NYMEX Natural Gas Future October 2024


Trading Metrics calculated at close of trading on 12-Jun-2024
Day Change Summary
Previous Current
11-Jun-2024 12-Jun-2024 Change Change % Previous Week
Open 3.087 3.228 0.141 4.6% 2.792
High 3.254 3.229 -0.025 -0.8% 3.080
Low 3.080 3.126 0.046 1.5% 2.717
Close 3.226 3.167 -0.059 -1.8% 3.044
Range 0.174 0.103 -0.071 -40.8% 0.363
ATR 0.137 0.135 -0.002 -1.8% 0.000
Volume 67,864 60,615 -7,249 -10.7% 296,843
Daily Pivots for day following 12-Jun-2024
Classic Woodie Camarilla DeMark
R4 3.483 3.428 3.224
R3 3.380 3.325 3.195
R2 3.277 3.277 3.186
R1 3.222 3.222 3.176 3.198
PP 3.174 3.174 3.174 3.162
S1 3.119 3.119 3.158 3.095
S2 3.071 3.071 3.148
S3 2.968 3.016 3.139
S4 2.865 2.913 3.110
Weekly Pivots for week ending 07-Jun-2024
Classic Woodie Camarilla DeMark
R4 4.036 3.903 3.244
R3 3.673 3.540 3.144
R2 3.310 3.310 3.111
R1 3.177 3.177 3.077 3.244
PP 2.947 2.947 2.947 2.980
S1 2.814 2.814 3.011 2.881
S2 2.584 2.584 2.977
S3 2.221 2.451 2.944
S4 1.858 2.088 2.844
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.254 2.863 0.391 12.3% 0.147 4.7% 78% False False 60,758
10 3.254 2.685 0.569 18.0% 0.143 4.5% 85% False False 60,074
20 3.254 2.668 0.586 18.5% 0.141 4.5% 85% False False 60,122
40 3.254 2.479 0.775 24.5% 0.111 3.5% 89% False False 46,554
60 3.254 2.458 0.796 25.1% 0.097 3.0% 89% False False 38,131
80 3.254 2.277 0.977 30.8% 0.096 3.0% 91% False False 36,807
100 3.254 2.277 0.977 30.8% 0.093 2.9% 91% False False 34,921
120 3.254 2.277 0.977 30.8% 0.095 3.0% 91% False False 32,692
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.027
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 3.667
2.618 3.499
1.618 3.396
1.000 3.332
0.618 3.293
HIGH 3.229
0.618 3.190
0.500 3.178
0.382 3.165
LOW 3.126
0.618 3.062
1.000 3.023
1.618 2.959
2.618 2.856
4.250 2.688
Fisher Pivots for day following 12-Jun-2024
Pivot 1 day 3 day
R1 3.178 3.155
PP 3.174 3.142
S1 3.171 3.130

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

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