30-May-2013
Classic Woodie Camarilla DeMark
R4 4.588 4.481 4.129
R3 4.420 4.313 4.083
R2 4.252 4.252 4.068
R1 4.145 4.145 4.052 4.115
PP 4.084 4.084 4.084 4.069
S1 3.977 3.977 4.022 3.947
S2 3.916 3.916 4.006
S3 3.748 3.809 3.991
S4 3.580 3.641 3.945
Weekly Pivots for week ending 24-May-2013
Classic Woodie Camarilla DeMark
R4 4.869 4.784 4.405
R3 4.667 4.582 4.350
R2 4.465 4.465 4.331
R1 4.380 4.380 4.313 4.423
PP 4.263 4.263 4.263 4.285
S1 4.178 4.178 4.275 4.221
S2 4.061 4.061 4.257
S3 3.859 3.976 4.238
S4 3.657 3.774 4.183
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.366 4.024 0.342 8.5% 0.129 3.2% 4% False True 18,192
10 4.366 3.984 0.382 9.5% 0.123 3.0% 14% False False 18,358
20 4.425 3.957 0.468 11.6% 0.119 2.9% 17% False False 17,856
40 4.517 3.957 0.560 13.9% 0.118 2.9% 14% False False 16,562
60 4.517 3.652 0.865 21.4% 0.108 2.7% 45% False False 14,655
80 4.517 3.420 1.097 27.2% 0.101 2.5% 56% False False 12,546
100 4.517 3.385 1.132 28.0% 0.097 2.4% 58% False False 10,929
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 0.026
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.906
2.618 4.632
1.618 4.464
1.000 4.360
0.618 4.296
HIGH 4.192
0.618 4.128
0.500 4.108
0.382 4.088
LOW 4.024
0.618 3.920
1.000 3.856
1.618 3.752
2.618 3.584
4.250 3.310
Fisher Pivots for day following 30-May-2013
Pivot 1 day 3 day
R1 4.108 4.195
PP 4.084 4.142
S1 4.061 4.090

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

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