NYMEX Natural Gas Future October 2013


Trading Metrics calculated at close of trading on 03-Jun-2013
Day Change Summary
Previous Current
31-May-2013 03-Jun-2013 Change Change % Previous Week
Open 4.048 3.996 -0.052 -1.3% 4.279
High 4.085 4.056 -0.029 -0.7% 4.373
Low 4.007 3.983 -0.024 -0.6% 4.007
Close 4.010 4.012 0.002 0.0% 4.010
Range 0.078 0.073 -0.005 -6.4% 0.366
ATR 0.114 0.111 -0.003 -2.6% 0.000
Volume 29,047 18,283 -10,764 -37.1% 95,693
Daily Pivots for day following 03-Jun-2013
Classic Woodie Camarilla DeMark
R4 4.236 4.197 4.052
R3 4.163 4.124 4.032
R2 4.090 4.090 4.025
R1 4.051 4.051 4.019 4.071
PP 4.017 4.017 4.017 4.027
S1 3.978 3.978 4.005 3.998
S2 3.944 3.944 3.999
S3 3.871 3.905 3.992
S4 3.798 3.832 3.972
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 3.983 0.390 9.7% 0.120 3.0% 7% False True 22,795
10 4.373 3.983 0.390 9.7% 0.103 2.6% 7% False True 23,301
20 4.373 3.974 0.399 9.9% 0.102 2.5% 10% False False 24,043
40 4.525 3.974 0.551 13.7% 0.115 2.9% 7% False False 27,515
60 4.525 3.758 0.767 19.1% 0.108 2.7% 33% False False 30,809
80 4.525 3.440 1.085 27.0% 0.102 2.6% 53% False False 28,894
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 0.029
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 4.366
2.618 4.247
1.618 4.174
1.000 4.129
0.618 4.101
HIGH 4.056
0.618 4.028
0.500 4.020
0.382 4.011
LOW 3.983
0.618 3.938
1.000 3.910
1.618 3.865
2.618 3.792
4.250 3.673
Fisher Pivots for day following 03-Jun-2013
Pivot 1 day 3 day
R1 4.020 4.094
PP 4.017 4.066
S1 4.015 4.039

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

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