NYMEX Natural Gas Future October 2024


Trading Metrics calculated at close of trading on 21-Jun-2024
Day Change Summary
Previous Current
20-Jun-2024 21-Jun-2024 Change Change % Previous Week
Open 3.043 2.905 -0.138 -4.5% 2.980
High 3.071 2.945 -0.126 -4.1% 3.071
Low 2.903 2.866 -0.037 -1.3% 2.866
Close 2.923 2.895 -0.028 -1.0% 2.895
Range 0.168 0.079 -0.089 -53.0% 0.205
ATR 0.136 0.132 -0.004 -3.0% 0.000
Volume 55,847 32,821 -23,026 -41.2% 160,862
Daily Pivots for day following 21-Jun-2024
Classic Woodie Camarilla DeMark
R4 3.139 3.096 2.938
R3 3.060 3.017 2.917
R2 2.981 2.981 2.909
R1 2.938 2.938 2.902 2.920
PP 2.902 2.902 2.902 2.893
S1 2.859 2.859 2.888 2.841
S2 2.823 2.823 2.881
S3 2.744 2.780 2.873
S4 2.665 2.701 2.852
Weekly Pivots for week ending 21-Jun-2024
Classic Woodie Camarilla DeMark
R4 3.559 3.432 3.008
R3 3.354 3.227 2.951
R2 3.149 3.149 2.933
R1 3.022 3.022 2.914 2.983
PP 2.944 2.944 2.944 2.925
S1 2.817 2.817 2.876 2.778
S2 2.739 2.739 2.857
S3 2.534 2.612 2.839
S4 2.329 2.407 2.782
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.096 2.866 0.230 7.9% 0.111 3.8% 13% False True 40,246
10 3.254 2.866 0.388 13.4% 0.134 4.6% 7% False True 51,113
20 3.254 2.685 0.569 19.7% 0.142 4.9% 37% False False 53,984
40 3.254 2.512 0.742 25.6% 0.118 4.1% 52% False False 49,892
60 3.254 2.458 0.796 27.5% 0.103 3.6% 55% False False 40,572
80 3.254 2.458 0.796 27.5% 0.096 3.3% 55% False False 37,292
100 3.254 2.277 0.977 33.7% 0.094 3.3% 63% False False 35,903
120 3.254 2.277 0.977 33.7% 0.096 3.3% 63% False False 34,310
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.029
Narrowest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 3.281
2.618 3.152
1.618 3.073
1.000 3.024
0.618 2.994
HIGH 2.945
0.618 2.915
0.500 2.906
0.382 2.896
LOW 2.866
0.618 2.817
1.000 2.787
1.618 2.738
2.618 2.659
4.250 2.530
Fisher Pivots for day following 21-Jun-2024
Pivot 1 day 3 day
R1 2.906 2.969
PP 2.902 2.944
S1 2.899 2.920

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

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