NYMEX Natural Gas Future October 2013


Trading Metrics calculated at close of trading on 30-Aug-2013
Day Change Summary
Previous Current
29-Aug-2013 30-Aug-2013 Change Change % Previous Week
Open 3.580 3.624 0.044 1.2% 3.550
High 3.655 3.653 -0.002 -0.1% 3.655
Low 3.510 3.566 0.056 1.6% 3.483
Close 3.618 3.581 -0.037 -1.0% 3.581
Range 0.145 0.087 -0.058 -40.0% 0.172
ATR 0.103 0.101 -0.001 -1.1% 0.000
Volume 166,099 89,209 -76,890 -46.3% 509,116
Daily Pivots for day following 30-Aug-2013
Classic Woodie Camarilla DeMark
R4 3.861 3.808 3.629
R3 3.774 3.721 3.605
R2 3.687 3.687 3.597
R1 3.634 3.634 3.589 3.617
PP 3.600 3.600 3.600 3.592
S1 3.547 3.547 3.573 3.530
S2 3.513 3.513 3.565
S3 3.426 3.460 3.557
S4 3.339 3.373 3.533
Weekly Pivots for week ending 30-Aug-2013
Classic Woodie Camarilla DeMark
R4 4.089 4.007 3.676
R3 3.917 3.835 3.628
R2 3.745 3.745 3.613
R1 3.663 3.663 3.597 3.704
PP 3.573 3.573 3.573 3.594
S1 3.491 3.491 3.565 3.532
S2 3.401 3.401 3.549
S3 3.229 3.319 3.534
S4 3.057 3.147 3.486
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.655 3.483 0.172 4.8% 0.104 2.9% 57% False False 101,823
10 3.655 3.410 0.245 6.8% 0.099 2.8% 70% False False 88,603
20 3.655 3.154 0.501 14.0% 0.098 2.7% 85% False False 81,486
40 3.844 3.154 0.690 19.3% 0.102 2.9% 62% False False 57,452
60 4.004 3.154 0.850 23.7% 0.102 2.8% 50% False False 47,505
80 4.373 3.154 1.219 34.0% 0.102 2.8% 35% False False 41,560
100 4.525 3.154 1.371 38.3% 0.107 3.0% 31% False False 38,826
120 4.525 3.154 1.371 38.3% 0.106 2.9% 31% False False 38,678
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.034
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.023
2.618 3.881
1.618 3.794
1.000 3.740
0.618 3.707
HIGH 3.653
0.618 3.620
0.500 3.610
0.382 3.599
LOW 3.566
0.618 3.512
1.000 3.479
1.618 3.425
2.618 3.338
4.250 3.196
Fisher Pivots for day following 30-Aug-2013
Pivot 1 day 3 day
R1 3.610 3.583
PP 3.600 3.582
S1 3.591 3.582

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

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