NYMEX Natural Gas Future October 2013


Trading Metrics calculated at close of trading on 29-Jul-2013
Day Change Summary
Previous Current
26-Jul-2013 29-Jul-2013 Change Change % Previous Week
Open 3.665 3.560 -0.105 -2.9% 3.759
High 3.667 3.560 -0.107 -2.9% 3.796
Low 3.572 3.446 -0.126 -3.5% 3.572
Close 3.582 3.494 -0.088 -2.5% 3.582
Range 0.095 0.114 0.019 20.0% 0.224
ATR 0.111 0.113 0.002 1.6% 0.000
Volume 38,454 34,589 -3,865 -10.1% 140,226
Daily Pivots for day following 29-Jul-2013
Classic Woodie Camarilla DeMark
R4 3.842 3.782 3.557
R3 3.728 3.668 3.525
R2 3.614 3.614 3.515
R1 3.554 3.554 3.504 3.527
PP 3.500 3.500 3.500 3.487
S1 3.440 3.440 3.484 3.413
S2 3.386 3.386 3.473
S3 3.272 3.326 3.463
S4 3.158 3.212 3.431
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 3.446 0.350 10.0% 0.102 2.9% 14% False True 29,180
10 3.844 3.446 0.398 11.4% 0.107 3.1% 12% False True 31,688
20 3.844 3.446 0.398 11.4% 0.111 3.2% 12% False True 29,908
40 4.056 3.446 0.610 17.5% 0.104 3.0% 8% False True 27,634
60 4.373 3.446 0.927 26.5% 0.104 3.0% 5% False True 26,868
80 4.525 3.446 1.079 30.9% 0.111 3.2% 4% False True 27,713
100 4.525 3.446 1.079 30.9% 0.107 3.1% 4% False True 29,530
120 4.525 3.440 1.085 31.1% 0.103 2.9% 5% False False 28,449
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 2 trading days
Fibonacci Retracements and Extensions
4.250 4.045
2.618 3.858
1.618 3.744
1.000 3.674
0.618 3.630
HIGH 3.560
0.618 3.516
0.500 3.503
0.382 3.490
LOW 3.446
0.618 3.376
1.000 3.332
1.618 3.262
2.618 3.148
4.250 2.962
Fisher Pivots for day following 29-Jul-2013
Pivot 1 day 3 day
R1 3.503 3.609
PP 3.500 3.570
S1 3.497 3.532

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

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