NYMEX Natural Gas Future May 2024


Trading Metrics calculated at close of trading on 12-Oct-2023
Day Change Summary
Previous Current
11-Oct-2023 12-Oct-2023 Change Change % Previous Week
Open 3.300 3.284 -0.016 -0.5% 3.011
High 3.323 3.321 -0.002 -0.1% 3.265
Low 3.197 3.250 0.053 1.7% 2.962
Close 3.288 3.289 0.001 0.0% 3.255
Range 0.126 0.071 -0.055 -43.7% 0.303
ATR 0.077 0.076 0.000 -0.5% 0.000
Volume 15,527 13,227 -2,300 -14.8% 77,405
Daily Pivots for day following 12-Oct-2023
Classic Woodie Camarilla DeMark
R4 3.500 3.465 3.328
R3 3.429 3.394 3.309
R2 3.358 3.358 3.302
R1 3.323 3.323 3.296 3.341
PP 3.287 3.287 3.287 3.295
S1 3.252 3.252 3.282 3.270
S2 3.216 3.216 3.276
S3 3.145 3.181 3.269
S4 3.074 3.110 3.250
Weekly Pivots for week ending 06-Oct-2023
Classic Woodie Camarilla DeMark
R4 4.070 3.965 3.422
R3 3.767 3.662 3.338
R2 3.464 3.464 3.311
R1 3.359 3.359 3.283 3.412
PP 3.161 3.161 3.161 3.187
S1 3.056 3.056 3.227 3.109
S2 2.858 2.858 3.199
S3 2.555 2.753 3.172
S4 2.252 2.450 3.088
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.326 3.172 0.154 4.7% 0.093 2.8% 76% False False 13,994
10 3.326 2.962 0.364 11.1% 0.088 2.7% 90% False False 13,826
20 3.326 2.948 0.378 11.5% 0.072 2.2% 90% False False 10,234
40 3.326 2.948 0.378 11.5% 0.068 2.1% 90% False False 7,578
60 3.326 2.948 0.378 11.5% 0.066 2.0% 90% False False 6,926
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.014
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 3.623
2.618 3.507
1.618 3.436
1.000 3.392
0.618 3.365
HIGH 3.321
0.618 3.294
0.500 3.286
0.382 3.277
LOW 3.250
0.618 3.206
1.000 3.179
1.618 3.135
2.618 3.064
4.250 2.948
Fisher Pivots for day following 12-Oct-2023
Pivot 1 day 3 day
R1 3.288 3.279
PP 3.287 3.270
S1 3.286 3.260

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

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