NYMEX Natural Gas Future October 2024


Trading Metrics calculated at close of trading on 24-Sep-2024
Day Change Summary
Previous Current
23-Sep-2024 24-Sep-2024 Change Change % Previous Week
Open 2.462 2.634 0.172 7.0% 2.298
High 2.646 2.674 0.028 1.1% 2.460
Low 2.458 2.535 0.077 3.1% 2.223
Close 2.613 2.551 -0.062 -2.4% 2.434
Range 0.188 0.139 -0.049 -26.1% 0.237
ATR 0.128 0.129 0.001 0.6% 0.000
Volume 124,650 61,695 -62,955 -50.5% 825,500
Daily Pivots for day following 24-Sep-2024
Classic Woodie Camarilla DeMark
R4 3.004 2.916 2.627
R3 2.865 2.777 2.589
R2 2.726 2.726 2.576
R1 2.638 2.638 2.564 2.613
PP 2.587 2.587 2.587 2.574
S1 2.499 2.499 2.538 2.474
S2 2.448 2.448 2.526
S3 2.309 2.360 2.513
S4 2.170 2.221 2.475
Weekly Pivots for week ending 20-Sep-2024
Classic Woodie Camarilla DeMark
R4 3.083 2.996 2.564
R3 2.846 2.759 2.499
R2 2.609 2.609 2.477
R1 2.522 2.522 2.456 2.566
PP 2.372 2.372 2.372 2.394
S1 2.285 2.285 2.412 2.329
S2 2.135 2.135 2.391
S3 1.898 2.048 2.369
S4 1.661 1.811 2.304
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.674 2.223 0.451 17.7% 0.143 5.6% 73% True False 135,226
10 2.674 2.214 0.460 18.0% 0.136 5.3% 73% True False 161,581
20 2.674 2.021 0.653 25.6% 0.126 4.9% 81% True False 165,669
40 2.674 1.991 0.683 26.8% 0.120 4.7% 82% True False 136,845
60 2.694 1.991 0.703 27.6% 0.111 4.4% 80% False False 111,414
80 3.254 1.991 1.263 49.5% 0.117 4.6% 44% False False 96,479
100 3.254 1.991 1.263 49.5% 0.117 4.6% 44% False False 87,651
120 3.254 1.991 1.263 49.5% 0.109 4.3% 44% False False 77,063
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 0.039
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3.265
2.618 3.038
1.618 2.899
1.000 2.813
0.618 2.760
HIGH 2.674
0.618 2.621
0.500 2.605
0.382 2.588
LOW 2.535
0.618 2.449
1.000 2.396
1.618 2.310
2.618 2.171
4.250 1.944
Fisher Pivots for day following 24-Sep-2024
Pivot 1 day 3 day
R1 2.605 2.532
PP 2.587 2.513
S1 2.569 2.494

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

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