NYMEX Natural Gas Future September 2013


Trading Metrics calculated at close of trading on 26-Jul-2013
Day Change Summary
Previous Current
25-Jul-2013 26-Jul-2013 Change Change % Previous Week
Open 3.705 3.652 -0.053 -1.4% 3.764
High 3.757 3.656 -0.101 -2.7% 3.784
Low 3.641 3.552 -0.089 -2.4% 3.552
Close 3.647 3.563 -0.084 -2.3% 3.563
Range 0.116 0.104 -0.012 -10.3% 0.232
ATR 0.115 0.115 -0.001 -0.7% 0.000
Volume 92,415 109,848 17,433 18.9% 406,827
Daily Pivots for day following 26-Jul-2013
Classic Woodie Camarilla DeMark
R4 3.902 3.837 3.620
R3 3.798 3.733 3.592
R2 3.694 3.694 3.582
R1 3.629 3.629 3.573 3.610
PP 3.590 3.590 3.590 3.581
S1 3.525 3.525 3.553 3.506
S2 3.486 3.486 3.544
S3 3.382 3.421 3.534
S4 3.278 3.317 3.506
Weekly Pivots for week ending 26-Jul-2013
Classic Woodie Camarilla DeMark
R4 4.329 4.178 3.691
R3 4.097 3.946 3.627
R2 3.865 3.865 3.606
R1 3.714 3.714 3.584 3.674
PP 3.633 3.633 3.633 3.613
S1 3.482 3.482 3.542 3.442
S2 3.401 3.401 3.520
S3 3.169 3.250 3.499
S4 2.937 3.018 3.435
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.784 3.552 0.232 6.5% 0.107 3.0% 5% False True 81,365
10 3.833 3.545 0.288 8.1% 0.115 3.2% 6% False False 70,748
20 3.833 3.522 0.311 8.7% 0.114 3.2% 13% False False 54,440
40 4.075 3.522 0.553 15.5% 0.108 3.0% 7% False False 46,173
60 4.425 3.522 0.903 25.3% 0.112 3.1% 5% False False 36,734
80 4.517 3.522 0.995 27.9% 0.113 3.2% 4% False False 31,368
100 4.517 3.522 0.995 27.9% 0.108 3.0% 4% False False 27,262
120 4.517 3.420 1.097 30.8% 0.103 2.9% 13% False False 23,755
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
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 0.023
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.098
2.618 3.928
1.618 3.824
1.000 3.760
0.618 3.720
HIGH 3.656
0.618 3.616
0.500 3.604
0.382 3.592
LOW 3.552
0.618 3.488
1.000 3.448
1.618 3.384
2.618 3.280
4.250 3.110
Fisher Pivots for day following 26-Jul-2013
Pivot 1 day 3 day
R1 3.604 3.668
PP 3.590 3.633
S1 3.577 3.598

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

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