NYMEX Natural Gas Future November 2023

Trading Metrics calculated at close of trading on 06-Sep-2023

Day Change Summary
	Previous	Current
	05-Sep-2023	06-Sep-2023	Change	Change %	Previous Week
Open	3.050	2.994	-0.056	-1.8%	3.209
High	3.075	3.018	-0.057	-1.9%	3.265
Low	2.976	2.920	-0.056	-1.9%	3.027
Close	2.991	2.943	-0.048	-1.6%	3.111
Range	0.099	0.098	-0.001	-1.0%	0.238
ATR	0.118	0.117	-0.001	-1.2%	0.000
Volume	72,209	55,157	-17,052	-23.6%	300,152

Daily Pivots for day following 06-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	3.254	3.197	2.997
R3	3.156	3.099	2.970
R2	3.058	3.058	2.961
R1	3.001	3.001	2.952	2.981
PP	2.960	2.960	2.960	2.950
S1	2.903	2.903	2.934	2.883
S2	2.862	2.862	2.925
S3	2.764	2.805	2.916
S4	2.666	2.707	2.889

Weekly Pivots for week ending 01-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	3.848	3.718	3.242
R3	3.610	3.480	3.176
R2	3.372	3.372	3.155
R1	3.242	3.242	3.133	3.188
PP	3.134	3.134	3.134	3.108
S1	3.004	3.004	3.089	2.950
S2	2.896	2.896	3.067
S3	2.658	2.766	3.046
S4	2.420	2.528	2.980

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.242	2.920	0.322	10.9%	0.119	4.1%	7%	False	True	62,433
10	3.265	2.920	0.345	11.7%	0.121	4.1%	7%	False	True	55,223
20	3.485	2.920	0.565	19.2%	0.121	4.1%	4%	False	True	57,904
40	3.485	2.920	0.565	19.2%	0.108	3.7%	4%	False	True	44,520
60	3.485	2.900	0.585	19.9%	0.109	3.7%	7%	False	False	35,818
80	3.485	2.825	0.660	22.4%	0.110	3.8%	18%	False	False	30,079
100	3.485	2.825	0.660	22.4%	0.109	3.7%	18%	False	False	25,960
120	3.485	2.825	0.660	22.4%	0.111	3.8%	18%	False	False	22,669

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.035
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	3.435
2.618	3.275
1.618	3.177
1.000	3.116
0.618	3.079
HIGH	3.018
0.618	2.981
0.500	2.969
0.382	2.957
LOW	2.920
0.618	2.859
1.000	2.822
1.618	2.761
2.618	2.663
4.250	2.504

Fisher Pivots for day following 06-Sep-2023
Pivot	1 day	3 day
R1	2.969	3.067
PP	2.960	3.025
S1	2.952	2.984

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