NYMEX Natural Gas Future September 2023


Trading Metrics calculated at close of trading on 21-Dec-2022
Day Change Summary
Previous Current
20-Dec-2022 21-Dec-2022 Change Change % Previous Week
Open 5.009 4.754 -0.255 -5.1% 5.121
High 5.014 4.805 -0.209 -4.2% 5.393
Low 4.677 4.682 0.005 0.1% 5.027
Close 4.722 4.695 -0.027 -0.6% 5.232
Range 0.337 0.123 -0.214 -63.5% 0.366
ATR 0.232 0.224 -0.008 -3.4% 0.000
Volume 6,135 5,320 -815 -13.3% 38,395
Daily Pivots for day following 21-Dec-2022
Classic Woodie Camarilla DeMark
R4 5.096 5.019 4.763
R3 4.973 4.896 4.729
R2 4.850 4.850 4.718
R1 4.773 4.773 4.706 4.750
PP 4.727 4.727 4.727 4.716
S1 4.650 4.650 4.684 4.627
S2 4.604 4.604 4.672
S3 4.481 4.527 4.661
S4 4.358 4.404 4.627
Weekly Pivots for week ending 16-Dec-2022
Classic Woodie Camarilla DeMark
R4 6.315 6.140 5.433
R3 5.949 5.774 5.333
R2 5.583 5.583 5.299
R1 5.408 5.408 5.266 5.496
PP 5.217 5.217 5.217 5.261
S1 5.042 5.042 5.198 5.130
S2 4.851 4.851 5.165
S3 4.485 4.676 5.131
S4 4.119 4.310 5.031
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.393 4.677 0.716 15.3% 0.215 4.6% 3% False False 6,314
10 5.393 4.677 0.716 15.3% 0.217 4.6% 3% False False 7,383
20 5.396 4.575 0.821 17.5% 0.201 4.3% 15% False False 6,269
40 5.396 4.575 0.821 17.5% 0.194 4.1% 15% False False 5,712
60 5.396 4.517 0.879 18.7% 0.176 3.7% 20% False False 4,967
80 5.925 4.517 1.408 30.0% 0.183 3.9% 13% False False 4,526
100 5.925 4.517 1.408 30.0% 0.181 3.8% 13% False False 4,007
120 5.925 4.206 1.719 36.6% 0.180 3.8% 28% False False 3,649
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.027
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.328
2.618 5.127
1.618 5.004
1.000 4.928
0.618 4.881
HIGH 4.805
0.618 4.758
0.500 4.744
0.382 4.729
LOW 4.682
0.618 4.606
1.000 4.559
1.618 4.483
2.618 4.360
4.250 4.159
Fisher Pivots for day following 21-Dec-2022
Pivot 1 day 3 day
R1 4.744 4.888
PP 4.727 4.824
S1 4.711 4.759

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

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