NYMEX Natural Gas Future December 2013


Trading Metrics calculated at close of trading on 27-Sep-2013
Day Change Summary
Previous Current
26-Sep-2013 27-Sep-2013 Change Change % Previous Week
Open 3.734 3.766 0.032 0.9% 3.923
High 3.770 3.784 0.014 0.4% 3.923
Low 3.629 3.705 0.076 2.1% 3.629
Close 3.751 3.769 0.018 0.5% 3.769
Range 0.141 0.079 -0.062 -44.0% 0.294
ATR 0.092 0.091 -0.001 -1.0% 0.000
Volume 25,340 53,416 28,076 110.8% 144,434
Daily Pivots for day following 27-Sep-2013
Classic Woodie Camarilla DeMark
R4 3.990 3.958 3.812
R3 3.911 3.879 3.791
R2 3.832 3.832 3.783
R1 3.800 3.800 3.776 3.816
PP 3.753 3.753 3.753 3.761
S1 3.721 3.721 3.762 3.737
S2 3.674 3.674 3.755
S3 3.595 3.642 3.747
S4 3.516 3.563 3.726
Weekly Pivots for week ending 27-Sep-2013
Classic Woodie Camarilla DeMark
R4 4.656 4.506 3.931
R3 4.362 4.212 3.850
R2 4.068 4.068 3.823
R1 3.918 3.918 3.796 3.846
PP 3.774 3.774 3.774 3.738
S1 3.624 3.624 3.742 3.552
S2 3.480 3.480 3.715
S3 3.186 3.330 3.688
S4 2.892 3.036 3.607
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.923 3.629 0.294 7.8% 0.097 2.6% 48% False False 28,886
10 4.041 3.629 0.412 10.9% 0.091 2.4% 34% False False 28,157
20 4.041 3.629 0.412 10.9% 0.088 2.3% 34% False False 26,704
40 4.041 3.469 0.572 15.2% 0.085 2.3% 52% False False 21,946
60 4.061 3.469 0.592 15.7% 0.089 2.4% 51% False False 17,917
80 4.227 3.469 0.758 20.1% 0.089 2.4% 40% False False 15,584
100 4.583 3.469 1.114 29.6% 0.089 2.4% 27% False False 13,622
120 4.744 3.469 1.275 33.8% 0.093 2.5% 24% False False 12,748
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 0.025
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.120
2.618 3.991
1.618 3.912
1.000 3.863
0.618 3.833
HIGH 3.784
0.618 3.754
0.500 3.745
0.382 3.735
LOW 3.705
0.618 3.656
1.000 3.626
1.618 3.577
2.618 3.498
4.250 3.369
Fisher Pivots for day following 27-Sep-2013
Pivot 1 day 3 day
R1 3.761 3.748
PP 3.753 3.727
S1 3.745 3.707

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

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