NYMEX Natural Gas Future December 2013


Trading Metrics calculated at close of trading on 30-Jul-2013
Day Change Summary
Previous Current
29-Jul-2013 30-Jul-2013 Change Change % Previous Week
Open 3.800 3.763 -0.037 -1.0% 3.968
High 3.800 3.779 -0.021 -0.6% 4.017
Low 3.705 3.717 0.012 0.3% 3.819
Close 3.759 3.733 -0.026 -0.7% 3.829
Range 0.095 0.062 -0.033 -34.7% 0.198
ATR 0.101 0.098 -0.003 -2.8% 0.000
Volume 8,165 17,407 9,242 113.2% 41,969
Daily Pivots for day following 30-Jul-2013
Classic Woodie Camarilla DeMark
R4 3.929 3.893 3.767
R3 3.867 3.831 3.750
R2 3.805 3.805 3.744
R1 3.769 3.769 3.739 3.756
PP 3.743 3.743 3.743 3.737
S1 3.707 3.707 3.727 3.694
S2 3.681 3.681 3.722
S3 3.619 3.645 3.716
S4 3.557 3.583 3.699
Weekly Pivots for week ending 26-Jul-2013
Classic Woodie Camarilla DeMark
R4 4.482 4.354 3.938
R3 4.284 4.156 3.883
R2 4.086 4.086 3.865
R1 3.958 3.958 3.847 3.923
PP 3.888 3.888 3.888 3.871
S1 3.760 3.760 3.811 3.725
S2 3.690 3.690 3.793
S3 3.492 3.562 3.775
S4 3.294 3.364 3.720
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.017 3.705 0.312 8.4% 0.083 2.2% 9% False False 9,214
10 4.061 3.705 0.356 9.5% 0.090 2.4% 8% False False 10,336
20 4.061 3.705 0.356 9.5% 0.099 2.6% 8% False False 10,003
40 4.264 3.705 0.559 15.0% 0.091 2.4% 5% False False 8,909
60 4.583 3.705 0.878 23.5% 0.092 2.5% 3% False False 7,808
80 4.744 3.705 1.039 27.8% 0.098 2.6% 3% False False 8,093
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.016
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 4.043
2.618 3.941
1.618 3.879
1.000 3.841
0.618 3.817
HIGH 3.779
0.618 3.755
0.500 3.748
0.382 3.741
LOW 3.717
0.618 3.679
1.000 3.655
1.618 3.617
2.618 3.555
4.250 3.454
Fisher Pivots for day following 30-Jul-2013
Pivot 1 day 3 day
R1 3.748 3.804
PP 3.743 3.780
S1 3.738 3.757

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

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