NYMEX Natural Gas Future October 2013


Trading Metrics calculated at close of trading on 09-Sep-2013
Day Change Summary
Previous Current
06-Sep-2013 09-Sep-2013 Change Change % Previous Week
Open 3.575 3.534 -0.041 -1.1% 3.601
High 3.595 3.621 0.026 0.7% 3.719
Low 3.517 3.531 0.014 0.4% 3.517
Close 3.530 3.605 0.075 2.1% 3.530
Range 0.078 0.090 0.012 15.4% 0.202
ATR 0.101 0.100 -0.001 -0.7% 0.000
Volume 84,492 89,136 4,644 5.5% 471,046
Daily Pivots for day following 09-Sep-2013
Classic Woodie Camarilla DeMark
R4 3.856 3.820 3.655
R3 3.766 3.730 3.630
R2 3.676 3.676 3.622
R1 3.640 3.640 3.613 3.658
PP 3.586 3.586 3.586 3.595
S1 3.550 3.550 3.597 3.568
S2 3.496 3.496 3.589
S3 3.406 3.460 3.580
S4 3.316 3.370 3.556
Weekly Pivots for week ending 06-Sep-2013
Classic Woodie Camarilla DeMark
R4 4.195 4.064 3.641
R3 3.993 3.862 3.586
R2 3.791 3.791 3.567
R1 3.660 3.660 3.549 3.625
PP 3.589 3.589 3.589 3.571
S1 3.458 3.458 3.511 3.423
S2 3.387 3.387 3.493
S3 3.185 3.256 3.474
S4 2.983 3.054 3.419
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.719 3.517 0.202 5.6% 0.094 2.6% 44% False False 112,036
10 3.719 3.483 0.236 6.5% 0.099 2.8% 52% False False 106,929
20 3.719 3.272 0.447 12.4% 0.096 2.7% 74% False False 94,395
40 3.844 3.154 0.690 19.1% 0.099 2.7% 65% False False 68,233
60 4.004 3.154 0.850 23.6% 0.102 2.8% 53% False False 54,369
80 4.373 3.154 1.219 33.8% 0.102 2.8% 37% False False 46,867
100 4.525 3.154 1.371 38.0% 0.105 2.9% 33% False False 42,701
120 4.525 3.154 1.371 38.0% 0.106 2.9% 33% False False 41,206
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 0.032
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.004
2.618 3.857
1.618 3.767
1.000 3.711
0.618 3.677
HIGH 3.621
0.618 3.587
0.500 3.576
0.382 3.565
LOW 3.531
0.618 3.475
1.000 3.441
1.618 3.385
2.618 3.295
4.250 3.149
Fisher Pivots for day following 09-Sep-2013
Pivot 1 day 3 day
R1 3.595 3.618
PP 3.586 3.614
S1 3.576 3.609

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

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