NYMEX Natural Gas Future October 2023


Trading Metrics calculated at close of trading on 03-Aug-2023
Day Change Summary
Previous Current
02-Aug-2023 03-Aug-2023 Change Change % Previous Week
Open 2.689 2.592 -0.097 -3.6% 2.807
High 2.690 2.685 -0.005 -0.2% 2.874
Low 2.570 2.580 0.010 0.4% 2.673
Close 2.586 2.670 0.084 3.2% 2.753
Range 0.120 0.105 -0.015 -12.5% 0.201
ATR 0.114 0.114 -0.001 -0.6% 0.000
Volume 50,999 46,828 -4,171 -8.2% 237,345
Daily Pivots for day following 03-Aug-2023
Classic Woodie Camarilla DeMark
R4 2.960 2.920 2.728
R3 2.855 2.815 2.699
R2 2.750 2.750 2.689
R1 2.710 2.710 2.680 2.730
PP 2.645 2.645 2.645 2.655
S1 2.605 2.605 2.660 2.625
S2 2.540 2.540 2.651
S3 2.435 2.500 2.641
S4 2.330 2.395 2.612
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 2.804 2.570 0.234 8.8% 0.112 4.2% 43% False False 45,991
10 2.874 2.570 0.304 11.4% 0.106 4.0% 33% False False 46,246
20 2.874 2.570 0.304 11.4% 0.105 3.9% 33% False False 44,638
40 2.970 2.423 0.547 20.5% 0.116 4.3% 45% False False 40,912
60 2.970 2.377 0.593 22.2% 0.118 4.4% 49% False False 38,266
80 2.970 2.377 0.593 22.2% 0.117 4.4% 49% False False 34,815
100 3.297 2.377 0.920 34.5% 0.122 4.6% 32% False False 32,225
120 3.570 2.377 1.193 44.7% 0.129 4.8% 25% False False 31,408
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 0.026
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3.131
2.618 2.960
1.618 2.855
1.000 2.790
0.618 2.750
HIGH 2.685
0.618 2.645
0.500 2.633
0.382 2.620
LOW 2.580
0.618 2.515
1.000 2.475
1.618 2.410
2.618 2.305
4.250 2.134
Fisher Pivots for day following 03-Aug-2023
Pivot 1 day 3 day
R1 2.658 2.674
PP 2.645 2.673
S1 2.633 2.671

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

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