NYMEX Natural Gas Future October 2023

Trading Metrics calculated at close of trading on 21-Sep-2023

Day Change Summary
	Previous	Current
	20-Sep-2023	21-Sep-2023	Change	Change %	Previous Week
Open	2.819	2.732	-0.087	-3.1%	2.610
High	2.824	2.759	-0.065	-2.3%	2.823
Low	2.693	2.595	-0.098	-3.6%	2.541
Close	2.733	2.610	-0.123	-4.5%	2.644
Range	0.131	0.164	0.033	25.2%	0.282
ATR	0.133	0.135	0.002	1.7%	0.000
Volume	140,309	99,971	-40,338	-28.7%	786,642

Daily Pivots for day following 21-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	3.147	3.042	2.700
R3	2.983	2.878	2.655
R2	2.819	2.819	2.640
R1	2.714	2.714	2.625	2.685
PP	2.655	2.655	2.655	2.640
S1	2.550	2.550	2.595	2.521
S2	2.491	2.491	2.580
S3	2.327	2.386	2.565
S4	2.163	2.222	2.520

Weekly Pivots for week ending 15-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	3.515	3.362	2.799
R3	3.233	3.080	2.722
R2	2.951	2.951	2.696
R1	2.798	2.798	2.670	2.875
PP	2.669	2.669	2.669	2.708
S1	2.516	2.516	2.618	2.593
S2	2.387	2.387	2.592
S3	2.105	2.234	2.566
S4	1.823	1.952	2.489

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.872	2.595	0.277	10.6%	0.140	5.4%	5%	False	True	132,234
10	2.872	2.541	0.331	12.7%	0.133	5.1%	21%	False	False	142,126
20	2.872	2.500	0.372	14.3%	0.132	5.1%	30%	False	False	144,736
40	3.096	2.500	0.596	22.8%	0.129	5.0%	18%	False	False	110,790
60	3.096	2.500	0.596	22.8%	0.122	4.7%	18%	False	False	87,665
80	3.096	2.377	0.719	27.5%	0.123	4.7%	32%	False	False	74,961
100	3.096	2.377	0.719	27.5%	0.121	4.7%	32%	False	False	65,908
120	3.096	2.377	0.719	27.5%	0.121	4.6%	32%	False	False	58,982

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.021
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	3.456
2.618	3.188
1.618	3.024
1.000	2.923
0.618	2.860
HIGH	2.759
0.618	2.696
0.500	2.677
0.382	2.658
LOW	2.595
0.618	2.494
1.000	2.431
1.618	2.330
2.618	2.166
4.250	1.898

Fisher Pivots for day following 21-Sep-2023
Pivot	1 day	3 day
R1	2.677	2.734
PP	2.655	2.692
S1	2.632	2.651

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols