NYMEX Natural Gas Future June 2013


Trading Metrics calculated at close of trading on 01-May-2013
Day Change Summary
Previous Current
30-Apr-2013 01-May-2013 Change Change % Previous Week
Open 4.378 4.340 -0.038 -0.9% 4.418
High 4.397 4.444 0.047 1.1% 4.427
Low 4.322 4.310 -0.012 -0.3% 4.090
Close 4.343 4.326 -0.017 -0.4% 4.223
Range 0.075 0.134 0.059 78.7% 0.337
ATR 0.125 0.126 0.001 0.5% 0.000
Volume 133,909 165,590 31,681 23.7% 527,388
Daily Pivots for day following 01-May-2013
Classic Woodie Camarilla DeMark
R4 4.762 4.678 4.400
R3 4.628 4.544 4.363
R2 4.494 4.494 4.351
R1 4.410 4.410 4.338 4.385
PP 4.360 4.360 4.360 4.348
S1 4.276 4.276 4.314 4.251
S2 4.226 4.226 4.301
S3 4.092 4.142 4.289
S4 3.958 4.008 4.252
Weekly Pivots for week ending 26-Apr-2013
Classic Woodie Camarilla DeMark
R4 5.258 5.077 4.408
R3 4.921 4.740 4.316
R2 4.584 4.584 4.285
R1 4.403 4.403 4.254 4.325
PP 4.247 4.247 4.247 4.208
S1 4.066 4.066 4.192 3.988
S2 3.910 3.910 4.161
S3 3.573 3.729 4.130
S4 3.236 3.392 4.038
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.444 4.090 0.354 8.2% 0.131 3.0% 67% True False 145,714
10 4.457 4.090 0.367 8.5% 0.134 3.1% 64% False False 114,439
20 4.457 3.911 0.546 12.6% 0.133 3.1% 76% False False 93,907
40 4.457 3.562 0.895 20.7% 0.117 2.7% 85% False False 63,781
60 4.457 3.325 1.132 26.2% 0.108 2.5% 88% False False 47,999
80 4.457 3.275 1.182 27.3% 0.104 2.4% 89% False False 38,542
100 4.457 3.204 1.253 29.0% 0.102 2.4% 90% False False 31,986
120 4.457 3.204 1.253 29.0% 0.100 2.3% 90% False False 27,187
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.027
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.014
2.618 4.795
1.618 4.661
1.000 4.578
0.618 4.527
HIGH 4.444
0.618 4.393
0.500 4.377
0.382 4.361
LOW 4.310
0.618 4.227
1.000 4.176
1.618 4.093
2.618 3.959
4.250 3.741
Fisher Pivots for day following 01-May-2013
Pivot 1 day 3 day
R1 4.377 4.335
PP 4.360 4.332
S1 4.343 4.329

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

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