NYMEX Natural Gas Future October 2013


Trading Metrics calculated at close of trading on 28-Mar-2013
Day Change Summary
Previous Current
27-Mar-2013 28-Mar-2013 Change Change % Previous Week
Open 4.099 4.172 0.073 1.8% 4.046
High 4.187 4.191 0.004 0.1% 4.129
Low 4.093 4.077 -0.016 -0.4% 3.988
Close 4.165 4.128 -0.037 -0.9% 4.057
Range 0.094 0.114 0.020 21.3% 0.141
ATR 0.092 0.093 0.002 1.7% 0.000
Volume 30,053 37,280 7,227 24.0% 222,160
Daily Pivots for day following 28-Mar-2013
Classic Woodie Camarilla DeMark
R4 4.474 4.415 4.191
R3 4.360 4.301 4.159
R2 4.246 4.246 4.149
R1 4.187 4.187 4.138 4.160
PP 4.132 4.132 4.132 4.118
S1 4.073 4.073 4.118 4.046
S2 4.018 4.018 4.107
S3 3.904 3.959 4.097
S4 3.790 3.845 4.065
Weekly Pivots for week ending 22-Mar-2013
Classic Woodie Camarilla DeMark
R4 4.481 4.410 4.135
R3 4.340 4.269 4.096
R2 4.199 4.199 4.083
R1 4.128 4.128 4.070 4.164
PP 4.058 4.058 4.058 4.076
S1 3.987 3.987 4.044 4.023
S2 3.917 3.917 4.031
S3 3.776 3.846 4.018
S4 3.635 3.705 3.979
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.191 3.989 0.202 4.9% 0.107 2.6% 69% True False 31,394
10 4.191 3.967 0.224 5.4% 0.099 2.4% 72% True False 42,037
20 4.191 3.647 0.544 13.2% 0.088 2.1% 88% True False 36,612
40 4.191 3.440 0.751 18.2% 0.087 2.1% 92% True False 29,073
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.018
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.676
2.618 4.489
1.618 4.375
1.000 4.305
0.618 4.261
HIGH 4.191
0.618 4.147
0.500 4.134
0.382 4.121
LOW 4.077
0.618 4.007
1.000 3.963
1.618 3.893
2.618 3.779
4.250 3.593
Fisher Pivots for day following 28-Mar-2013
Pivot 1 day 3 day
R1 4.134 4.117
PP 4.132 4.106
S1 4.130 4.095

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

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