NYMEX Natural Gas Future October 2024


Trading Metrics calculated at close of trading on 16-Sep-2024
Day Change Summary
Previous Current
13-Sep-2024 16-Sep-2024 Change Change % Previous Week
Open 2.363 2.298 -0.065 -2.8% 2.220
High 2.407 2.397 -0.010 -0.4% 2.407
Low 2.294 2.265 -0.029 -1.3% 2.125
Close 2.305 2.373 0.068 3.0% 2.305
Range 0.113 0.132 0.019 16.8% 0.282
ATR 0.118 0.119 0.001 0.8% 0.000
Volume 173,713 163,817 -9,896 -5.7% 978,915
Daily Pivots for day following 16-Sep-2024
Classic Woodie Camarilla DeMark
R4 2.741 2.689 2.446
R3 2.609 2.557 2.409
R2 2.477 2.477 2.397
R1 2.425 2.425 2.385 2.451
PP 2.345 2.345 2.345 2.358
S1 2.293 2.293 2.361 2.319
S2 2.213 2.213 2.349
S3 2.081 2.161 2.337
S4 1.949 2.029 2.300
Weekly Pivots for week ending 13-Sep-2024
Classic Woodie Camarilla DeMark
R4 3.125 2.997 2.460
R3 2.843 2.715 2.383
R2 2.561 2.561 2.357
R1 2.433 2.433 2.331 2.497
PP 2.279 2.279 2.279 2.311
S1 2.151 2.151 2.279 2.215
S2 1.997 1.997 2.253
S3 1.715 1.869 2.227
S4 1.433 1.587 2.150
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.407 2.125 0.282 11.9% 0.131 5.5% 88% False False 190,269
10 2.407 2.075 0.332 14.0% 0.128 5.4% 90% False False 183,226
20 2.407 2.021 0.386 16.3% 0.116 4.9% 91% False False 160,296
40 2.425 1.991 0.434 18.3% 0.114 4.8% 88% False False 124,649
60 3.004 1.991 1.013 42.7% 0.109 4.6% 38% False False 101,664
80 3.254 1.991 1.263 53.2% 0.119 5.0% 30% False False 90,367
100 3.254 1.991 1.263 53.2% 0.113 4.8% 30% False False 80,863
120 3.254 1.991 1.263 53.2% 0.106 4.4% 30% False False 71,030
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 0.040
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2.958
2.618 2.743
1.618 2.611
1.000 2.529
0.618 2.479
HIGH 2.397
0.618 2.347
0.500 2.331
0.382 2.315
LOW 2.265
0.618 2.183
1.000 2.133
1.618 2.051
2.618 1.919
4.250 1.704
Fisher Pivots for day following 16-Sep-2024
Pivot 1 day 3 day
R1 2.359 2.355
PP 2.345 2.336
S1 2.331 2.318

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

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