NYMEX Natural Gas Future September 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 2.785 2.683 -0.102 -3.7% 2.771
High 2.836 2.838 0.002 0.1% 2.865
Low 2.638 2.665 0.027 1.0% 2.596
Close 2.654 2.812 0.158 6.0% 2.651
Range 0.198 0.173 -0.025 -12.6% 0.269
ATR 0.126 0.130 0.004 3.3% 0.000
Volume 62,700 58,089 -4,611 -7.4% 174,056
Daily Pivots for day following 05-Jun-2024
Classic Woodie Camarilla DeMark
R4 3.291 3.224 2.907
R3 3.118 3.051 2.860
R2 2.945 2.945 2.844
R1 2.878 2.878 2.828 2.912
PP 2.772 2.772 2.772 2.788
S1 2.705 2.705 2.796 2.739
S2 2.599 2.599 2.780
S3 2.426 2.532 2.764
S4 2.253 2.359 2.717
Weekly Pivots for week ending 31-May-2024
Classic Woodie Camarilla DeMark
R4 3.511 3.350 2.799
R3 3.242 3.081 2.725
R2 2.973 2.973 2.700
R1 2.812 2.812 2.676 2.758
PP 2.704 2.704 2.704 2.677
S1 2.543 2.543 2.626 2.489
S2 2.435 2.435 2.602
S3 2.166 2.274 2.577
S4 1.897 2.005 2.503
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.838 2.596 0.242 8.6% 0.140 5.0% 89% True False 58,743
10 3.140 2.596 0.544 19.3% 0.165 5.9% 40% False False 54,143
20 3.140 2.513 0.627 22.3% 0.132 4.7% 48% False False 52,539
40 3.140 2.354 0.786 28.0% 0.106 3.8% 58% False False 40,370
60 3.140 2.354 0.786 28.0% 0.093 3.3% 58% False False 33,970
80 3.140 2.198 0.942 33.5% 0.094 3.3% 65% False False 31,028
100 3.140 2.198 0.942 33.5% 0.092 3.3% 65% False False 27,889
120 3.140 2.198 0.942 33.5% 0.094 3.3% 65% False False 24,744
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 0.032
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.573
2.618 3.291
1.618 3.118
1.000 3.011
0.618 2.945
HIGH 2.838
0.618 2.772
0.500 2.752
0.382 2.731
LOW 2.665
0.618 2.558
1.000 2.492
1.618 2.385
2.618 2.212
4.250 1.930
Fisher Pivots for day following 05-Jun-2024
Pivot 1 day 3 day
R1 2.792 2.787
PP 2.772 2.763
S1 2.752 2.738

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

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