NYMEX Natural Gas Future October 2013


Trading Metrics calculated at close of trading on 20-Jun-2013
Day Change Summary
Previous Current
19-Jun-2013 20-Jun-2013 Change Change % Previous Week
Open 3.965 3.986 0.021 0.5% 3.871
High 4.004 3.986 -0.018 -0.4% 3.903
Low 3.957 3.872 -0.085 -2.1% 3.748
Close 3.988 3.908 -0.080 -2.0% 3.776
Range 0.047 0.114 0.067 142.6% 0.155
ATR 0.102 0.103 0.001 1.0% 0.000
Volume 25,842 16,616 -9,226 -35.7% 148,053
Daily Pivots for day following 20-Jun-2013
Classic Woodie Camarilla DeMark
R4 4.264 4.200 3.971
R3 4.150 4.086 3.939
R2 4.036 4.036 3.929
R1 3.972 3.972 3.918 3.947
PP 3.922 3.922 3.922 3.910
S1 3.858 3.858 3.898 3.833
S2 3.808 3.808 3.887
S3 3.694 3.744 3.877
S4 3.580 3.630 3.845
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 4.004 3.767 0.237 6.1% 0.103 2.6% 59% False False 25,352
10 4.004 3.748 0.256 6.6% 0.093 2.4% 63% False False 27,510
20 4.373 3.748 0.625 16.0% 0.099 2.5% 26% False False 24,578
40 4.525 3.748 0.777 19.9% 0.107 2.7% 21% False False 25,043
60 4.525 3.748 0.777 19.9% 0.109 2.8% 21% False False 27,533
80 4.525 3.625 0.900 23.0% 0.104 2.7% 31% False False 29,663
100 4.525 3.440 1.085 27.8% 0.100 2.5% 43% False False 27,935
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.018
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.471
2.618 4.284
1.618 4.170
1.000 4.100
0.618 4.056
HIGH 3.986
0.618 3.942
0.500 3.929
0.382 3.916
LOW 3.872
0.618 3.802
1.000 3.758
1.618 3.688
2.618 3.574
4.250 3.388
Fisher Pivots for day following 20-Jun-2013
Pivot 1 day 3 day
R1 3.929 3.938
PP 3.922 3.928
S1 3.915 3.918

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

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