NYMEX Natural Gas Future September 2023


Trading Metrics calculated at close of trading on 15-Dec-2022
Day Change Summary
Previous Current
14-Dec-2022 15-Dec-2022 Change Change % Previous Week
Open 5.357 5.163 -0.194 -3.6% 4.865
High 5.387 5.393 0.006 0.1% 5.028
Low 5.145 5.156 0.011 0.2% 4.575
Close 5.190 5.337 0.147 2.8% 4.987
Range 0.242 0.237 -0.005 -2.1% 0.453
ATR 0.212 0.214 0.002 0.8% 0.000
Volume 6,286 6,835 549 8.7% 38,461
Daily Pivots for day following 15-Dec-2022
Classic Woodie Camarilla DeMark
R4 6.006 5.909 5.467
R3 5.769 5.672 5.402
R2 5.532 5.532 5.380
R1 5.435 5.435 5.359 5.484
PP 5.295 5.295 5.295 5.320
S1 5.198 5.198 5.315 5.247
S2 5.058 5.058 5.294
S3 4.821 4.961 5.272
S4 4.584 4.724 5.207
Weekly Pivots for week ending 09-Dec-2022
Classic Woodie Camarilla DeMark
R4 6.222 6.058 5.236
R3 5.769 5.605 5.112
R2 5.316 5.316 5.070
R1 5.152 5.152 5.029 5.234
PP 4.863 4.863 4.863 4.905
S1 4.699 4.699 4.945 4.781
S2 4.410 4.410 4.904
S3 3.957 4.246 4.862
S4 3.504 3.793 4.738
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.393 4.831 0.562 10.5% 0.233 4.4% 90% True False 7,618
10 5.393 4.575 0.818 15.3% 0.219 4.1% 93% True False 7,401
20 5.396 4.575 0.821 15.4% 0.191 3.6% 93% False False 6,074
40 5.396 4.517 0.879 16.5% 0.192 3.6% 93% False False 5,427
60 5.396 4.517 0.879 16.5% 0.174 3.3% 93% False False 4,905
80 5.925 4.517 1.408 26.4% 0.179 3.4% 58% False False 4,305
100 5.925 4.517 1.408 26.4% 0.179 3.4% 58% False False 3,855
120 5.925 4.206 1.719 32.2% 0.179 3.4% 66% False False 3,503
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 0.019
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6.400
2.618 6.013
1.618 5.776
1.000 5.630
0.618 5.539
HIGH 5.393
0.618 5.302
0.500 5.275
0.382 5.247
LOW 5.156
0.618 5.010
1.000 4.919
1.618 4.773
2.618 4.536
4.250 4.149
Fisher Pivots for day following 15-Dec-2022
Pivot 1 day 3 day
R1 5.316 5.309
PP 5.295 5.282
S1 5.275 5.254

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

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