NYMEX Natural Gas Future October 2013


Trading Metrics calculated at close of trading on 19-Aug-2013
Day Change Summary
Previous Current
16-Aug-2013 19-Aug-2013 Change Change % Previous Week
Open 3.449 3.411 -0.038 -1.1% 3.281
High 3.458 3.525 0.067 1.9% 3.458
Low 3.386 3.410 0.024 0.7% 3.272
Close 3.393 3.487 0.094 2.8% 3.393
Range 0.072 0.115 0.043 59.7% 0.186
ATR 0.101 0.104 0.002 2.2% 0.000
Volume 47,106 72,150 25,044 53.2% 441,686
Daily Pivots for day following 19-Aug-2013
Classic Woodie Camarilla DeMark
R4 3.819 3.768 3.550
R3 3.704 3.653 3.519
R2 3.589 3.589 3.508
R1 3.538 3.538 3.498 3.564
PP 3.474 3.474 3.474 3.487
S1 3.423 3.423 3.476 3.449
S2 3.359 3.359 3.466
S3 3.244 3.308 3.455
S4 3.129 3.193 3.424
Weekly Pivots for week ending 16-Aug-2013
Classic Woodie Camarilla DeMark
R4 3.932 3.849 3.495
R3 3.746 3.663 3.444
R2 3.560 3.560 3.427
R1 3.477 3.477 3.410 3.519
PP 3.374 3.374 3.374 3.395
S1 3.291 3.291 3.376 3.333
S2 3.188 3.188 3.359
S3 3.002 3.105 3.342
S4 2.816 2.919 3.291
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.525 3.288 0.237 6.8% 0.094 2.7% 84% True False 82,819
10 3.525 3.154 0.371 10.6% 0.103 2.9% 90% True False 78,657
20 3.796 3.154 0.642 18.4% 0.095 2.7% 52% False False 57,464
40 3.849 3.154 0.695 19.9% 0.104 3.0% 48% False False 43,556
60 4.373 3.154 1.219 35.0% 0.103 2.9% 27% False False 37,250
80 4.525 3.154 1.371 39.3% 0.106 3.0% 24% False False 34,268
100 4.525 3.154 1.371 39.3% 0.108 3.1% 24% False False 33,832
120 4.525 3.154 1.371 39.3% 0.104 3.0% 24% False False 34,271
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 0.021
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.014
2.618 3.826
1.618 3.711
1.000 3.640
0.618 3.596
HIGH 3.525
0.618 3.481
0.500 3.468
0.382 3.454
LOW 3.410
0.618 3.339
1.000 3.295
1.618 3.224
2.618 3.109
4.250 2.921
Fisher Pivots for day following 19-Aug-2013
Pivot 1 day 3 day
R1 3.481 3.467
PP 3.474 3.447
S1 3.468 3.427

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

View Archives - Comment on this page... - Back to Index of Symbols