NYMEX Natural Gas Future September 2013


Trading Metrics calculated at close of trading on 12-Aug-2013
Day Change Summary
Previous Current
09-Aug-2013 12-Aug-2013 Change Change % Previous Week
Open 3.320 3.260 -0.060 -1.8% 3.326
High 3.326 3.361 0.035 1.1% 3.361
Low 3.215 3.244 0.029 0.9% 3.129
Close 3.230 3.310 0.080 2.5% 3.230
Range 0.111 0.117 0.006 5.4% 0.232
ATR 0.106 0.108 0.002 1.7% 0.000
Volume 155,392 185,431 30,039 19.3% 716,557
Daily Pivots for day following 12-Aug-2013
Classic Woodie Camarilla DeMark
R4 3.656 3.600 3.374
R3 3.539 3.483 3.342
R2 3.422 3.422 3.331
R1 3.366 3.366 3.321 3.394
PP 3.305 3.305 3.305 3.319
S1 3.249 3.249 3.299 3.277
S2 3.188 3.188 3.289
S3 3.071 3.132 3.278
S4 2.954 3.015 3.246
Weekly Pivots for week ending 09-Aug-2013
Classic Woodie Camarilla DeMark
R4 3.936 3.815 3.358
R3 3.704 3.583 3.294
R2 3.472 3.472 3.273
R1 3.351 3.351 3.251 3.296
PP 3.240 3.240 3.240 3.212
S1 3.119 3.119 3.209 3.064
S2 3.008 3.008 3.187
S3 2.776 2.887 3.166
S4 2.544 2.655 3.102
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.361 3.129 0.232 7.0% 0.114 3.4% 78% True False 165,249
10 3.488 3.129 0.359 10.8% 0.093 2.8% 50% False False 130,559
20 3.833 3.129 0.704 21.3% 0.103 3.1% 26% False False 105,012
40 3.996 3.129 0.867 26.2% 0.110 3.3% 21% False False 70,524
60 4.366 3.129 1.237 37.4% 0.107 3.2% 15% False False 57,771
80 4.517 3.129 1.388 41.9% 0.109 3.3% 13% False False 47,306
100 4.517 3.129 1.388 41.9% 0.111 3.3% 13% False False 40,536
120 4.517 3.129 1.388 41.9% 0.105 3.2% 13% False False 35,296
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 0.023
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.858
2.618 3.667
1.618 3.550
1.000 3.478
0.618 3.433
HIGH 3.361
0.618 3.316
0.500 3.303
0.382 3.289
LOW 3.244
0.618 3.172
1.000 3.127
1.618 3.055
2.618 2.938
4.250 2.747
Fisher Pivots for day following 12-Aug-2013
Pivot 1 day 3 day
R1 3.308 3.288
PP 3.305 3.267
S1 3.303 3.245

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

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