NYMEX Natural Gas Future November 2013


Trading Metrics calculated at close of trading on 24-Jun-2013
Day Change Summary
Previous Current
21-Jun-2013 24-Jun-2013 Change Change % Previous Week
Open 3.969 3.881 -0.088 -2.2% 3.877
High 3.976 3.923 -0.053 -1.3% 4.070
Low 3.876 3.837 -0.039 -1.0% 3.876
Close 3.879 3.849 -0.030 -0.8% 3.879
Range 0.100 0.086 -0.014 -14.0% 0.194
ATR 0.095 0.095 -0.001 -0.7% 0.000
Volume 7,941 8,159 218 2.7% 47,986
Daily Pivots for day following 24-Jun-2013
Classic Woodie Camarilla DeMark
R4 4.128 4.074 3.896
R3 4.042 3.988 3.873
R2 3.956 3.956 3.865
R1 3.902 3.902 3.857 3.886
PP 3.870 3.870 3.870 3.862
S1 3.816 3.816 3.841 3.800
S2 3.784 3.784 3.833
S3 3.698 3.730 3.825
S4 3.612 3.644 3.802
Weekly Pivots for week ending 21-Jun-2013
Classic Woodie Camarilla DeMark
R4 4.524 4.395 3.986
R3 4.330 4.201 3.932
R2 4.136 4.136 3.915
R1 4.007 4.007 3.897 4.072
PP 3.942 3.942 3.942 3.974
S1 3.813 3.813 3.861 3.878
S2 3.748 3.748 3.843
S3 3.554 3.619 3.826
S4 3.360 3.425 3.772
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.070 3.837 0.233 6.1% 0.076 2.0% 5% False True 9,223
10 4.070 3.826 0.244 6.3% 0.086 2.2% 9% False False 11,855
20 4.442 3.826 0.616 16.0% 0.091 2.4% 4% False False 10,877
40 4.594 3.826 0.768 20.0% 0.097 2.5% 3% False False 10,053
60 4.594 3.826 0.768 20.0% 0.098 2.6% 3% False False 9,790
80 4.594 3.754 0.840 21.8% 0.094 2.4% 11% False False 9,386
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.017
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.289
2.618 4.148
1.618 4.062
1.000 4.009
0.618 3.976
HIGH 3.923
0.618 3.890
0.500 3.880
0.382 3.870
LOW 3.837
0.618 3.784
1.000 3.751
1.618 3.698
2.618 3.612
4.250 3.472
Fisher Pivots for day following 24-Jun-2013
Pivot 1 day 3 day
R1 3.880 3.928
PP 3.870 3.902
S1 3.859 3.875

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

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