NYMEX Natural Gas Future October 2013


Trading Metrics calculated at close of trading on 04-Sep-2013
Day Change Summary
Previous Current
03-Sep-2013 04-Sep-2013 Change Change % Previous Week
Open 3.601 3.674 0.073 2.0% 3.550
High 3.689 3.699 0.010 0.3% 3.655
Low 3.601 3.640 0.039 1.1% 3.483
Close 3.666 3.683 0.017 0.5% 3.581
Range 0.088 0.059 -0.029 -33.0% 0.172
ATR 0.102 0.099 -0.003 -3.0% 0.000
Volume 124,206 111,744 -12,462 -10.0% 509,116
Daily Pivots for day following 04-Sep-2013
Classic Woodie Camarilla DeMark
R4 3.851 3.826 3.715
R3 3.792 3.767 3.699
R2 3.733 3.733 3.694
R1 3.708 3.708 3.688 3.721
PP 3.674 3.674 3.674 3.680
S1 3.649 3.649 3.678 3.662
S2 3.615 3.615 3.672
S3 3.556 3.590 3.667
S4 3.497 3.531 3.651
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 3.699 3.510 0.189 5.1% 0.099 2.7% 92% True False 117,856
10 3.699 3.418 0.281 7.6% 0.096 2.6% 94% True False 98,300
20 3.699 3.154 0.545 14.8% 0.100 2.7% 97% True False 90,015
40 3.844 3.154 0.690 18.7% 0.099 2.7% 77% False False 62,215
60 4.004 3.154 0.850 23.1% 0.102 2.8% 62% False False 50,239
80 4.373 3.154 1.219 33.1% 0.101 2.7% 43% False False 43,774
100 4.525 3.154 1.371 37.2% 0.106 2.9% 39% False False 40,455
120 4.525 3.154 1.371 37.2% 0.105 2.9% 39% False False 40,135
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.033
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 3.950
2.618 3.853
1.618 3.794
1.000 3.758
0.618 3.735
HIGH 3.699
0.618 3.676
0.500 3.670
0.382 3.663
LOW 3.640
0.618 3.604
1.000 3.581
1.618 3.545
2.618 3.486
4.250 3.389
Fisher Pivots for day following 04-Sep-2013
Pivot 1 day 3 day
R1 3.679 3.666
PP 3.674 3.649
S1 3.670 3.633

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

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