NYMEX Natural Gas Future October 2013


Trading Metrics calculated at close of trading on 14-Jun-2013
Day Change Summary
Previous Current
13-Jun-2013 14-Jun-2013 Change Change % Previous Week
Open 3.812 3.853 0.041 1.1% 3.871
High 3.885 3.871 -0.014 -0.4% 3.903
Low 3.758 3.771 0.013 0.3% 3.748
Close 3.855 3.776 -0.079 -2.0% 3.776
Range 0.127 0.100 -0.027 -21.3% 0.155
ATR 0.102 0.101 0.000 -0.1% 0.000
Volume 24,864 35,397 10,533 42.4% 148,053
Daily Pivots for day following 14-Jun-2013
Classic Woodie Camarilla DeMark
R4 4.106 4.041 3.831
R3 4.006 3.941 3.804
R2 3.906 3.906 3.794
R1 3.841 3.841 3.785 3.824
PP 3.806 3.806 3.806 3.797
S1 3.741 3.741 3.767 3.724
S2 3.706 3.706 3.758
S3 3.606 3.641 3.749
S4 3.506 3.541 3.721
Weekly Pivots for week ending 14-Jun-2013
Classic Woodie Camarilla DeMark
R4 4.274 4.180 3.861
R3 4.119 4.025 3.819
R2 3.964 3.964 3.804
R1 3.870 3.870 3.790 3.840
PP 3.809 3.809 3.809 3.794
S1 3.715 3.715 3.762 3.685
S2 3.654 3.654 3.748
S3 3.499 3.560 3.733
S4 3.344 3.405 3.691
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.903 3.748 0.155 4.1% 0.094 2.5% 18% False False 29,610
10 4.056 3.748 0.308 8.2% 0.086 2.3% 9% False False 25,606
20 4.373 3.748 0.625 16.6% 0.099 2.6% 4% False False 25,137
40 4.525 3.748 0.777 20.6% 0.106 2.8% 4% False False 25,639
60 4.525 3.748 0.777 20.6% 0.110 2.9% 4% False False 27,968
80 4.525 3.511 1.014 26.9% 0.103 2.7% 26% False False 29,450
100 4.525 3.440 1.085 28.7% 0.099 2.6% 31% False False 28,017
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.018
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.296
2.618 4.133
1.618 4.033
1.000 3.971
0.618 3.933
HIGH 3.871
0.618 3.833
0.500 3.821
0.382 3.809
LOW 3.771
0.618 3.709
1.000 3.671
1.618 3.609
2.618 3.509
4.250 3.346
Fisher Pivots for day following 14-Jun-2013
Pivot 1 day 3 day
R1 3.821 3.817
PP 3.806 3.803
S1 3.791 3.790

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

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