NYMEX Natural Gas Future July 2024


Trading Metrics calculated at close of trading on 11-Jun-2024
Day Change Summary
Previous Current
10-Jun-2024 11-Jun-2024 Change Change % Previous Week
Open 2.980 2.985 0.005 0.2% 2.645
High 3.096 3.159 0.063 2.0% 2.967
Low 2.862 2.966 0.104 3.6% 2.573
Close 2.906 3.129 0.223 7.7% 2.918
Range 0.234 0.193 -0.041 -17.5% 0.394
ATR 0.159 0.166 0.007 4.2% 0.000
Volume 269,719 227,818 -41,901 -15.5% 1,060,626
Daily Pivots for day following 11-Jun-2024
Classic Woodie Camarilla DeMark
R4 3.664 3.589 3.235
R3 3.471 3.396 3.182
R2 3.278 3.278 3.164
R1 3.203 3.203 3.147 3.241
PP 3.085 3.085 3.085 3.103
S1 3.010 3.010 3.111 3.048
S2 2.892 2.892 3.094
S3 2.699 2.817 3.076
S4 2.506 2.624 3.023
Weekly Pivots for week ending 07-Jun-2024
Classic Woodie Camarilla DeMark
R4 4.001 3.854 3.135
R3 3.607 3.460 3.026
R2 3.213 3.213 2.990
R1 3.066 3.066 2.954 3.140
PP 2.819 2.819 2.819 2.856
S1 2.672 2.672 2.882 2.746
S2 2.425 2.425 2.846
S3 2.031 2.278 2.810
S4 1.637 1.884 2.701
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.159 2.605 0.554 17.7% 0.188 6.0% 95% True False 220,509
10 3.159 2.518 0.641 20.5% 0.178 5.7% 95% True False 201,874
20 3.161 2.518 0.643 20.5% 0.169 5.4% 95% False False 187,251
40 3.161 2.246 0.915 29.2% 0.132 4.2% 97% False False 134,941
60 3.161 2.246 0.915 29.2% 0.112 3.6% 97% False False 108,393
80 3.161 2.131 1.030 32.9% 0.109 3.5% 97% False False 91,586
100 3.161 2.128 1.033 33.0% 0.104 3.3% 97% False False 78,590
120 3.161 2.128 1.033 33.0% 0.104 3.3% 97% False False 68,587
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 0.037
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.979
2.618 3.664
1.618 3.471
1.000 3.352
0.618 3.278
HIGH 3.159
0.618 3.085
0.500 3.063
0.382 3.040
LOW 2.966
0.618 2.847
1.000 2.773
1.618 2.654
2.618 2.461
4.250 2.146
Fisher Pivots for day following 11-Jun-2024
Pivot 1 day 3 day
R1 3.107 3.078
PP 3.085 3.026
S1 3.063 2.975

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

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