NYMEX Natural Gas Future August 2013


Trading Metrics calculated at close of trading on 24-Jan-2013
Day Change Summary
Previous Current
23-Jan-2013 24-Jan-2013 Change Change % Previous Week
Open 3.774 3.781 0.007 0.2% 3.604
High 3.781 3.789 0.008 0.2% 3.757
Low 3.720 3.669 -0.051 -1.4% 3.563
Close 3.762 3.678 -0.084 -2.2% 3.756
Range 0.061 0.120 0.059 96.7% 0.194
ATR 0.087 0.090 0.002 2.7% 0.000
Volume 6,312 4,387 -1,925 -30.5% 26,758
Daily Pivots for day following 24-Jan-2013
Classic Woodie Camarilla DeMark
R4 4.072 3.995 3.744
R3 3.952 3.875 3.711
R2 3.832 3.832 3.700
R1 3.755 3.755 3.689 3.734
PP 3.712 3.712 3.712 3.701
S1 3.635 3.635 3.667 3.614
S2 3.592 3.592 3.656
S3 3.472 3.515 3.645
S4 3.352 3.395 3.612
Weekly Pivots for week ending 18-Jan-2013
Classic Woodie Camarilla DeMark
R4 4.274 4.209 3.863
R3 4.080 4.015 3.809
R2 3.886 3.886 3.792
R1 3.821 3.821 3.774 3.854
PP 3.692 3.692 3.692 3.708
S1 3.627 3.627 3.738 3.660
S2 3.498 3.498 3.720
S3 3.304 3.433 3.703
S4 3.110 3.239 3.649
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.829 3.606 0.223 6.1% 0.097 2.6% 32% False False 4,701
10 3.829 3.400 0.429 11.7% 0.088 2.4% 65% False False 5,050
20 3.829 3.365 0.464 12.6% 0.081 2.2% 67% False False 3,815
40 4.000 3.365 0.635 17.3% 0.076 2.1% 49% False False 2,909
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 0.019
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.299
2.618 4.103
1.618 3.983
1.000 3.909
0.618 3.863
HIGH 3.789
0.618 3.743
0.500 3.729
0.382 3.715
LOW 3.669
0.618 3.595
1.000 3.549
1.618 3.475
2.618 3.355
4.250 3.159
Fisher Pivots for day following 24-Jan-2013
Pivot 1 day 3 day
R1 3.729 3.749
PP 3.712 3.725
S1 3.695 3.702

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

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