NYMEX Natural Gas Future October 2013


Trading Metrics calculated at close of trading on 04-Jun-2013
Day Change Summary
Previous Current
03-Jun-2013 04-Jun-2013 Change Change % Previous Week
Open 3.996 4.005 0.009 0.2% 4.279
High 4.056 4.049 -0.007 -0.2% 4.373
Low 3.983 3.991 0.008 0.2% 4.007
Close 4.012 4.021 0.009 0.2% 4.010
Range 0.073 0.058 -0.015 -20.5% 0.366
ATR 0.111 0.108 -0.004 -3.4% 0.000
Volume 18,283 21,070 2,787 15.2% 95,693
Daily Pivots for day following 04-Jun-2013
Classic Woodie Camarilla DeMark
R4 4.194 4.166 4.053
R3 4.136 4.108 4.037
R2 4.078 4.078 4.032
R1 4.050 4.050 4.026 4.064
PP 4.020 4.020 4.020 4.028
S1 3.992 3.992 4.016 4.006
S2 3.962 3.962 4.010
S3 3.904 3.934 4.005
S4 3.846 3.876 3.989
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 4.251 3.983 0.268 6.7% 0.096 2.4% 14% False False 23,749
10 4.373 3.983 0.390 9.7% 0.101 2.5% 10% False False 22,389
20 4.373 3.974 0.399 9.9% 0.101 2.5% 12% False False 24,197
40 4.525 3.974 0.551 13.7% 0.114 2.8% 9% False False 26,499
60 4.525 3.786 0.739 18.4% 0.108 2.7% 32% False False 30,361
80 4.525 3.440 1.085 27.0% 0.101 2.5% 54% False False 28,873
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.028
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 4.296
2.618 4.201
1.618 4.143
1.000 4.107
0.618 4.085
HIGH 4.049
0.618 4.027
0.500 4.020
0.382 4.013
LOW 3.991
0.618 3.955
1.000 3.933
1.618 3.897
2.618 3.839
4.250 3.745
Fisher Pivots for day following 04-Jun-2013
Pivot 1 day 3 day
R1 4.021 4.034
PP 4.020 4.030
S1 4.020 4.025

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

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