NYMEX Natural Gas Future September 2013


Trading Metrics calculated at close of trading on 04-Jun-2013
Day Change Summary
Previous Current
03-Jun-2013 04-Jun-2013 Change Change % Previous Week
Open 3.960 3.989 0.029 0.7% 4.271
High 4.047 4.038 -0.009 -0.2% 4.366
Low 3.960 3.975 0.015 0.4% 3.995
Close 4.000 4.008 0.008 0.2% 3.997
Range 0.087 0.063 -0.024 -27.6% 0.371
ATR 0.114 0.111 -0.004 -3.2% 0.000
Volume 22,599 20,529 -2,070 -9.2% 81,878
Daily Pivots for day following 04-Jun-2013
Classic Woodie Camarilla DeMark
R4 4.196 4.165 4.043
R3 4.133 4.102 4.025
R2 4.070 4.070 4.020
R1 4.039 4.039 4.014 4.055
PP 4.007 4.007 4.007 4.015
S1 3.976 3.976 4.002 3.992
S2 3.944 3.944 3.996
S3 3.881 3.913 3.991
S4 3.818 3.850 3.973
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 4.242 3.960 0.282 7.0% 0.101 2.5% 17% False False 21,563
10 4.366 3.960 0.406 10.1% 0.107 2.7% 12% False False 18,733
20 4.366 3.957 0.409 10.2% 0.106 2.6% 12% False False 18,372
40 4.517 3.957 0.560 14.0% 0.114 2.8% 9% False False 16,711
60 4.517 3.758 0.759 18.9% 0.108 2.7% 33% False False 15,328
80 4.517 3.420 1.097 27.4% 0.100 2.5% 54% False False 13,164
100 4.517 3.412 1.105 27.6% 0.097 2.4% 54% False False 11,486
120 4.517 3.350 1.167 29.1% 0.094 2.3% 56% False False 9,993
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.027
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 4.306
2.618 4.203
1.618 4.140
1.000 4.101
0.618 4.077
HIGH 4.038
0.618 4.014
0.500 4.007
0.382 3.999
LOW 3.975
0.618 3.936
1.000 3.912
1.618 3.873
2.618 3.810
4.250 3.707
Fisher Pivots for day following 04-Jun-2013
Pivot 1 day 3 day
R1 4.008 4.018
PP 4.007 4.014
S1 4.007 4.011

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

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