NYMEX Natural Gas Future October 2013


Trading Metrics calculated at close of trading on 12-Jun-2013
Day Change Summary
Previous Current
11-Jun-2013 12-Jun-2013 Change Change % Previous Week
Open 3.836 3.756 -0.080 -2.1% 3.996
High 3.836 3.826 -0.010 -0.3% 4.056
Low 3.755 3.748 -0.007 -0.2% 3.844
Close 3.762 3.816 0.054 1.4% 3.866
Range 0.081 0.078 -0.003 -3.7% 0.212
ATR 0.101 0.100 -0.002 -1.6% 0.000
Volume 24,955 26,622 1,667 6.7% 108,007
Daily Pivots for day following 12-Jun-2013
Classic Woodie Camarilla DeMark
R4 4.031 4.001 3.859
R3 3.953 3.923 3.837
R2 3.875 3.875 3.830
R1 3.845 3.845 3.823 3.860
PP 3.797 3.797 3.797 3.804
S1 3.767 3.767 3.809 3.782
S2 3.719 3.719 3.802
S3 3.641 3.689 3.795
S4 3.563 3.611 3.773
Weekly Pivots for week ending 07-Jun-2013
Classic Woodie Camarilla DeMark
R4 4.558 4.424 3.983
R3 4.346 4.212 3.924
R2 4.134 4.134 3.905
R1 4.000 4.000 3.885 3.961
PP 3.922 3.922 3.922 3.903
S1 3.788 3.788 3.847 3.749
S2 3.710 3.710 3.827
S3 3.498 3.576 3.808
S4 3.286 3.364 3.749
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.012 3.748 0.264 6.9% 0.090 2.4% 26% False True 28,007
10 4.204 3.748 0.456 11.9% 0.087 2.3% 15% False True 25,033
20 4.373 3.748 0.625 16.4% 0.098 2.6% 11% False True 24,291
40 4.525 3.748 0.777 20.4% 0.108 2.8% 9% False True 25,400
60 4.525 3.748 0.777 20.4% 0.109 2.9% 9% False True 28,401
80 4.525 3.440 1.085 28.4% 0.102 2.7% 35% False False 29,049
100 4.525 3.440 1.085 28.4% 0.099 2.6% 35% False False 27,856
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.015
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.158
2.618 4.030
1.618 3.952
1.000 3.904
0.618 3.874
HIGH 3.826
0.618 3.796
0.500 3.787
0.382 3.778
LOW 3.748
0.618 3.700
1.000 3.670
1.618 3.622
2.618 3.544
4.250 3.417
Fisher Pivots for day following 12-Jun-2013
Pivot 1 day 3 day
R1 3.806 3.826
PP 3.797 3.822
S1 3.787 3.819

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

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