NYMEX Natural Gas Future May 2024


Trading Metrics calculated at close of trading on 15-Sep-2023
Day Change Summary
Previous Current
14-Sep-2023 15-Sep-2023 Change Change % Previous Week
Open 3.054 3.043 -0.011 -0.4% 3.034
High 3.096 3.056 -0.040 -1.3% 3.096
Low 3.036 2.984 -0.052 -1.7% 2.984
Close 3.045 2.996 -0.049 -1.6% 2.996
Range 0.060 0.072 0.012 20.0% 0.112
ATR 0.064 0.065 0.001 0.9% 0.000
Volume 7,372 4,608 -2,764 -37.5% 29,054
Daily Pivots for day following 15-Sep-2023
Classic Woodie Camarilla DeMark
R4 3.228 3.184 3.036
R3 3.156 3.112 3.016
R2 3.084 3.084 3.009
R1 3.040 3.040 3.003 3.026
PP 3.012 3.012 3.012 3.005
S1 2.968 2.968 2.989 2.954
S2 2.940 2.940 2.983
S3 2.868 2.896 2.976
S4 2.796 2.824 2.956
Weekly Pivots for week ending 15-Sep-2023
Classic Woodie Camarilla DeMark
R4 3.361 3.291 3.058
R3 3.249 3.179 3.027
R2 3.137 3.137 3.017
R1 3.067 3.067 3.006 3.046
PP 3.025 3.025 3.025 3.015
S1 2.955 2.955 2.986 2.934
S2 2.913 2.913 2.975
S3 2.801 2.843 2.965
S4 2.689 2.731 2.934
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.096 2.984 0.112 3.7% 0.059 2.0% 11% False True 5,810
10 3.160 2.984 0.176 5.9% 0.058 1.9% 7% False True 5,383
20 3.214 2.984 0.230 7.7% 0.065 2.2% 5% False True 5,031
40 3.274 2.984 0.290 9.7% 0.063 2.1% 4% False True 5,257
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.020
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 3.362
2.618 3.244
1.618 3.172
1.000 3.128
0.618 3.100
HIGH 3.056
0.618 3.028
0.500 3.020
0.382 3.012
LOW 2.984
0.618 2.940
1.000 2.912
1.618 2.868
2.618 2.796
4.250 2.678
Fisher Pivots for day following 15-Sep-2023
Pivot 1 day 3 day
R1 3.020 3.040
PP 3.012 3.025
S1 3.004 3.011

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

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