NYMEX Natural Gas Future October 2013


Trading Metrics calculated at close of trading on 20-Sep-2013
Day Change Summary
Previous Current
19-Sep-2013 20-Sep-2013 Change Change % Previous Week
Open 3.729 3.712 -0.017 -0.5% 3.687
High 3.820 3.715 -0.105 -2.7% 3.820
Low 3.680 3.656 -0.024 -0.7% 3.625
Close 3.720 3.687 -0.033 -0.9% 3.687
Range 0.140 0.059 -0.081 -57.9% 0.195
ATR 0.100 0.098 -0.003 -2.6% 0.000
Volume 177,567 74,701 -102,866 -57.9% 583,462
Daily Pivots for day following 20-Sep-2013
Classic Woodie Camarilla DeMark
R4 3.863 3.834 3.719
R3 3.804 3.775 3.703
R2 3.745 3.745 3.698
R1 3.716 3.716 3.692 3.701
PP 3.686 3.686 3.686 3.679
S1 3.657 3.657 3.682 3.642
S2 3.627 3.627 3.676
S3 3.568 3.598 3.671
S4 3.509 3.539 3.655
Weekly Pivots for week ending 20-Sep-2013
Classic Woodie Camarilla DeMark
R4 4.296 4.186 3.794
R3 4.101 3.991 3.741
R2 3.906 3.906 3.723
R1 3.796 3.796 3.705 3.785
PP 3.711 3.711 3.711 3.705
S1 3.601 3.601 3.669 3.590
S2 3.516 3.516 3.651
S3 3.321 3.406 3.633
S4 3.126 3.211 3.580
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.820 3.625 0.195 5.3% 0.092 2.5% 32% False False 116,692
10 3.820 3.525 0.295 8.0% 0.095 2.6% 55% False False 116,678
20 3.820 3.483 0.337 9.1% 0.097 2.6% 61% False False 111,416
40 3.820 3.154 0.666 18.1% 0.095 2.6% 80% False False 88,203
60 3.844 3.154 0.690 18.7% 0.102 2.8% 77% False False 68,654
80 4.204 3.154 1.050 28.5% 0.100 2.7% 51% False False 57,687
100 4.525 3.154 1.371 37.2% 0.103 2.8% 39% False False 51,191
120 4.525 3.154 1.371 37.2% 0.106 2.9% 39% False False 47,732
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 0.026
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3.966
2.618 3.869
1.618 3.810
1.000 3.774
0.618 3.751
HIGH 3.715
0.618 3.692
0.500 3.686
0.382 3.679
LOW 3.656
0.618 3.620
1.000 3.597
1.618 3.561
2.618 3.502
4.250 3.405
Fisher Pivots for day following 20-Sep-2013
Pivot 1 day 3 day
R1 3.687 3.738
PP 3.686 3.721
S1 3.686 3.704

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

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