NYMEX Natural Gas Future October 2013


Trading Metrics calculated at close of trading on 06-Jun-2013
Day Change Summary
Previous Current
05-Jun-2013 06-Jun-2013 Change Change % Previous Week
Open 4.018 4.012 -0.006 -0.1% 4.279
High 4.044 4.012 -0.032 -0.8% 4.373
Low 3.996 3.853 -0.143 -3.6% 4.007
Close 4.023 3.856 -0.167 -4.2% 4.010
Range 0.048 0.159 0.111 231.3% 0.366
ATR 0.103 0.108 0.005 4.6% 0.000
Volume 16,407 16,561 154 0.9% 95,693
Daily Pivots for day following 06-Jun-2013
Classic Woodie Camarilla DeMark
R4 4.384 4.279 3.943
R3 4.225 4.120 3.900
R2 4.066 4.066 3.885
R1 3.961 3.961 3.871 3.934
PP 3.907 3.907 3.907 3.894
S1 3.802 3.802 3.841 3.775
S2 3.748 3.748 3.827
S3 3.589 3.643 3.812
S4 3.430 3.484 3.769
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 4.085 3.853 0.232 6.0% 0.083 2.2% 1% False True 20,273
10 4.373 3.853 0.520 13.5% 0.105 2.7% 1% False True 21,646
20 4.373 3.853 0.520 13.5% 0.103 2.7% 1% False True 23,724
40 4.525 3.853 0.672 17.4% 0.114 3.0% 0% False True 25,807
60 4.525 3.811 0.714 18.5% 0.110 2.8% 6% False False 29,850
80 4.525 3.440 1.085 28.1% 0.102 2.7% 38% False False 28,738
100 4.525 3.440 1.085 28.1% 0.099 2.6% 38% False False 27,429
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.027
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.688
2.618 4.428
1.618 4.269
1.000 4.171
0.618 4.110
HIGH 4.012
0.618 3.951
0.500 3.933
0.382 3.914
LOW 3.853
0.618 3.755
1.000 3.694
1.618 3.596
2.618 3.437
4.250 3.177
Fisher Pivots for day following 06-Jun-2013
Pivot 1 day 3 day
R1 3.933 3.951
PP 3.907 3.919
S1 3.882 3.888

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

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