NYMEX Natural Gas Future September 2024


Trading Metrics calculated at close of trading on 11-Jul-2024
Day Change Summary
Previous Current
10-Jul-2024 11-Jul-2024 Change Change % Previous Week
Open 2.366 2.339 -0.027 -1.1% 2.581
High 2.396 2.353 -0.043 -1.8% 2.599
Low 2.313 2.277 -0.036 -1.6% 2.347
Close 2.345 2.282 -0.063 -2.7% 2.350
Range 0.083 0.076 -0.007 -8.4% 0.252
ATR 0.121 0.118 -0.003 -2.7% 0.000
Volume 107,295 100,058 -7,237 -6.7% 372,565
Daily Pivots for day following 11-Jul-2024
Classic Woodie Camarilla DeMark
R4 2.532 2.483 2.324
R3 2.456 2.407 2.303
R2 2.380 2.380 2.296
R1 2.331 2.331 2.289 2.318
PP 2.304 2.304 2.304 2.297
S1 2.255 2.255 2.275 2.242
S2 2.228 2.228 2.268
S3 2.152 2.179 2.261
S4 2.076 2.103 2.240
Weekly Pivots for week ending 05-Jul-2024
Classic Woodie Camarilla DeMark
R4 3.188 3.021 2.489
R3 2.936 2.769 2.419
R2 2.684 2.684 2.396
R1 2.517 2.517 2.373 2.475
PP 2.432 2.432 2.432 2.411
S1 2.265 2.265 2.327 2.223
S2 2.180 2.180 2.304
S3 1.928 2.013 2.281
S4 1.676 1.761 2.211
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.466 2.277 0.189 8.3% 0.100 4.4% 3% False True 107,711
10 2.773 2.277 0.496 21.7% 0.102 4.5% 1% False True 95,482
20 3.167 2.277 0.890 39.0% 0.117 5.1% 1% False True 82,489
40 3.193 2.277 0.916 40.1% 0.131 5.8% 1% False True 70,411
60 3.193 2.277 0.916 40.1% 0.116 5.1% 1% False True 58,272
80 3.193 2.277 0.916 40.1% 0.104 4.5% 1% False True 48,876
100 3.193 2.198 0.995 43.6% 0.101 4.4% 8% False False 43,636
120 3.193 2.198 0.995 43.6% 0.099 4.3% 8% False False 39,302
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.024
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 2.676
2.618 2.552
1.618 2.476
1.000 2.429
0.618 2.400
HIGH 2.353
0.618 2.324
0.500 2.315
0.382 2.306
LOW 2.277
0.618 2.230
1.000 2.201
1.618 2.154
2.618 2.078
4.250 1.954
Fisher Pivots for day following 11-Jul-2024
Pivot 1 day 3 day
R1 2.315 2.366
PP 2.304 2.338
S1 2.293 2.310

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

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