NYMEX Natural Gas Future September 2013


Trading Metrics calculated at close of trading on 31-May-2013
Day Change Summary
Previous Current
30-May-2013 31-May-2013 Change Change % Previous Week
Open 4.183 4.039 -0.144 -3.4% 4.271
High 4.192 4.075 -0.117 -2.8% 4.366
Low 4.024 3.995 -0.029 -0.7% 3.995
Close 4.037 3.997 -0.040 -1.0% 3.997
Range 0.168 0.080 -0.088 -52.4% 0.371
ATR 0.119 0.116 -0.003 -2.3% 0.000
Volume 21,992 23,389 1,397 6.4% 81,878
Daily Pivots for day following 31-May-2013
Classic Woodie Camarilla DeMark
R4 4.262 4.210 4.041
R3 4.182 4.130 4.019
R2 4.102 4.102 4.012
R1 4.050 4.050 4.004 4.036
PP 4.022 4.022 4.022 4.016
S1 3.970 3.970 3.990 3.956
S2 3.942 3.942 3.982
S3 3.862 3.890 3.975
S4 3.782 3.810 3.953
Weekly Pivots for week ending 31-May-2013
Classic Woodie Camarilla DeMark
R4 5.232 4.986 4.201
R3 4.861 4.615 4.099
R2 4.490 4.490 4.065
R1 4.244 4.244 4.031 4.182
PP 4.119 4.119 4.119 4.088
S1 3.873 3.873 3.963 3.811
S2 3.748 3.748 3.929
S3 3.377 3.502 3.895
S4 3.006 3.131 3.793
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.366 3.995 0.371 9.3% 0.124 3.1% 1% False True 20,350
10 4.366 3.995 0.371 9.3% 0.114 2.9% 1% False True 19,276
20 4.366 3.957 0.409 10.2% 0.107 2.7% 10% False False 18,136
40 4.517 3.957 0.560 14.0% 0.117 2.9% 7% False False 16,756
60 4.517 3.660 0.857 21.4% 0.109 2.7% 39% False False 14,937
80 4.517 3.420 1.097 27.4% 0.101 2.5% 53% False False 12,738
100 4.517 3.385 1.132 28.3% 0.097 2.4% 54% False False 11,118
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 False
Bull Hook False
Stretch 0.029
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.415
2.618 4.284
1.618 4.204
1.000 4.155
0.618 4.124
HIGH 4.075
0.618 4.044
0.500 4.035
0.382 4.026
LOW 3.995
0.618 3.946
1.000 3.915
1.618 3.866
2.618 3.786
4.250 3.655
Fisher Pivots for day following 31-May-2013
Pivot 1 day 3 day
R1 4.035 4.119
PP 4.022 4.078
S1 4.010 4.038

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

View Archives - Comment on this page... - Back to Index of Symbols