NYMEX Natural Gas Future September 2013


Trading Metrics calculated at close of trading on 15-Jul-2013
Day Change Summary
Previous Current
12-Jul-2013 15-Jul-2013 Change Change % Previous Week
Open 3.615 3.651 0.036 1.0% 3.631
High 3.689 3.683 -0.006 -0.2% 3.788
Low 3.605 3.545 -0.060 -1.7% 3.575
Close 3.644 3.672 0.028 0.8% 3.644
Range 0.084 0.138 0.054 64.3% 0.213
ATR 0.114 0.116 0.002 1.5% 0.000
Volume 42,180 57,198 15,018 35.6% 201,168
Daily Pivots for day following 15-Jul-2013
Classic Woodie Camarilla DeMark
R4 4.047 3.998 3.748
R3 3.909 3.860 3.710
R2 3.771 3.771 3.697
R1 3.722 3.722 3.685 3.747
PP 3.633 3.633 3.633 3.646
S1 3.584 3.584 3.659 3.609
S2 3.495 3.495 3.647
S3 3.357 3.446 3.634
S4 3.219 3.308 3.596
Weekly Pivots for week ending 12-Jul-2013
Classic Woodie Camarilla DeMark
R4 4.308 4.189 3.761
R3 4.095 3.976 3.703
R2 3.882 3.882 3.683
R1 3.763 3.763 3.664 3.823
PP 3.669 3.669 3.669 3.699
S1 3.550 3.550 3.624 3.610
S2 3.456 3.456 3.605
S3 3.243 3.337 3.585
S4 3.030 3.124 3.527
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.788 3.545 0.243 6.6% 0.125 3.4% 52% False True 45,427
10 3.788 3.526 0.262 7.1% 0.119 3.2% 56% False False 38,721
20 3.996 3.522 0.474 12.9% 0.117 3.2% 32% False False 36,036
40 4.366 3.522 0.844 23.0% 0.110 3.0% 18% False False 34,150
60 4.517 3.522 0.995 27.1% 0.112 3.0% 15% False False 28,070
80 4.517 3.522 0.995 27.1% 0.112 3.1% 15% False False 24,417
100 4.517 3.479 1.038 28.3% 0.105 2.9% 19% False False 21,352
120 4.517 3.420 1.097 29.9% 0.101 2.8% 23% False False 18,686
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 0.022
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.270
2.618 4.044
1.618 3.906
1.000 3.821
0.618 3.768
HIGH 3.683
0.618 3.630
0.500 3.614
0.382 3.598
LOW 3.545
0.618 3.460
1.000 3.407
1.618 3.322
2.618 3.184
4.250 2.959
Fisher Pivots for day following 15-Jul-2013
Pivot 1 day 3 day
R1 3.653 3.656
PP 3.633 3.640
S1 3.614 3.624

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

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