NYMEX Natural Gas Future December 2013


Trading Metrics calculated at close of trading on 06-Sep-2013
Day Change Summary
Previous Current
05-Sep-2013 06-Sep-2013 Change Change % Previous Week
Open 3.902 3.820 -0.082 -2.1% 3.877
High 3.946 3.850 -0.096 -2.4% 3.946
Low 3.823 3.768 -0.055 -1.4% 3.768
Close 3.830 3.781 -0.049 -1.3% 3.781
Range 0.123 0.082 -0.041 -33.3% 0.178
ATR 0.089 0.089 -0.001 -0.6% 0.000
Volume 33,093 35,678 2,585 7.8% 118,519
Daily Pivots for day following 06-Sep-2013
Classic Woodie Camarilla DeMark
R4 4.046 3.995 3.826
R3 3.964 3.913 3.804
R2 3.882 3.882 3.796
R1 3.831 3.831 3.789 3.816
PP 3.800 3.800 3.800 3.792
S1 3.749 3.749 3.773 3.734
S2 3.718 3.718 3.766
S3 3.636 3.667 3.758
S4 3.554 3.585 3.736
Weekly Pivots for week ending 06-Sep-2013
Classic Woodie Camarilla DeMark
R4 4.366 4.251 3.879
R3 4.188 4.073 3.830
R2 4.010 4.010 3.814
R1 3.895 3.895 3.797 3.864
PP 3.832 3.832 3.832 3.816
S1 3.717 3.717 3.765 3.686
S2 3.654 3.654 3.748
S3 3.476 3.539 3.732
S4 3.298 3.361 3.683
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.946 3.768 0.178 4.7% 0.084 2.2% 7% False True 28,444
10 3.946 3.768 0.178 4.7% 0.086 2.3% 7% False True 20,684
20 3.946 3.562 0.384 10.2% 0.083 2.2% 57% False False 20,561
40 4.061 3.469 0.592 15.7% 0.085 2.2% 53% False False 16,023
60 4.215 3.469 0.746 19.7% 0.089 2.4% 42% False False 13,618
80 4.583 3.469 1.114 29.5% 0.089 2.4% 28% False False 11,728
100 4.744 3.469 1.275 33.7% 0.093 2.4% 24% False False 10,820
120 4.744 3.469 1.275 33.7% 0.093 2.5% 24% False False 10,462
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 0.030
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.199
2.618 4.065
1.618 3.983
1.000 3.932
0.618 3.901
HIGH 3.850
0.618 3.819
0.500 3.809
0.382 3.799
LOW 3.768
0.618 3.717
1.000 3.686
1.618 3.635
2.618 3.553
4.250 3.420
Fisher Pivots for day following 06-Sep-2013
Pivot 1 day 3 day
R1 3.809 3.857
PP 3.800 3.832
S1 3.790 3.806

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

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