NYMEX Natural Gas Future October 2013


Trading Metrics calculated at close of trading on 21-Jun-2013
Day Change Summary
Previous Current
20-Jun-2013 21-Jun-2013 Change Change % Previous Week
Open 3.986 3.896 -0.090 -2.3% 3.767
High 3.986 3.932 -0.054 -1.4% 4.004
Low 3.872 3.799 -0.073 -1.9% 3.767
Close 3.908 3.804 -0.104 -2.7% 3.804
Range 0.114 0.133 0.019 16.7% 0.237
ATR 0.103 0.105 0.002 2.1% 0.000
Volume 16,616 19,114 2,498 15.0% 110,478
Daily Pivots for day following 21-Jun-2013
Classic Woodie Camarilla DeMark
R4 4.244 4.157 3.877
R3 4.111 4.024 3.841
R2 3.978 3.978 3.828
R1 3.891 3.891 3.816 3.868
PP 3.845 3.845 3.845 3.834
S1 3.758 3.758 3.792 3.735
S2 3.712 3.712 3.780
S3 3.579 3.625 3.767
S4 3.446 3.492 3.731
Weekly Pivots for week ending 21-Jun-2013
Classic Woodie Camarilla DeMark
R4 4.569 4.424 3.934
R3 4.332 4.187 3.869
R2 4.095 4.095 3.847
R1 3.950 3.950 3.826 4.023
PP 3.858 3.858 3.858 3.895
S1 3.713 3.713 3.782 3.786
S2 3.621 3.621 3.761
S3 3.384 3.476 3.739
S4 3.147 3.239 3.674
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.004 3.767 0.237 6.2% 0.110 2.9% 16% False False 22,095
10 4.004 3.748 0.256 6.7% 0.102 2.7% 22% False False 25,853
20 4.373 3.748 0.625 16.4% 0.101 2.6% 9% False False 24,638
40 4.525 3.748 0.777 20.4% 0.108 2.8% 7% False False 24,979
60 4.525 3.748 0.777 20.4% 0.110 2.9% 7% False False 27,350
80 4.525 3.625 0.900 23.7% 0.104 2.7% 20% False False 29,629
100 4.525 3.440 1.085 28.5% 0.100 2.6% 34% False False 27,932
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.019
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.497
2.618 4.280
1.618 4.147
1.000 4.065
0.618 4.014
HIGH 3.932
0.618 3.881
0.500 3.866
0.382 3.850
LOW 3.799
0.618 3.717
1.000 3.666
1.618 3.584
2.618 3.451
4.250 3.234
Fisher Pivots for day following 21-Jun-2013
Pivot 1 day 3 day
R1 3.866 3.902
PP 3.845 3.869
S1 3.825 3.837

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

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