NYMEX Natural Gas Future May 2024


Trading Metrics calculated at close of trading on 21-Sep-2023
Day Change Summary
Previous Current
20-Sep-2023 21-Sep-2023 Change Change % Previous Week
Open 3.042 2.999 -0.043 -1.4% 3.034
High 3.054 3.019 -0.035 -1.1% 3.096
Low 2.992 2.970 -0.022 -0.7% 2.984
Close 2.998 2.978 -0.020 -0.7% 2.996
Range 0.062 0.049 -0.013 -21.0% 0.112
ATR 0.064 0.063 -0.001 -1.6% 0.000
Volume 9,573 9,867 294 3.1% 29,054
Daily Pivots for day following 21-Sep-2023
Classic Woodie Camarilla DeMark
R4 3.136 3.106 3.005
R3 3.087 3.057 2.991
R2 3.038 3.038 2.987
R1 3.008 3.008 2.982 2.999
PP 2.989 2.989 2.989 2.984
S1 2.959 2.959 2.974 2.950
S2 2.940 2.940 2.969
S3 2.891 2.910 2.965
S4 2.842 2.861 2.951
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 3.076 2.970 0.106 3.6% 0.060 2.0% 8% False True 7,285
10 3.096 2.970 0.126 4.2% 0.057 1.9% 6% False True 6,494
20 3.196 2.970 0.226 7.6% 0.066 2.2% 4% False True 5,706
40 3.274 2.970 0.304 10.2% 0.064 2.1% 3% False True 5,688
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 0.017
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.227
2.618 3.147
1.618 3.098
1.000 3.068
0.618 3.049
HIGH 3.019
0.618 3.000
0.500 2.995
0.382 2.989
LOW 2.970
0.618 2.940
1.000 2.921
1.618 2.891
2.618 2.842
4.250 2.762
Fisher Pivots for day following 21-Sep-2023
Pivot 1 day 3 day
R1 2.995 3.023
PP 2.989 3.008
S1 2.984 2.993

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

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