NYMEX Natural Gas Future December 2013


Trading Metrics calculated at close of trading on 17-Sep-2013
Day Change Summary
Previous Current
16-Sep-2013 17-Sep-2013 Change Change % Previous Week
Open 3.911 3.969 0.058 1.5% 3.781
High 3.968 3.993 0.025 0.6% 3.910
Low 3.847 3.942 0.095 2.5% 3.760
Close 3.958 3.970 0.012 0.3% 3.902
Range 0.121 0.051 -0.070 -57.9% 0.150
ATR 0.090 0.088 -0.003 -3.1% 0.000
Volume 21,338 24,344 3,006 14.1% 110,301
Daily Pivots for day following 17-Sep-2013
Classic Woodie Camarilla DeMark
R4 4.121 4.097 3.998
R3 4.070 4.046 3.984
R2 4.019 4.019 3.979
R1 3.995 3.995 3.975 4.007
PP 3.968 3.968 3.968 3.975
S1 3.944 3.944 3.965 3.956
S2 3.917 3.917 3.961
S3 3.866 3.893 3.956
S4 3.815 3.842 3.942
Weekly Pivots for week ending 13-Sep-2013
Classic Woodie Camarilla DeMark
R4 4.307 4.255 3.985
R3 4.157 4.105 3.943
R2 4.007 4.007 3.930
R1 3.955 3.955 3.916 3.981
PP 3.857 3.857 3.857 3.871
S1 3.805 3.805 3.888 3.831
S2 3.707 3.707 3.875
S3 3.557 3.655 3.861
S4 3.407 3.505 3.820
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.993 3.760 0.233 5.9% 0.090 2.3% 90% True False 23,510
10 3.993 3.760 0.233 5.9% 0.086 2.2% 90% True False 25,080
20 3.993 3.723 0.270 6.8% 0.084 2.1% 91% True False 20,780
40 4.017 3.469 0.548 13.8% 0.083 2.1% 91% False False 18,073
60 4.079 3.469 0.610 15.4% 0.089 2.2% 82% False False 15,418
80 4.583 3.469 1.114 28.1% 0.088 2.2% 45% False False 13,233
100 4.744 3.469 1.275 32.1% 0.092 2.3% 39% False False 11,936
120 4.744 3.469 1.275 32.1% 0.093 2.3% 39% False False 11,366
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.024
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 4.210
2.618 4.127
1.618 4.076
1.000 4.044
0.618 4.025
HIGH 3.993
0.618 3.974
0.500 3.968
0.382 3.961
LOW 3.942
0.618 3.910
1.000 3.891
1.618 3.859
2.618 3.808
4.250 3.725
Fisher Pivots for day following 17-Sep-2013
Pivot 1 day 3 day
R1 3.969 3.950
PP 3.968 3.930
S1 3.968 3.911

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

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