NYMEX Natural Gas Future August 2013


Trading Metrics calculated at close of trading on 04-Jun-2013
Day Change Summary
Previous Current
03-Jun-2013 04-Jun-2013 Change Change % Previous Week
Open 3.980 4.000 0.020 0.5% 4.282
High 4.056 4.049 -0.007 -0.2% 4.377
Low 3.971 3.983 0.012 0.3% 4.001
Close 4.009 4.015 0.006 0.1% 4.003
Range 0.085 0.066 -0.019 -22.4% 0.376
ATR 0.119 0.115 -0.004 -3.2% 0.000
Volume 25,585 25,879 294 1.1% 99,510
Daily Pivots for day following 04-Jun-2013
Classic Woodie Camarilla DeMark
R4 4.214 4.180 4.051
R3 4.148 4.114 4.033
R2 4.082 4.082 4.027
R1 4.048 4.048 4.021 4.065
PP 4.016 4.016 4.016 4.024
S1 3.982 3.982 4.009 3.999
S2 3.950 3.950 4.003
S3 3.884 3.916 3.997
S4 3.818 3.850 3.979
Weekly Pivots for week ending 31-May-2013
Classic Woodie Camarilla DeMark
R4 5.255 5.005 4.210
R3 4.879 4.629 4.106
R2 4.503 4.503 4.072
R1 4.253 4.253 4.037 4.190
PP 4.127 4.127 4.127 4.096
S1 3.877 3.877 3.969 3.814
S2 3.751 3.751 3.934
S3 3.375 3.501 3.900
S4 2.999 3.125 3.796
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.249 3.971 0.278 6.9% 0.103 2.6% 16% False False 26,399
10 4.377 3.971 0.406 10.1% 0.108 2.7% 11% False False 24,427
20 4.377 3.956 0.421 10.5% 0.111 2.8% 14% False False 24,828
40 4.525 3.956 0.569 14.2% 0.120 3.0% 10% False False 21,793
60 4.525 3.756 0.769 19.2% 0.113 2.8% 34% False False 19,525
80 4.525 3.404 1.121 27.9% 0.105 2.6% 55% False False 16,635
100 4.525 3.400 1.125 28.0% 0.102 2.5% 55% False False 14,369
120 4.525 3.365 1.160 28.9% 0.096 2.4% 56% False False 12,386
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.029
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 4.330
2.618 4.222
1.618 4.156
1.000 4.115
0.618 4.090
HIGH 4.049
0.618 4.024
0.500 4.016
0.382 4.008
LOW 3.983
0.618 3.942
1.000 3.917
1.618 3.876
2.618 3.810
4.250 3.703
Fisher Pivots for day following 04-Jun-2013
Pivot 1 day 3 day
R1 4.016 4.027
PP 4.016 4.023
S1 4.015 4.019

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

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