NYMEX Natural Gas Future October 2024


Trading Metrics calculated at close of trading on 15-Aug-2024
Day Change Summary
Previous Current
14-Aug-2024 15-Aug-2024 Change Change % Previous Week
Open 2.288 2.345 0.057 2.5% 2.069
High 2.395 2.421 0.026 1.1% 2.333
Low 2.272 2.317 0.045 2.0% 1.991
Close 2.343 2.332 -0.011 -0.5% 2.292
Range 0.123 0.104 -0.019 -15.4% 0.342
ATR 0.113 0.112 -0.001 -0.6% 0.000
Volume 126,592 121,867 -4,725 -3.7% 510,460
Daily Pivots for day following 15-Aug-2024
Classic Woodie Camarilla DeMark
R4 2.669 2.604 2.389
R3 2.565 2.500 2.361
R2 2.461 2.461 2.351
R1 2.396 2.396 2.342 2.377
PP 2.357 2.357 2.357 2.347
S1 2.292 2.292 2.322 2.273
S2 2.253 2.253 2.313
S3 2.149 2.188 2.303
S4 2.045 2.084 2.275
Weekly Pivots for week ending 09-Aug-2024
Classic Woodie Camarilla DeMark
R4 3.231 3.104 2.480
R3 2.889 2.762 2.386
R2 2.547 2.547 2.355
R1 2.420 2.420 2.323 2.484
PP 2.205 2.205 2.205 2.237
S1 2.078 2.078 2.261 2.142
S2 1.863 1.863 2.229
S3 1.521 1.736 2.198
S4 1.179 1.394 2.104
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.421 2.247 0.174 7.5% 0.102 4.4% 49% True False 114,143
10 2.421 1.991 0.430 18.4% 0.112 4.8% 79% True False 106,484
20 2.425 1.991 0.434 18.6% 0.110 4.7% 79% False False 86,211
40 3.071 1.991 1.080 46.3% 0.107 4.6% 32% False False 71,066
60 3.254 1.991 1.263 54.2% 0.120 5.1% 27% False False 66,212
80 3.254 1.991 1.263 54.2% 0.112 4.8% 27% False False 59,926
100 3.254 1.991 1.263 54.2% 0.103 4.4% 27% False False 52,299
120 3.254 1.991 1.263 54.2% 0.099 4.2% 27% False False 48,335
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.031
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2.863
2.618 2.693
1.618 2.589
1.000 2.525
0.618 2.485
HIGH 2.421
0.618 2.381
0.500 2.369
0.382 2.357
LOW 2.317
0.618 2.253
1.000 2.213
1.618 2.149
2.618 2.045
4.250 1.875
Fisher Pivots for day following 15-Aug-2024
Pivot 1 day 3 day
R1 2.369 2.344
PP 2.357 2.340
S1 2.344 2.336

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

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