NYMEX Natural Gas Future October 2013


Trading Metrics calculated at close of trading on 17-Jun-2013
Day Change Summary
Previous Current
14-Jun-2013 17-Jun-2013 Change Change % Previous Week
Open 3.853 3.767 -0.086 -2.2% 3.871
High 3.871 3.942 0.071 1.8% 3.903
Low 3.771 3.767 -0.004 -0.1% 3.748
Close 3.776 3.908 0.132 3.5% 3.776
Range 0.100 0.175 0.075 75.0% 0.155
ATR 0.101 0.107 0.005 5.2% 0.000
Volume 35,397 16,839 -18,558 -52.4% 148,053
Daily Pivots for day following 17-Jun-2013
Classic Woodie Camarilla DeMark
R4 4.397 4.328 4.004
R3 4.222 4.153 3.956
R2 4.047 4.047 3.940
R1 3.978 3.978 3.924 4.013
PP 3.872 3.872 3.872 3.890
S1 3.803 3.803 3.892 3.838
S2 3.697 3.697 3.876
S3 3.522 3.628 3.860
S4 3.347 3.453 3.812
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 3.942 3.748 0.194 5.0% 0.112 2.9% 82% True False 25,735
10 4.049 3.748 0.301 7.7% 0.096 2.5% 53% False False 25,461
20 4.373 3.748 0.625 16.0% 0.100 2.5% 26% False False 24,381
40 4.525 3.748 0.777 19.9% 0.109 2.8% 21% False False 24,758
60 4.525 3.748 0.777 19.9% 0.111 2.8% 21% False False 27,785
80 4.525 3.524 1.001 25.6% 0.104 2.7% 38% False False 29,486
100 4.525 3.440 1.085 27.8% 0.100 2.6% 43% False False 27,800
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.017
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 4.686
2.618 4.400
1.618 4.225
1.000 4.117
0.618 4.050
HIGH 3.942
0.618 3.875
0.500 3.855
0.382 3.834
LOW 3.767
0.618 3.659
1.000 3.592
1.618 3.484
2.618 3.309
4.250 3.023
Fisher Pivots for day following 17-Jun-2013
Pivot 1 day 3 day
R1 3.890 3.889
PP 3.872 3.869
S1 3.855 3.850

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

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