NYMEX Natural Gas Future November 2023

Trading Metrics calculated at close of trading on 20-Sep-2023

Day Change Summary
	Previous	Current
	19-Sep-2023	20-Sep-2023	Change	Change %	Previous Week
Open	2.994	3.009	0.015	0.5%	2.971
High	3.072	3.016	-0.056	-1.8%	3.088
Low	2.975	2.901	-0.074	-2.5%	2.909
Close	3.026	2.921	-0.105	-3.5%	2.932
Range	0.097	0.115	0.018	18.6%	0.179
ATR	0.108	0.109	0.001	1.1%	0.000
Volume	128,380	145,734	17,354	13.5%	547,564

Daily Pivots for day following 20-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	3.291	3.221	2.984
R3	3.176	3.106	2.953
R2	3.061	3.061	2.942
R1	2.991	2.991	2.932	2.969
PP	2.946	2.946	2.946	2.935
S1	2.876	2.876	2.910	2.854
S2	2.831	2.831	2.900
S3	2.716	2.761	2.889
S4	2.601	2.646	2.858

Weekly Pivots for week ending 15-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	3.513	3.402	3.030
R3	3.334	3.223	2.981
R2	3.155	3.155	2.965
R1	3.044	3.044	2.948	3.010
PP	2.976	2.976	2.976	2.960
S1	2.865	2.865	2.916	2.831
S2	2.797	2.797	2.899
S3	2.618	2.686	2.883
S4	2.439	2.507	2.834

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.088	2.878	0.210	7.2%	0.105	3.6%	20%	False	False	117,892
10	3.088	2.878	0.210	7.2%	0.100	3.4%	20%	False	False	107,878
20	3.265	2.878	0.387	13.2%	0.110	3.8%	11%	False	False	81,551
40	3.485	2.878	0.607	20.8%	0.112	3.8%	7%	False	False	65,042
60	3.485	2.878	0.607	20.8%	0.106	3.6%	7%	False	False	50,721
80	3.485	2.825	0.660	22.6%	0.107	3.7%	15%	False	False	42,018
100	3.485	2.825	0.660	22.6%	0.108	3.7%	15%	False	False	35,973
120	3.485	2.825	0.660	22.6%	0.108	3.7%	15%	False	False	31,244

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.020
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.505
2.618	3.317
1.618	3.202
1.000	3.131
0.618	3.087
HIGH	3.016
0.618	2.972
0.500	2.959
0.382	2.945
LOW	2.901
0.618	2.830
1.000	2.786
1.618	2.715
2.618	2.600
4.250	2.412

Fisher Pivots for day following 20-Sep-2023
Pivot	1 day	3 day
R1	2.959	2.975
PP	2.946	2.957
S1	2.934	2.939

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