NYMEX Natural Gas Future September 2013


Trading Metrics calculated at close of trading on 03-Jun-2013
Day Change Summary
Previous Current
31-May-2013 03-Jun-2013 Change Change % Previous Week
Open 4.039 3.960 -0.079 -2.0% 4.271
High 4.075 4.047 -0.028 -0.7% 4.366
Low 3.995 3.960 -0.035 -0.9% 3.995
Close 3.997 4.000 0.003 0.1% 3.997
Range 0.080 0.087 0.007 8.8% 0.371
ATR 0.116 0.114 -0.002 -1.8% 0.000
Volume 23,389 22,599 -790 -3.4% 81,878
Daily Pivots for day following 03-Jun-2013
Classic Woodie Camarilla DeMark
R4 4.263 4.219 4.048
R3 4.176 4.132 4.024
R2 4.089 4.089 4.016
R1 4.045 4.045 4.008 4.067
PP 4.002 4.002 4.002 4.014
S1 3.958 3.958 3.992 3.980
S2 3.915 3.915 3.984
S3 3.828 3.871 3.976
S4 3.741 3.784 3.952
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 3.960 0.406 10.2% 0.126 3.1% 10% False True 20,895
10 4.366 3.960 0.406 10.2% 0.108 2.7% 10% False True 19,072
20 4.366 3.957 0.409 10.2% 0.107 2.7% 11% False False 18,105
40 4.517 3.957 0.560 14.0% 0.115 2.9% 8% False False 16,934
60 4.517 3.731 0.786 19.7% 0.108 2.7% 34% False False 15,195
80 4.517 3.420 1.097 27.4% 0.101 2.5% 53% False False 12,953
100 4.517 3.385 1.132 28.3% 0.097 2.4% 54% False False 11,320
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 0.028
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.417
2.618 4.275
1.618 4.188
1.000 4.134
0.618 4.101
HIGH 4.047
0.618 4.014
0.500 4.004
0.382 3.993
LOW 3.960
0.618 3.906
1.000 3.873
1.618 3.819
2.618 3.732
4.250 3.590
Fisher Pivots for day following 03-Jun-2013
Pivot 1 day 3 day
R1 4.004 4.076
PP 4.002 4.051
S1 4.001 4.025

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

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