NYMEX Natural Gas Future October 2013


Trading Metrics calculated at close of trading on 31-May-2013
Day Change Summary
Previous Current
30-May-2013 31-May-2013 Change Change % Previous Week
Open 4.194 4.048 -0.146 -3.5% 4.279
High 4.204 4.085 -0.119 -2.8% 4.373
Low 4.039 4.007 -0.032 -0.8% 4.007
Close 4.052 4.010 -0.042 -1.0% 4.010
Range 0.165 0.078 -0.087 -52.7% 0.366
ATR 0.117 0.114 -0.003 -2.4% 0.000
Volume 25,485 29,047 3,562 14.0% 95,693
Daily Pivots for day following 31-May-2013
Classic Woodie Camarilla DeMark
R4 4.268 4.217 4.053
R3 4.190 4.139 4.031
R2 4.112 4.112 4.024
R1 4.061 4.061 4.017 4.048
PP 4.034 4.034 4.034 4.027
S1 3.983 3.983 4.003 3.970
S2 3.956 3.956 3.996
S3 3.878 3.905 3.989
S4 3.800 3.827 3.967
Weekly Pivots for week ending 31-May-2013
Classic Woodie Camarilla DeMark
R4 5.228 4.985 4.211
R3 4.862 4.619 4.111
R2 4.496 4.496 4.077
R1 4.253 4.253 4.044 4.192
PP 4.130 4.130 4.130 4.099
S1 3.887 3.887 3.976 3.826
S2 3.764 3.764 3.943
S3 3.398 3.521 3.909
S4 3.032 3.155 3.809
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.373 4.007 0.366 9.1% 0.122 3.0% 1% False True 25,244
10 4.373 4.007 0.366 9.1% 0.112 2.8% 1% False True 24,669
20 4.373 3.974 0.399 10.0% 0.103 2.6% 9% False False 25,336
40 4.525 3.974 0.551 13.7% 0.118 2.9% 7% False False 27,792
60 4.525 3.682 0.843 21.0% 0.109 2.7% 39% False False 30,795
80 4.525 3.440 1.085 27.1% 0.102 2.5% 53% False False 28,857
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.029
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4.417
2.618 4.289
1.618 4.211
1.000 4.163
0.618 4.133
HIGH 4.085
0.618 4.055
0.500 4.046
0.382 4.037
LOW 4.007
0.618 3.959
1.000 3.929
1.618 3.881
2.618 3.803
4.250 3.676
Fisher Pivots for day following 31-May-2013
Pivot 1 day 3 day
R1 4.046 4.129
PP 4.034 4.089
S1 4.022 4.050

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

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