NYMEX Natural Gas Future September 2024


Trading Metrics calculated at close of trading on 24-Jun-2024
Day Change Summary
Previous Current
21-Jun-2024 24-Jun-2024 Change Change % Previous Week
Open 2.824 2.787 -0.037 -1.3% 2.911
High 2.865 2.931 0.066 2.3% 3.000
Low 2.779 2.753 -0.026 -0.9% 2.779
Close 2.811 2.926 0.115 4.1% 2.811
Range 0.086 0.178 0.092 107.0% 0.221
ATR 0.139 0.142 0.003 2.0% 0.000
Volume 43,983 71,172 27,189 61.8% 249,720
Daily Pivots for day following 24-Jun-2024
Classic Woodie Camarilla DeMark
R4 3.404 3.343 3.024
R3 3.226 3.165 2.975
R2 3.048 3.048 2.959
R1 2.987 2.987 2.942 3.018
PP 2.870 2.870 2.870 2.885
S1 2.809 2.809 2.910 2.840
S2 2.692 2.692 2.893
S3 2.514 2.631 2.877
S4 2.336 2.453 2.828
Weekly Pivots for week ending 21-Jun-2024
Classic Woodie Camarilla DeMark
R4 3.526 3.390 2.933
R3 3.305 3.169 2.872
R2 3.084 3.084 2.852
R1 2.948 2.948 2.831 2.906
PP 2.863 2.863 2.863 2.842
S1 2.727 2.727 2.791 2.685
S2 2.642 2.642 2.770
S3 2.421 2.506 2.750
S4 2.200 2.285 2.689
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.000 2.753 0.247 8.4% 0.134 4.6% 70% False True 64,178
10 3.193 2.753 0.440 15.0% 0.146 5.0% 39% False True 75,224
20 3.193 2.596 0.597 20.4% 0.147 5.0% 55% False False 64,848
40 3.193 2.400 0.793 27.1% 0.127 4.3% 66% False False 55,487
60 3.193 2.354 0.839 28.7% 0.110 3.8% 68% False False 44,699
80 3.193 2.354 0.839 28.7% 0.100 3.4% 68% False False 38,899
100 3.193 2.198 0.995 34.0% 0.098 3.3% 73% False False 35,130
120 3.193 2.198 0.995 34.0% 0.099 3.4% 73% False False 31,454
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.034
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.688
2.618 3.397
1.618 3.219
1.000 3.109
0.618 3.041
HIGH 2.931
0.618 2.863
0.500 2.842
0.382 2.821
LOW 2.753
0.618 2.643
1.000 2.575
1.618 2.465
2.618 2.287
4.250 1.997
Fisher Pivots for day following 24-Jun-2024
Pivot 1 day 3 day
R1 2.898 2.910
PP 2.870 2.893
S1 2.842 2.877

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

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