NYMEX Natural Gas Future October 2013


Trading Metrics calculated at close of trading on 05-Aug-2013
Day Change Summary
Previous Current
02-Aug-2013 05-Aug-2013 Change Change % Previous Week
Open 3.410 3.322 -0.088 -2.6% 3.560
High 3.434 3.386 -0.048 -1.4% 3.560
Low 3.358 3.322 -0.036 -1.1% 3.358
Close 3.375 3.346 -0.029 -0.9% 3.375
Range 0.076 0.064 -0.012 -15.8% 0.202
ATR 0.103 0.101 -0.003 -2.7% 0.000
Volume 47,499 29,277 -18,222 -38.4% 222,128
Daily Pivots for day following 05-Aug-2013
Classic Woodie Camarilla DeMark
R4 3.543 3.509 3.381
R3 3.479 3.445 3.364
R2 3.415 3.415 3.358
R1 3.381 3.381 3.352 3.398
PP 3.351 3.351 3.351 3.360
S1 3.317 3.317 3.340 3.334
S2 3.287 3.287 3.334
S3 3.223 3.253 3.328
S4 3.159 3.189 3.311
Weekly Pivots for week ending 02-Aug-2013
Classic Woodie Camarilla DeMark
R4 4.037 3.908 3.486
R3 3.835 3.706 3.431
R2 3.633 3.633 3.412
R1 3.504 3.504 3.394 3.468
PP 3.431 3.431 3.431 3.413
S1 3.302 3.302 3.356 3.266
S2 3.229 3.229 3.338
S3 3.027 3.100 3.319
S4 2.825 2.898 3.264
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.510 3.322 0.188 5.6% 0.074 2.2% 13% False True 43,363
10 3.796 3.322 0.474 14.2% 0.088 2.6% 5% False True 36,272
20 3.844 3.322 0.522 15.6% 0.102 3.1% 5% False True 33,777
40 4.004 3.322 0.682 20.4% 0.104 3.1% 4% False True 30,354
60 4.373 3.322 1.051 31.4% 0.102 3.1% 2% False True 28,322
80 4.525 3.322 1.203 36.0% 0.108 3.2% 2% False True 28,124
100 4.525 3.322 1.203 36.0% 0.107 3.2% 2% False True 30,083
120 4.525 3.322 1.203 36.0% 0.103 3.1% 2% False True 29,439
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 0.018
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3.658
2.618 3.554
1.618 3.490
1.000 3.450
0.618 3.426
HIGH 3.386
0.618 3.362
0.500 3.354
0.382 3.346
LOW 3.322
0.618 3.282
1.000 3.258
1.618 3.218
2.618 3.154
4.250 3.050
Fisher Pivots for day following 05-Aug-2013
Pivot 1 day 3 day
R1 3.354 3.401
PP 3.351 3.382
S1 3.349 3.364

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

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