NYMEX Natural Gas Future October 2013


Trading Metrics calculated at close of trading on 26-Jul-2013
Day Change Summary
Previous Current
25-Jul-2013 26-Jul-2013 Change Change % Previous Week
Open 3.729 3.665 -0.064 -1.7% 3.759
High 3.771 3.667 -0.104 -2.8% 3.796
Low 3.656 3.572 -0.084 -2.3% 3.572
Close 3.664 3.582 -0.082 -2.2% 3.582
Range 0.115 0.095 -0.020 -17.4% 0.224
ATR 0.112 0.111 -0.001 -1.1% 0.000
Volume 17,472 38,454 20,982 120.1% 140,226
Daily Pivots for day following 26-Jul-2013
Classic Woodie Camarilla DeMark
R4 3.892 3.832 3.634
R3 3.797 3.737 3.608
R2 3.702 3.702 3.599
R1 3.642 3.642 3.591 3.625
PP 3.607 3.607 3.607 3.598
S1 3.547 3.547 3.573 3.530
S2 3.512 3.512 3.565
S3 3.417 3.452 3.556
S4 3.322 3.357 3.530
Weekly Pivots for week ending 26-Jul-2013
Classic Woodie Camarilla DeMark
R4 4.322 4.176 3.705
R3 4.098 3.952 3.644
R2 3.874 3.874 3.623
R1 3.728 3.728 3.603 3.689
PP 3.650 3.650 3.650 3.631
S1 3.504 3.504 3.561 3.465
S2 3.426 3.426 3.541
S3 3.202 3.280 3.520
S4 2.978 3.056 3.459
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.796 3.572 0.224 6.3% 0.101 2.8% 4% False True 28,045
10 3.844 3.559 0.285 8.0% 0.110 3.1% 8% False False 31,729
20 3.844 3.538 0.306 8.5% 0.109 3.1% 14% False False 30,429
40 4.085 3.538 0.547 15.3% 0.103 2.9% 8% False False 27,496
60 4.447 3.538 0.909 25.4% 0.107 3.0% 5% False False 26,788
80 4.525 3.538 0.987 27.6% 0.111 3.1% 4% False False 27,602
100 4.525 3.538 0.987 27.6% 0.107 3.0% 4% False False 29,558
120 4.525 3.440 1.085 30.3% 0.102 2.9% 13% False False 28,286
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 0.020
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.071
2.618 3.916
1.618 3.821
1.000 3.762
0.618 3.726
HIGH 3.667
0.618 3.631
0.500 3.620
0.382 3.608
LOW 3.572
0.618 3.513
1.000 3.477
1.618 3.418
2.618 3.323
4.250 3.168
Fisher Pivots for day following 26-Jul-2013
Pivot 1 day 3 day
R1 3.620 3.684
PP 3.607 3.650
S1 3.595 3.616

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

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