NYMEX Natural Gas Future September 2023


Trading Metrics calculated at close of trading on 15-Sep-2022
Day Change Summary
Previous Current
14-Sep-2022 15-Sep-2022 Change Change % Previous Week
Open 5.587 5.887 0.300 5.4% 5.923
High 5.884 5.887 0.003 0.1% 5.925
Low 5.555 5.593 0.038 0.7% 5.300
Close 5.861 5.743 -0.118 -2.0% 5.413
Range 0.329 0.294 -0.035 -10.6% 0.625
ATR 0.203 0.210 0.006 3.2% 0.000
Volume 3,816 2,904 -912 -23.9% 13,702
Daily Pivots for day following 15-Sep-2022
Classic Woodie Camarilla DeMark
R4 6.623 6.477 5.905
R3 6.329 6.183 5.824
R2 6.035 6.035 5.797
R1 5.889 5.889 5.770 5.815
PP 5.741 5.741 5.741 5.704
S1 5.595 5.595 5.716 5.521
S2 5.447 5.447 5.689
S3 5.153 5.301 5.662
S4 4.859 5.007 5.581
Weekly Pivots for week ending 09-Sep-2022
Classic Woodie Camarilla DeMark
R4 7.421 7.042 5.757
R3 6.796 6.417 5.585
R2 6.171 6.171 5.528
R1 5.792 5.792 5.470 5.669
PP 5.546 5.546 5.546 5.485
S1 5.167 5.167 5.356 5.044
S2 4.921 4.921 5.298
S3 4.296 4.542 5.241
S4 3.671 3.917 5.069
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.887 5.343 0.544 9.5% 0.232 4.0% 74% True False 2,497
10 5.925 5.300 0.625 10.9% 0.224 3.9% 71% False False 2,986
20 5.925 5.300 0.625 10.9% 0.194 3.4% 71% False False 2,446
40 5.925 4.692 1.233 21.5% 0.185 3.2% 85% False False 2,249
60 5.925 4.206 1.719 29.9% 0.180 3.1% 89% False False 2,047
80 6.005 4.206 1.799 31.3% 0.193 3.4% 85% False False 2,123
100 6.005 3.988 2.017 35.1% 0.188 3.3% 87% False False 2,014
120 6.005 3.853 2.152 37.5% 0.177 3.1% 88% False False 1,879
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 True
Stretch 0.036
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 7.137
2.618 6.657
1.618 6.363
1.000 6.181
0.618 6.069
HIGH 5.887
0.618 5.775
0.500 5.740
0.382 5.705
LOW 5.593
0.618 5.411
1.000 5.299
1.618 5.117
2.618 4.823
4.250 4.344
Fisher Pivots for day following 15-Sep-2022
Pivot 1 day 3 day
R1 5.742 5.720
PP 5.741 5.697
S1 5.740 5.674

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

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