NYMEX Natural Gas Future March 2014


Trading Metrics calculated at close of trading on 20-Aug-2013
Day Change Summary
Previous Current
19-Aug-2013 20-Aug-2013 Change Change % Previous Week
Open 3.800 3.857 0.057 1.5% 3.663
High 3.865 3.869 0.004 0.1% 3.797
Low 3.789 3.822 0.033 0.9% 3.663
Close 3.843 3.839 -0.004 -0.1% 3.756
Range 0.076 0.047 -0.029 -38.2% 0.134
ATR 0.082 0.079 -0.002 -3.0% 0.000
Volume 5,058 7,413 2,355 46.6% 49,312
Daily Pivots for day following 20-Aug-2013
Classic Woodie Camarilla DeMark
R4 3.984 3.959 3.865
R3 3.937 3.912 3.852
R2 3.890 3.890 3.848
R1 3.865 3.865 3.843 3.854
PP 3.843 3.843 3.843 3.838
S1 3.818 3.818 3.835 3.807
S2 3.796 3.796 3.830
S3 3.749 3.771 3.826
S4 3.702 3.724 3.813
Weekly Pivots for week ending 16-Aug-2013
Classic Woodie Camarilla DeMark
R4 4.141 4.082 3.830
R3 4.007 3.948 3.793
R2 3.873 3.873 3.781
R1 3.814 3.814 3.768 3.844
PP 3.739 3.739 3.739 3.753
S1 3.680 3.680 3.744 3.710
S2 3.605 3.605 3.731
S3 3.471 3.546 3.719
S4 3.337 3.412 3.682
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.869 3.685 0.184 4.8% 0.068 1.8% 84% True False 8,121
10 3.869 3.540 0.329 8.6% 0.079 2.0% 91% True False 9,135
20 4.050 3.540 0.510 13.3% 0.071 1.8% 59% False False 7,944
40 4.085 3.540 0.545 14.2% 0.076 2.0% 55% False False 8,130
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 0.018
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.069
2.618 3.992
1.618 3.945
1.000 3.916
0.618 3.898
HIGH 3.869
0.618 3.851
0.500 3.846
0.382 3.840
LOW 3.822
0.618 3.793
1.000 3.775
1.618 3.746
2.618 3.699
4.250 3.622
Fisher Pivots for day following 20-Aug-2013
Pivot 1 day 3 day
R1 3.846 3.829
PP 3.843 3.819
S1 3.841 3.810

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

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