NYMEX Natural Gas Future September 2024


Trading Metrics calculated at close of trading on 12-Jul-2024
Day Change Summary
Previous Current
11-Jul-2024 12-Jul-2024 Change Change % Previous Week
Open 2.339 2.287 -0.052 -2.2% 2.300
High 2.353 2.357 0.004 0.2% 2.454
Low 2.277 2.252 -0.025 -1.1% 2.252
Close 2.282 2.331 0.049 2.1% 2.331
Range 0.076 0.105 0.029 38.2% 0.202
ATR 0.118 0.117 -0.001 -0.8% 0.000
Volume 100,058 101,057 999 1.0% 541,184
Daily Pivots for day following 12-Jul-2024
Classic Woodie Camarilla DeMark
R4 2.628 2.585 2.389
R3 2.523 2.480 2.360
R2 2.418 2.418 2.350
R1 2.375 2.375 2.341 2.397
PP 2.313 2.313 2.313 2.324
S1 2.270 2.270 2.321 2.292
S2 2.208 2.208 2.312
S3 2.103 2.165 2.302
S4 1.998 2.060 2.273
Weekly Pivots for week ending 12-Jul-2024
Classic Woodie Camarilla DeMark
R4 2.952 2.843 2.442
R3 2.750 2.641 2.387
R2 2.548 2.548 2.368
R1 2.439 2.439 2.350 2.494
PP 2.346 2.346 2.346 2.373
S1 2.237 2.237 2.312 2.292
S2 2.144 2.144 2.294
S3 1.942 2.035 2.275
S4 1.740 1.833 2.220
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.454 2.252 0.202 8.7% 0.097 4.2% 39% False True 108,236
10 2.749 2.252 0.497 21.3% 0.102 4.4% 16% False True 99,389
20 3.140 2.252 0.888 38.1% 0.116 5.0% 9% False True 82,576
40 3.193 2.252 0.941 40.4% 0.132 5.7% 8% False True 71,990
60 3.193 2.252 0.941 40.4% 0.116 5.0% 8% False True 59,282
80 3.193 2.252 0.941 40.4% 0.104 4.5% 8% False True 49,858
100 3.193 2.198 0.995 42.7% 0.102 4.4% 13% False False 44,508
120 3.193 2.198 0.995 42.7% 0.099 4.2% 13% False False 40,019
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.023
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 2.803
2.618 2.632
1.618 2.527
1.000 2.462
0.618 2.422
HIGH 2.357
0.618 2.317
0.500 2.305
0.382 2.292
LOW 2.252
0.618 2.187
1.000 2.147
1.618 2.082
2.618 1.977
4.250 1.806
Fisher Pivots for day following 12-Jul-2024
Pivot 1 day 3 day
R1 2.322 2.329
PP 2.313 2.326
S1 2.305 2.324

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

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