NYMEX Natural Gas Future October 2013


Trading Metrics calculated at close of trading on 20-Mar-2013
Day Change Summary
Previous Current
19-Mar-2013 20-Mar-2013 Change Change % Previous Week
Open 4.004 4.083 0.079 2.0% 3.824
High 4.090 4.085 -0.005 -0.1% 4.035
Low 3.999 4.011 0.012 0.3% 3.786
Close 4.089 4.073 -0.016 -0.4% 4.013
Range 0.091 0.074 -0.017 -18.7% 0.249
ATR 0.085 0.084 0.000 -0.6% 0.000
Volume 46,381 39,814 -6,567 -14.2% 210,172
Daily Pivots for day following 20-Mar-2013
Classic Woodie Camarilla DeMark
R4 4.278 4.250 4.114
R3 4.204 4.176 4.093
R2 4.130 4.130 4.087
R1 4.102 4.102 4.080 4.079
PP 4.056 4.056 4.056 4.045
S1 4.028 4.028 4.066 4.005
S2 3.982 3.982 4.059
S3 3.908 3.954 4.053
S4 3.834 3.880 4.032
Weekly Pivots for week ending 15-Mar-2013
Classic Woodie Camarilla DeMark
R4 4.692 4.601 4.150
R3 4.443 4.352 4.081
R2 4.194 4.194 4.059
R1 4.103 4.103 4.036 4.149
PP 3.945 3.945 3.945 3.967
S1 3.854 3.854 3.990 3.900
S2 3.696 3.696 3.967
S3 3.447 3.605 3.945
S4 3.198 3.356 3.876
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.092 3.852 0.240 5.9% 0.091 2.2% 92% False False 52,821
10 4.092 3.682 0.410 10.1% 0.080 2.0% 95% False False 42,563
20 4.092 3.511 0.581 14.3% 0.081 2.0% 97% False False 33,896
40 4.092 3.440 0.652 16.0% 0.082 2.0% 97% False False 28,090
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.014
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.400
2.618 4.279
1.618 4.205
1.000 4.159
0.618 4.131
HIGH 4.085
0.618 4.057
0.500 4.048
0.382 4.039
LOW 4.011
0.618 3.965
1.000 3.937
1.618 3.891
2.618 3.817
4.250 3.697
Fisher Pivots for day following 20-Mar-2013
Pivot 1 day 3 day
R1 4.065 4.062
PP 4.056 4.051
S1 4.048 4.040

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

View Archives - Comment on this page... - Back to Index of Symbols