NYMEX Natural Gas Future October 2013


Trading Metrics calculated at close of trading on 06-Aug-2013
Day Change Summary
Previous Current
05-Aug-2013 06-Aug-2013 Change Change % Previous Week
Open 3.322 3.345 0.023 0.7% 3.560
High 3.386 3.383 -0.003 -0.1% 3.560
Low 3.322 3.326 0.004 0.1% 3.358
Close 3.346 3.343 -0.003 -0.1% 3.375
Range 0.064 0.057 -0.007 -10.9% 0.202
ATR 0.101 0.097 -0.003 -3.1% 0.000
Volume 29,277 36,103 6,826 23.3% 222,128
Daily Pivots for day following 06-Aug-2013
Classic Woodie Camarilla DeMark
R4 3.522 3.489 3.374
R3 3.465 3.432 3.359
R2 3.408 3.408 3.353
R1 3.375 3.375 3.348 3.363
PP 3.351 3.351 3.351 3.345
S1 3.318 3.318 3.338 3.306
S2 3.294 3.294 3.333
S3 3.237 3.261 3.327
S4 3.180 3.204 3.312
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 3.493 3.322 0.171 5.1% 0.071 2.1% 12% False False 38,173
10 3.796 3.322 0.474 14.2% 0.084 2.5% 4% False False 36,768
20 3.844 3.322 0.522 15.6% 0.099 3.0% 4% False False 34,415
40 4.004 3.322 0.682 20.4% 0.103 3.1% 3% False False 30,352
60 4.373 3.322 1.051 31.4% 0.101 3.0% 2% False False 28,360
80 4.525 3.322 1.203 36.0% 0.107 3.2% 2% False False 28,064
100 4.525 3.322 1.203 36.0% 0.107 3.2% 2% False False 30,159
120 4.525 3.322 1.203 36.0% 0.102 3.1% 2% False False 29,554
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.016
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3.625
2.618 3.532
1.618 3.475
1.000 3.440
0.618 3.418
HIGH 3.383
0.618 3.361
0.500 3.355
0.382 3.348
LOW 3.326
0.618 3.291
1.000 3.269
1.618 3.234
2.618 3.177
4.250 3.084
Fisher Pivots for day following 06-Aug-2013
Pivot 1 day 3 day
R1 3.355 3.378
PP 3.351 3.366
S1 3.347 3.355

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

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