NYMEX Natural Gas Future October 2024


Trading Metrics calculated at close of trading on 27-Aug-2024
Day Change Summary
Previous Current
26-Aug-2024 27-Aug-2024 Change Change % Previous Week
Open 2.160 2.123 -0.037 -1.7% 2.250
High 2.186 2.126 -0.060 -2.7% 2.401
Low 2.114 2.045 -0.069 -3.3% 2.154
Close 2.130 2.085 -0.045 -2.1% 2.180
Range 0.072 0.081 0.009 12.5% 0.247
ATR 0.109 0.107 -0.002 -1.6% 0.000
Volume 121,322 182,032 60,710 50.0% 619,240
Daily Pivots for day following 27-Aug-2024
Classic Woodie Camarilla DeMark
R4 2.328 2.288 2.130
R3 2.247 2.207 2.107
R2 2.166 2.166 2.100
R1 2.126 2.126 2.092 2.106
PP 2.085 2.085 2.085 2.075
S1 2.045 2.045 2.078 2.025
S2 2.004 2.004 2.070
S3 1.923 1.964 2.063
S4 1.842 1.883 2.040
Weekly Pivots for week ending 23-Aug-2024
Classic Woodie Camarilla DeMark
R4 2.986 2.830 2.316
R3 2.739 2.583 2.248
R2 2.492 2.492 2.225
R1 2.336 2.336 2.203 2.291
PP 2.245 2.245 2.245 2.222
S1 2.089 2.089 2.157 2.044
S2 1.998 1.998 2.135
S3 1.751 1.842 2.112
S4 1.504 1.595 2.044
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.364 2.045 0.319 15.3% 0.095 4.5% 13% False True 137,661
10 2.421 2.045 0.376 18.0% 0.106 5.1% 11% False True 127,821
20 2.421 1.991 0.430 20.6% 0.110 5.3% 22% False False 113,556
40 2.607 1.991 0.616 29.5% 0.103 5.0% 15% False False 87,070
60 3.254 1.991 1.263 60.6% 0.114 5.5% 7% False False 75,554
80 3.254 1.991 1.263 60.6% 0.114 5.5% 7% False False 70,107
100 3.254 1.991 1.263 60.6% 0.106 5.1% 7% False False 60,953
120 3.254 1.991 1.263 60.6% 0.100 4.8% 7% False False 54,870
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.018
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2.470
2.618 2.338
1.618 2.257
1.000 2.207
0.618 2.176
HIGH 2.126
0.618 2.095
0.500 2.086
0.382 2.076
LOW 2.045
0.618 1.995
1.000 1.964
1.618 1.914
2.618 1.833
4.250 1.701
Fisher Pivots for day following 27-Aug-2024
Pivot 1 day 3 day
R1 2.086 2.128
PP 2.085 2.114
S1 2.085 2.099

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

View Archives - Comment on this page... - Back to Index of Symbols