NYMEX Natural Gas Future October 2013


Trading Metrics calculated at close of trading on 07-Aug-2013
Day Change Summary
Previous Current
06-Aug-2013 07-Aug-2013 Change Change % Previous Week
Open 3.345 3.328 -0.017 -0.5% 3.560
High 3.383 3.342 -0.041 -1.2% 3.560
Low 3.326 3.257 -0.069 -2.1% 3.358
Close 3.343 3.272 -0.071 -2.1% 3.375
Range 0.057 0.085 0.028 49.1% 0.202
ATR 0.097 0.097 -0.001 -0.8% 0.000
Volume 36,103 39,075 2,972 8.2% 222,128
Daily Pivots for day following 07-Aug-2013
Classic Woodie Camarilla DeMark
R4 3.545 3.494 3.319
R3 3.460 3.409 3.295
R2 3.375 3.375 3.288
R1 3.324 3.324 3.280 3.307
PP 3.290 3.290 3.290 3.282
S1 3.239 3.239 3.264 3.222
S2 3.205 3.205 3.256
S3 3.120 3.154 3.249
S4 3.035 3.069 3.225
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 3.479 3.257 0.222 6.8% 0.078 2.4% 7% False True 37,347
10 3.771 3.257 0.514 15.7% 0.083 2.5% 3% False True 38,250
20 3.844 3.257 0.587 17.9% 0.096 2.9% 3% False True 34,990
40 4.004 3.257 0.747 22.8% 0.103 3.1% 2% False True 30,705
60 4.373 3.257 1.116 34.1% 0.101 3.1% 1% False True 28,593
80 4.525 3.257 1.268 38.8% 0.106 3.2% 1% False True 28,032
100 4.525 3.257 1.268 38.8% 0.107 3.3% 1% False True 29,695
120 4.525 3.257 1.268 38.8% 0.102 3.1% 1% False True 29,666
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.014
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3.703
2.618 3.565
1.618 3.480
1.000 3.427
0.618 3.395
HIGH 3.342
0.618 3.310
0.500 3.300
0.382 3.289
LOW 3.257
0.618 3.204
1.000 3.172
1.618 3.119
2.618 3.034
4.250 2.896
Fisher Pivots for day following 07-Aug-2013
Pivot 1 day 3 day
R1 3.300 3.322
PP 3.290 3.305
S1 3.281 3.289

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

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