NYMEX Natural Gas Future September 2023


Trading Metrics calculated at close of trading on 27-Sep-2022
Day Change Summary
Previous Current
26-Sep-2022 27-Sep-2022 Change Change % Previous Week
Open 5.074 5.015 -0.059 -1.2% 5.451
High 5.078 5.032 -0.046 -0.9% 5.529
Low 4.917 4.918 0.001 0.0% 4.899
Close 4.985 4.923 -0.062 -1.2% 5.031
Range 0.161 0.114 -0.047 -29.2% 0.630
ATR 0.211 0.204 -0.007 -3.3% 0.000
Volume 5,709 6,780 1,071 18.8% 15,929
Daily Pivots for day following 27-Sep-2022
Classic Woodie Camarilla DeMark
R4 5.300 5.225 4.986
R3 5.186 5.111 4.954
R2 5.072 5.072 4.944
R1 4.997 4.997 4.933 4.978
PP 4.958 4.958 4.958 4.948
S1 4.883 4.883 4.913 4.864
S2 4.844 4.844 4.902
S3 4.730 4.769 4.892
S4 4.616 4.655 4.860
Weekly Pivots for week ending 23-Sep-2022
Classic Woodie Camarilla DeMark
R4 7.043 6.667 5.378
R3 6.413 6.037 5.204
R2 5.783 5.783 5.147
R1 5.407 5.407 5.089 5.280
PP 5.153 5.153 5.153 5.090
S1 4.777 4.777 4.973 4.650
S2 4.523 4.523 4.916
S3 3.893 4.147 4.858
S4 3.263 3.517 4.685
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.390 4.899 0.491 10.0% 0.192 3.9% 5% False False 4,657
10 5.887 4.899 0.988 20.1% 0.223 4.5% 2% False False 3,760
20 5.925 4.899 1.026 20.8% 0.206 4.2% 2% False False 3,202
40 5.925 4.692 1.233 25.0% 0.188 3.8% 19% False False 2,568
60 5.925 4.206 1.719 34.9% 0.184 3.7% 42% False False 2,332
80 6.005 4.206 1.799 36.5% 0.196 4.0% 40% False False 2,293
100 6.005 4.206 1.799 36.5% 0.189 3.8% 40% False False 2,187
120 6.005 3.988 2.017 41.0% 0.185 3.8% 46% False False 2,060
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.036
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 5.517
2.618 5.330
1.618 5.216
1.000 5.146
0.618 5.102
HIGH 5.032
0.618 4.988
0.500 4.975
0.382 4.962
LOW 4.918
0.618 4.848
1.000 4.804
1.618 4.734
2.618 4.620
4.250 4.434
Fisher Pivots for day following 27-Sep-2022
Pivot 1 day 3 day
R1 4.975 5.008
PP 4.958 4.980
S1 4.940 4.951

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

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