NYMEX Natural Gas Future December 2013


Trading Metrics calculated at close of trading on 08-Jul-2013
Day Change Summary
Previous Current
05-Jul-2013 08-Jul-2013 Change Change % Previous Week
Open 3.932 3.880 -0.052 -1.3% 3.805
High 3.934 3.997 0.063 1.6% 3.942
Low 3.833 3.874 0.041 1.1% 3.780
Close 3.869 3.981 0.112 2.9% 3.869
Range 0.101 0.123 0.022 21.8% 0.162
ATR 0.094 0.096 0.002 2.6% 0.000
Volume 7,898 6,105 -1,793 -22.7% 50,726
Daily Pivots for day following 08-Jul-2013
Classic Woodie Camarilla DeMark
R4 4.320 4.273 4.049
R3 4.197 4.150 4.015
R2 4.074 4.074 4.004
R1 4.027 4.027 3.992 4.051
PP 3.951 3.951 3.951 3.962
S1 3.904 3.904 3.970 3.928
S2 3.828 3.828 3.958
S3 3.705 3.781 3.947
S4 3.582 3.658 3.913
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 3.997 3.780 0.217 5.5% 0.099 2.5% 93% True False 11,366
10 4.079 3.780 0.299 7.5% 0.096 2.4% 67% False False 9,995
20 4.215 3.780 0.435 10.9% 0.092 2.3% 46% False False 8,519
40 4.583 3.780 0.803 20.2% 0.091 2.3% 25% False False 7,237
60 4.744 3.780 0.964 24.2% 0.098 2.5% 21% False False 7,551
80 4.744 3.780 0.964 24.2% 0.096 2.4% 21% False False 7,811
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.015
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4.520
2.618 4.319
1.618 4.196
1.000 4.120
0.618 4.073
HIGH 3.997
0.618 3.950
0.500 3.936
0.382 3.921
LOW 3.874
0.618 3.798
1.000 3.751
1.618 3.675
2.618 3.552
4.250 3.351
Fisher Pivots for day following 08-Jul-2013
Pivot 1 day 3 day
R1 3.966 3.958
PP 3.951 3.934
S1 3.936 3.911

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

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