NYMEX Natural Gas Future September 2013


Trading Metrics calculated at close of trading on 11-Jul-2013
Day Change Summary
Previous Current
10-Jul-2013 11-Jul-2013 Change Change % Previous Week
Open 3.664 3.666 0.002 0.1% 3.547
High 3.788 3.702 -0.086 -2.3% 3.698
Low 3.632 3.575 -0.057 -1.6% 3.526
Close 3.682 3.614 -0.068 -1.8% 3.618
Range 0.156 0.127 -0.029 -18.6% 0.172
ATR 0.116 0.116 0.001 0.7% 0.000
Volume 37,787 51,032 13,245 35.1% 128,847
Daily Pivots for day following 11-Jul-2013
Classic Woodie Camarilla DeMark
R4 4.011 3.940 3.684
R3 3.884 3.813 3.649
R2 3.757 3.757 3.637
R1 3.686 3.686 3.626 3.658
PP 3.630 3.630 3.630 3.617
S1 3.559 3.559 3.602 3.531
S2 3.503 3.503 3.591
S3 3.376 3.432 3.579
S4 3.249 3.305 3.544
Weekly Pivots for week ending 05-Jul-2013
Classic Woodie Camarilla DeMark
R4 4.130 4.046 3.713
R3 3.958 3.874 3.665
R2 3.786 3.786 3.650
R1 3.702 3.702 3.634 3.744
PP 3.614 3.614 3.614 3.635
S1 3.530 3.530 3.602 3.572
S2 3.442 3.442 3.586
S3 3.270 3.358 3.571
S4 3.098 3.186 3.523
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.788 3.575 0.213 5.9% 0.133 3.7% 18% False True 37,643
10 3.788 3.522 0.266 7.4% 0.126 3.5% 35% False False 37,839
20 3.996 3.522 0.474 13.1% 0.118 3.3% 19% False False 37,757
40 4.366 3.522 0.844 23.4% 0.110 3.0% 11% False False 32,409
60 4.517 3.522 0.995 27.5% 0.113 3.1% 9% False False 26,831
80 4.517 3.522 0.995 27.5% 0.111 3.1% 9% False False 23,414
100 4.517 3.420 1.097 30.4% 0.105 2.9% 18% False False 20,442
120 4.517 3.420 1.097 30.4% 0.101 2.8% 18% False False 17,909
Crabel Price Patterns
NR True
NR4 False
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 0.022
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.242
2.618 4.034
1.618 3.907
1.000 3.829
0.618 3.780
HIGH 3.702
0.618 3.653
0.500 3.639
0.382 3.624
LOW 3.575
0.618 3.497
1.000 3.448
1.618 3.370
2.618 3.243
4.250 3.035
Fisher Pivots for day following 11-Jul-2013
Pivot 1 day 3 day
R1 3.639 3.682
PP 3.630 3.659
S1 3.622 3.637

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

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