NYMEX Natural Gas Future October 2023


Trading Metrics calculated at close of trading on 28-Jul-2023
Day Change Summary
Previous Current
27-Jul-2023 28-Jul-2023 Change Change % Previous Week
Open 2.798 2.717 -0.081 -2.9% 2.807
High 2.808 2.801 -0.007 -0.2% 2.874
Low 2.673 2.682 0.009 0.3% 2.673
Close 2.714 2.753 0.039 1.4% 2.753
Range 0.135 0.119 -0.016 -11.9% 0.201
ATR 0.114 0.115 0.000 0.3% 0.000
Volume 57,756 44,859 -12,897 -22.3% 237,345
Daily Pivots for day following 28-Jul-2023
Classic Woodie Camarilla DeMark
R4 3.102 3.047 2.818
R3 2.983 2.928 2.786
R2 2.864 2.864 2.775
R1 2.809 2.809 2.764 2.837
PP 2.745 2.745 2.745 2.759
S1 2.690 2.690 2.742 2.718
S2 2.626 2.626 2.731
S3 2.507 2.571 2.720
S4 2.388 2.452 2.688
Weekly Pivots for week ending 28-Jul-2023
Classic Woodie Camarilla DeMark
R4 3.370 3.262 2.864
R3 3.169 3.061 2.808
R2 2.968 2.968 2.790
R1 2.860 2.860 2.771 2.814
PP 2.767 2.767 2.767 2.743
S1 2.659 2.659 2.735 2.613
S2 2.566 2.566 2.716
S3 2.365 2.458 2.698
S4 2.164 2.257 2.642
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.874 2.673 0.201 7.3% 0.110 4.0% 40% False False 47,469
10 2.874 2.581 0.293 10.6% 0.103 3.8% 59% False False 45,276
20 2.876 2.581 0.295 10.7% 0.106 3.9% 58% False False 42,396
40 2.970 2.377 0.593 21.5% 0.116 4.2% 63% False False 40,026
60 2.970 2.377 0.593 21.5% 0.117 4.3% 63% False False 36,737
80 2.970 2.377 0.593 21.5% 0.117 4.3% 63% False False 33,615
100 3.342 2.377 0.965 35.1% 0.123 4.5% 39% False False 31,235
120 3.570 2.377 1.193 43.3% 0.130 4.7% 32% False False 30,620
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 0.024
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.307
2.618 3.113
1.618 2.994
1.000 2.920
0.618 2.875
HIGH 2.801
0.618 2.756
0.500 2.742
0.382 2.727
LOW 2.682
0.618 2.608
1.000 2.563
1.618 2.489
2.618 2.370
4.250 2.176
Fisher Pivots for day following 28-Jul-2023
Pivot 1 day 3 day
R1 2.749 2.772
PP 2.745 2.766
S1 2.742 2.759

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

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