NYMEX Natural Gas Future December 2013


Trading Metrics calculated at close of trading on 05-Jul-2013
Day Change Summary
Previous Current
03-Jul-2013 05-Jul-2013 Change Change % Previous Week
Open 3.877 3.932 0.055 1.4% 3.805
High 3.942 3.934 -0.008 -0.2% 3.942
Low 3.825 3.833 0.008 0.2% 3.780
Close 3.936 3.869 -0.067 -1.7% 3.869
Range 0.117 0.101 -0.016 -13.7% 0.162
ATR 0.093 0.094 0.001 0.7% 0.000
Volume 19,925 7,898 -12,027 -60.4% 50,726
Daily Pivots for day following 05-Jul-2013
Classic Woodie Camarilla DeMark
R4 4.182 4.126 3.925
R3 4.081 4.025 3.897
R2 3.980 3.980 3.888
R1 3.924 3.924 3.878 3.902
PP 3.879 3.879 3.879 3.867
S1 3.823 3.823 3.860 3.801
S2 3.778 3.778 3.850
S3 3.677 3.722 3.841
S4 3.576 3.621 3.813
Weekly Pivots for week ending 05-Jul-2013
Classic Woodie Camarilla DeMark
R4 4.350 4.271 3.958
R3 4.188 4.109 3.914
R2 4.026 4.026 3.899
R1 3.947 3.947 3.884 3.987
PP 3.864 3.864 3.864 3.883
S1 3.785 3.785 3.854 3.825
S2 3.702 3.702 3.839
S3 3.540 3.623 3.824
S4 3.378 3.461 3.780
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.942 3.780 0.162 4.2% 0.089 2.3% 55% False False 13,458
10 4.135 3.780 0.355 9.2% 0.094 2.4% 25% False False 10,112
20 4.215 3.780 0.435 11.2% 0.088 2.3% 20% False False 8,744
40 4.583 3.780 0.803 20.8% 0.091 2.4% 11% False False 7,233
60 4.744 3.780 0.964 24.9% 0.098 2.5% 9% False False 7,604
80 4.744 3.780 0.964 24.9% 0.095 2.5% 9% False False 7,779
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.363
2.618 4.198
1.618 4.097
1.000 4.035
0.618 3.996
HIGH 3.934
0.618 3.895
0.500 3.884
0.382 3.872
LOW 3.833
0.618 3.771
1.000 3.732
1.618 3.670
2.618 3.569
4.250 3.404
Fisher Pivots for day following 05-Jul-2013
Pivot 1 day 3 day
R1 3.884 3.884
PP 3.879 3.879
S1 3.874 3.874

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

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