NYMEX Natural Gas Future September 2023


Trading Metrics calculated at close of trading on 27-Jun-2022
Day Change Summary
Previous Current
24-Jun-2022 27-Jun-2022 Change Change % Previous Week
Open 4.809 4.629 -0.180 -3.7% 4.847
High 4.824 4.712 -0.112 -2.3% 4.907
Low 4.622 4.549 -0.073 -1.6% 4.622
Close 4.673 4.712 0.039 0.8% 4.673
Range 0.202 0.163 -0.039 -19.3% 0.285
ATR 0.226 0.222 -0.005 -2.0% 0.000
Volume 1,015 952 -63 -6.2% 8,303
Daily Pivots for day following 27-Jun-2022
Classic Woodie Camarilla DeMark
R4 5.147 5.092 4.802
R3 4.984 4.929 4.757
R2 4.821 4.821 4.742
R1 4.766 4.766 4.727 4.794
PP 4.658 4.658 4.658 4.671
S1 4.603 4.603 4.697 4.631
S2 4.495 4.495 4.682
S3 4.332 4.440 4.667
S4 4.169 4.277 4.622
Weekly Pivots for week ending 24-Jun-2022
Classic Woodie Camarilla DeMark
R4 5.589 5.416 4.830
R3 5.304 5.131 4.751
R2 5.019 5.019 4.725
R1 4.846 4.846 4.699 4.790
PP 4.734 4.734 4.734 4.706
S1 4.561 4.561 4.647 4.505
S2 4.449 4.449 4.621
S3 4.164 4.276 4.595
S4 3.879 3.991 4.516
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.907 4.549 0.358 7.6% 0.137 2.9% 46% False True 1,851
10 5.998 4.549 1.449 30.8% 0.261 5.5% 11% False True 2,305
20 6.005 4.549 1.456 30.9% 0.233 4.9% 11% False True 2,316
40 6.005 4.243 1.762 37.4% 0.200 4.2% 27% False False 1,999
60 6.005 3.895 2.110 44.8% 0.180 3.8% 39% False False 1,775
80 6.005 3.509 2.496 53.0% 0.150 3.2% 48% False False 1,555
100 6.005 3.327 2.678 56.8% 0.132 2.8% 52% False False 1,429
120 6.005 3.166 2.839 60.3% 0.118 2.5% 54% False False 1,294
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 2 trading days
Fibonacci Retracements and Extensions
4.250 5.405
2.618 5.139
1.618 4.976
1.000 4.875
0.618 4.813
HIGH 4.712
0.618 4.650
0.500 4.631
0.382 4.611
LOW 4.549
0.618 4.448
1.000 4.386
1.618 4.285
2.618 4.122
4.250 3.856
Fisher Pivots for day following 27-Jun-2022
Pivot 1 day 3 day
R1 4.685 4.719
PP 4.658 4.717
S1 4.631 4.714

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

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