NYMEX Natural Gas Future June 2013


Trading Metrics calculated at close of trading on 20-Mar-2013
Day Change Summary
Previous Current
19-Mar-2013 20-Mar-2013 Change Change % Previous Week
Open 3.953 4.021 0.068 1.7% 3.724
High 4.035 4.034 -0.001 0.0% 3.991
Low 3.945 3.950 0.005 0.1% 3.681
Close 4.031 4.020 -0.011 -0.3% 3.952
Range 0.090 0.084 -0.006 -6.7% 0.310
ATR 0.093 0.093 -0.001 -0.7% 0.000
Volume 32,517 33,049 532 1.6% 149,141
Daily Pivots for day following 20-Mar-2013
Classic Woodie Camarilla DeMark
R4 4.253 4.221 4.066
R3 4.169 4.137 4.043
R2 4.085 4.085 4.035
R1 4.053 4.053 4.028 4.027
PP 4.001 4.001 4.001 3.989
S1 3.969 3.969 4.012 3.943
S2 3.917 3.917 4.005
S3 3.833 3.885 3.997
S4 3.749 3.801 3.974
Weekly Pivots for week ending 15-Mar-2013
Classic Woodie Camarilla DeMark
R4 4.805 4.688 4.123
R3 4.495 4.378 4.037
R2 4.185 4.185 4.009
R1 4.068 4.068 3.980 4.127
PP 3.875 3.875 3.875 3.904
S1 3.758 3.758 3.924 3.817
S2 3.565 3.565 3.895
S3 3.255 3.448 3.867
S4 2.945 3.138 3.782
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.043 3.757 0.286 7.1% 0.104 2.6% 92% False False 37,112
10 4.043 3.562 0.481 12.0% 0.089 2.2% 95% False False 32,783
20 4.043 3.394 0.649 16.1% 0.090 2.2% 96% False False 25,766
40 4.043 3.325 0.718 17.9% 0.091 2.3% 97% False False 19,795
60 4.043 3.204 0.839 20.9% 0.092 2.3% 97% False False 15,731
80 4.043 3.204 0.839 20.9% 0.092 2.3% 97% False False 13,032
100 4.043 3.204 0.839 20.9% 0.091 2.3% 97% False False 10,936
120 4.043 3.204 0.839 20.9% 0.088 2.2% 97% False False 9,598
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.015
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.391
2.618 4.254
1.618 4.170
1.000 4.118
0.618 4.086
HIGH 4.034
0.618 4.002
0.500 3.992
0.382 3.982
LOW 3.950
0.618 3.898
1.000 3.866
1.618 3.814
2.618 3.730
4.250 3.593
Fisher Pivots for day following 20-Mar-2013
Pivot 1 day 3 day
R1 4.011 4.009
PP 4.001 3.998
S1 3.992 3.988

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

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