NYMEX Natural Gas Future October 2013


Trading Metrics calculated at close of trading on 05-Jun-2013
Day Change Summary
Previous Current
04-Jun-2013 05-Jun-2013 Change Change % Previous Week
Open 4.005 4.018 0.013 0.3% 4.279
High 4.049 4.044 -0.005 -0.1% 4.373
Low 3.991 3.996 0.005 0.1% 4.007
Close 4.021 4.023 0.002 0.0% 4.010
Range 0.058 0.048 -0.010 -17.2% 0.366
ATR 0.108 0.103 -0.004 -4.0% 0.000
Volume 21,070 16,407 -4,663 -22.1% 95,693
Daily Pivots for day following 05-Jun-2013
Classic Woodie Camarilla DeMark
R4 4.165 4.142 4.049
R3 4.117 4.094 4.036
R2 4.069 4.069 4.032
R1 4.046 4.046 4.027 4.058
PP 4.021 4.021 4.021 4.027
S1 3.998 3.998 4.019 4.010
S2 3.973 3.973 4.014
S3 3.925 3.950 4.010
S4 3.877 3.902 3.997
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 4.204 3.983 0.221 5.5% 0.084 2.1% 18% False False 22,058
10 4.373 3.983 0.390 9.7% 0.096 2.4% 10% False False 22,024
20 4.373 3.974 0.399 9.9% 0.100 2.5% 12% False False 24,360
40 4.525 3.974 0.551 13.7% 0.113 2.8% 9% False False 25,897
60 4.525 3.805 0.720 17.9% 0.108 2.7% 30% False False 30,037
80 4.525 3.440 1.085 27.0% 0.101 2.5% 54% False False 28,721
100 4.525 3.440 1.085 27.0% 0.098 2.4% 54% False False 27,482
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.030
Narrowest range in 75 trading days
Fibonacci Retracements and Extensions
4.250 4.248
2.618 4.170
1.618 4.122
1.000 4.092
0.618 4.074
HIGH 4.044
0.618 4.026
0.500 4.020
0.382 4.014
LOW 3.996
0.618 3.966
1.000 3.948
1.618 3.918
2.618 3.870
4.250 3.792
Fisher Pivots for day following 05-Jun-2013
Pivot 1 day 3 day
R1 4.022 4.022
PP 4.021 4.021
S1 4.020 4.020

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

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