NYMEX Natural Gas Future September 2013


Trading Metrics calculated at close of trading on 18-Jun-2013
Day Change Summary
Previous Current
17-Jun-2013 18-Jun-2013 Change Change % Previous Week
Open 3.751 3.925 0.174 4.6% 3.861
High 3.930 3.965 0.035 0.9% 3.890
Low 3.751 3.884 0.133 3.5% 3.732
Close 3.896 3.924 0.028 0.7% 3.761
Range 0.179 0.081 -0.098 -54.7% 0.158
ATR 0.109 0.107 -0.002 -1.8% 0.000
Volume 23,022 36,816 13,794 59.9% 343,818
Daily Pivots for day following 18-Jun-2013
Classic Woodie Camarilla DeMark
R4 4.167 4.127 3.969
R3 4.086 4.046 3.946
R2 4.005 4.005 3.939
R1 3.965 3.965 3.931 3.945
PP 3.924 3.924 3.924 3.914
S1 3.884 3.884 3.917 3.864
S2 3.843 3.843 3.909
S3 3.762 3.803 3.902
S4 3.681 3.722 3.879
Weekly Pivots for week ending 14-Jun-2013
Classic Woodie Camarilla DeMark
R4 4.268 4.173 3.848
R3 4.110 4.015 3.804
R2 3.952 3.952 3.790
R1 3.857 3.857 3.775 3.826
PP 3.794 3.794 3.794 3.779
S1 3.699 3.699 3.747 3.668
S2 3.636 3.636 3.732
S3 3.478 3.541 3.718
S4 3.320 3.383 3.674
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.965 3.732 0.233 5.9% 0.114 2.9% 82% True False 53,150
10 4.034 3.732 0.302 7.7% 0.101 2.6% 64% False False 46,924
20 4.366 3.732 0.634 16.2% 0.104 2.6% 30% False False 32,829
40 4.517 3.732 0.785 20.0% 0.111 2.8% 24% False False 24,542
60 4.517 3.732 0.785 20.0% 0.112 2.8% 24% False False 21,234
80 4.517 3.595 0.922 23.5% 0.104 2.6% 36% False False 18,317
100 4.517 3.420 1.097 28.0% 0.099 2.5% 46% False False 15,723
120 4.517 3.350 1.167 29.7% 0.097 2.5% 49% False False 13,710
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 0.019
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.309
2.618 4.177
1.618 4.096
1.000 4.046
0.618 4.015
HIGH 3.965
0.618 3.934
0.500 3.925
0.382 3.915
LOW 3.884
0.618 3.834
1.000 3.803
1.618 3.753
2.618 3.672
4.250 3.540
Fisher Pivots for day following 18-Jun-2013
Pivot 1 day 3 day
R1 3.925 3.902
PP 3.924 3.880
S1 3.924 3.858

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

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