NYMEX Natural Gas Future August 2024


Trading Metrics calculated at close of trading on 05-Jun-2024
Day Change Summary
Previous Current
04-Jun-2024 05-Jun-2024 Change Change % Previous Week
Open 2.814 2.694 -0.120 -4.3% 2.807
High 2.874 2.854 -0.020 -0.7% 2.900
Low 2.656 2.681 0.025 0.9% 2.605
Close 2.670 2.828 0.158 5.9% 2.662
Range 0.218 0.173 -0.045 -20.6% 0.295
ATR 0.135 0.139 0.003 2.6% 0.000
Volume 87,217 76,264 -10,953 -12.6% 239,639
Daily Pivots for day following 05-Jun-2024
Classic Woodie Camarilla DeMark
R4 3.307 3.240 2.923
R3 3.134 3.067 2.876
R2 2.961 2.961 2.860
R1 2.894 2.894 2.844 2.928
PP 2.788 2.788 2.788 2.804
S1 2.721 2.721 2.812 2.755
S2 2.615 2.615 2.796
S3 2.442 2.548 2.780
S4 2.269 2.375 2.733
Weekly Pivots for week ending 31-May-2024
Classic Woodie Camarilla DeMark
R4 3.607 3.430 2.824
R3 3.312 3.135 2.743
R2 3.017 3.017 2.716
R1 2.840 2.840 2.689 2.781
PP 2.722 2.722 2.722 2.693
S1 2.545 2.545 2.635 2.486
S2 2.427 2.427 2.608
S3 2.132 2.250 2.581
S4 1.837 1.955 2.500
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.874 2.605 0.269 9.5% 0.149 5.3% 83% False False 79,547
10 3.201 2.605 0.596 21.1% 0.176 6.2% 37% False False 69,610
20 3.201 2.524 0.677 23.9% 0.142 5.0% 45% False False 59,971
40 3.201 2.360 0.841 29.7% 0.112 3.9% 56% False False 44,658
60 3.201 2.360 0.841 29.7% 0.098 3.5% 56% False False 36,461
80 3.201 2.207 0.994 35.1% 0.098 3.5% 62% False False 31,741
100 3.201 2.207 0.994 35.1% 0.095 3.4% 62% False False 27,823
120 3.201 2.207 0.994 35.1% 0.097 3.4% 62% False False 24,571
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.036
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.589
2.618 3.307
1.618 3.134
1.000 3.027
0.618 2.961
HIGH 2.854
0.618 2.788
0.500 2.768
0.382 2.747
LOW 2.681
0.618 2.574
1.000 2.508
1.618 2.401
2.618 2.228
4.250 1.946
Fisher Pivots for day following 05-Jun-2024
Pivot 1 day 3 day
R1 2.808 2.807
PP 2.788 2.786
S1 2.768 2.765

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

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