NYMEX Natural Gas Future December 2013


Trading Metrics calculated at close of trading on 17-Jul-2013
Day Change Summary
Previous Current
16-Jul-2013 17-Jul-2013 Change Change % Previous Week
Open 3.911 3.895 -0.016 -0.4% 3.880
High 3.960 3.925 -0.035 -0.9% 4.036
Low 3.859 3.864 0.005 0.1% 3.833
Close 3.927 3.883 -0.044 -1.1% 3.905
Range 0.101 0.061 -0.040 -39.6% 0.203
ATR 0.101 0.099 -0.003 -2.7% 0.000
Volume 12,014 9,354 -2,660 -22.1% 41,883
Daily Pivots for day following 17-Jul-2013
Classic Woodie Camarilla DeMark
R4 4.074 4.039 3.917
R3 4.013 3.978 3.900
R2 3.952 3.952 3.894
R1 3.917 3.917 3.889 3.904
PP 3.891 3.891 3.891 3.884
S1 3.856 3.856 3.877 3.843
S2 3.830 3.830 3.872
S3 3.769 3.795 3.866
S4 3.708 3.734 3.849
Weekly Pivots for week ending 12-Jul-2013
Classic Woodie Camarilla DeMark
R4 4.534 4.422 4.017
R3 4.331 4.219 3.961
R2 4.128 4.128 3.942
R1 4.016 4.016 3.924 4.072
PP 3.925 3.925 3.925 3.953
S1 3.813 3.813 3.886 3.869
S2 3.722 3.722 3.868
S3 3.519 3.610 3.849
S4 3.316 3.407 3.793
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.960 3.806 0.154 4.0% 0.096 2.5% 50% False False 8,858
10 4.036 3.806 0.230 5.9% 0.106 2.7% 33% False False 9,770
20 4.215 3.780 0.435 11.2% 0.097 2.5% 24% False False 9,006
40 4.583 3.780 0.803 20.7% 0.092 2.4% 13% False False 7,760
60 4.744 3.780 0.964 24.8% 0.097 2.5% 11% False False 7,445
80 4.744 3.780 0.964 24.8% 0.098 2.5% 11% False False 7,671
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.021
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 4.184
2.618 4.085
1.618 4.024
1.000 3.986
0.618 3.963
HIGH 3.925
0.618 3.902
0.500 3.895
0.382 3.887
LOW 3.864
0.618 3.826
1.000 3.803
1.618 3.765
2.618 3.704
4.250 3.605
Fisher Pivots for day following 17-Jul-2013
Pivot 1 day 3 day
R1 3.895 3.883
PP 3.891 3.883
S1 3.887 3.883

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

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