NYMEX Natural Gas Future October 2013


Trading Metrics calculated at close of trading on 23-Sep-2013
Day Change Summary
Previous Current
20-Sep-2013 23-Sep-2013 Change Change % Previous Week
Open 3.712 3.681 -0.031 -0.8% 3.687
High 3.715 3.681 -0.034 -0.9% 3.820
Low 3.656 3.592 -0.064 -1.8% 3.625
Close 3.687 3.602 -0.085 -2.3% 3.687
Range 0.059 0.089 0.030 50.8% 0.195
ATR 0.098 0.098 0.000 -0.2% 0.000
Volume 74,701 72,269 -2,432 -3.3% 583,462
Daily Pivots for day following 23-Sep-2013
Classic Woodie Camarilla DeMark
R4 3.892 3.836 3.651
R3 3.803 3.747 3.626
R2 3.714 3.714 3.618
R1 3.658 3.658 3.610 3.642
PP 3.625 3.625 3.625 3.617
S1 3.569 3.569 3.594 3.553
S2 3.536 3.536 3.586
S3 3.447 3.480 3.578
S4 3.358 3.391 3.553
Weekly Pivots for week ending 20-Sep-2013
Classic Woodie Camarilla DeMark
R4 4.296 4.186 3.794
R3 4.101 3.991 3.741
R2 3.906 3.906 3.723
R1 3.796 3.796 3.705 3.785
PP 3.711 3.711 3.711 3.705
S1 3.601 3.601 3.669 3.590
S2 3.516 3.516 3.651
S3 3.321 3.406 3.633
S4 3.126 3.211 3.580
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.820 3.592 0.228 6.3% 0.085 2.4% 4% False True 107,926
10 3.820 3.525 0.295 8.2% 0.095 2.6% 26% False False 114,991
20 3.820 3.483 0.337 9.4% 0.097 2.7% 35% False False 110,960
40 3.820 3.154 0.666 18.5% 0.095 2.6% 67% False False 89,049
60 3.844 3.154 0.690 19.2% 0.100 2.8% 65% False False 69,509
80 4.085 3.154 0.931 25.8% 0.099 2.8% 48% False False 58,272
100 4.447 3.154 1.293 35.9% 0.102 2.8% 35% False False 51,692
120 4.525 3.154 1.371 38.1% 0.106 2.9% 33% False False 48,084
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 0.025
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.059
2.618 3.914
1.618 3.825
1.000 3.770
0.618 3.736
HIGH 3.681
0.618 3.647
0.500 3.637
0.382 3.626
LOW 3.592
0.618 3.537
1.000 3.503
1.618 3.448
2.618 3.359
4.250 3.214
Fisher Pivots for day following 23-Sep-2013
Pivot 1 day 3 day
R1 3.637 3.706
PP 3.625 3.671
S1 3.614 3.637

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

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