NYMEX Natural Gas Future January 2014

Trading Metrics calculated at close of trading on 03-Jul-2013

Day Change Summary
	Previous	Current
	02-Jul-2013	03-Jul-2013	Change	Change %	Previous Week
Open	3.901	3.970	0.069	1.8%	4.124
High	3.984	4.017	0.033	0.8%	4.156
Low	3.897	3.909	0.012	0.3%	3.878
Close	3.977	4.012	0.035	0.9%	3.899
Range	0.087	0.108	0.021	24.1%	0.278
ATR	0.094	0.095	0.001	1.1%	0.000
Volume	16,430	22,732	6,302	38.4%	100,013

Daily Pivots for day following 03-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	4.303	4.266	4.071
R3	4.195	4.158	4.042
R2	4.087	4.087	4.032
R1	4.050	4.050	4.022	4.069
PP	3.979	3.979	3.979	3.989
S1	3.942	3.942	4.002	3.961
S2	3.871	3.871	3.992
S3	3.763	3.834	3.982
S4	3.655	3.726	3.953

Weekly Pivots for week ending 28-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	4.812	4.633	4.052
R3	4.534	4.355	3.975
R2	4.256	4.256	3.950
R1	4.077	4.077	3.924	4.028
PP	3.978	3.978	3.978	3.953
S1	3.799	3.799	3.874	3.750
S2	3.700	3.700	3.848
S3	3.422	3.521	3.823
S4	3.144	3.243	3.746

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.085	3.866	0.219	5.5%	0.103	2.6%	67%	False	False	21,566
10	4.250	3.866	0.384	9.6%	0.097	2.4%	38%	False	False	18,558
20	4.310	3.866	0.444	11.1%	0.090	2.2%	33%	False	False	20,000
40	4.665	3.866	0.799	19.9%	0.091	2.3%	18%	False	False	18,176

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.018
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	4.476
2.618	4.300
1.618	4.192
1.000	4.125
0.618	4.084
HIGH	4.017
0.618	3.976
0.500	3.963
0.382	3.950
LOW	3.909
0.618	3.842
1.000	3.801
1.618	3.734
2.618	3.626
4.250	3.450

Fisher Pivots for day following 03-Jul-2013
Pivot	1 day	3 day
R1	3.996	3.989
PP	3.979	3.965
S1	3.963	3.942

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols