NYMEX Natural Gas Future January 2024

Trading Metrics calculated at close of trading on 27-Jun-2023

Day Change Summary
	Previous	Current
	26-Jun-2023	27-Jun-2023	Change	Change %	Previous Week
Open	3.854	3.851	-0.003	-0.1%	3.831
High	3.902	3.860	-0.042	-1.1%	3.906
Low	3.843	3.759	-0.084	-2.2%	3.730
Close	3.866	3.785	-0.081	-2.1%	3.860
Range	0.059	0.101	0.042	71.2%	0.176
ATR	0.096	0.097	0.001	0.8%	0.000
Volume	19,180	18,202	-978	-5.1%	67,562

Daily Pivots for day following 27-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	4.104	4.046	3.841
R3	4.003	3.945	3.813
R2	3.902	3.902	3.804
R1	3.844	3.844	3.794	3.823
PP	3.801	3.801	3.801	3.791
S1	3.743	3.743	3.776	3.722
S2	3.700	3.700	3.766
S3	3.599	3.642	3.757
S4	3.498	3.541	3.729

Weekly Pivots for week ending 23-Jun-2023
	Classic	Woodie	Camarilla	DeMark
R4	4.360	4.286	3.957
R3	4.184	4.110	3.908
R2	4.008	4.008	3.892
R1	3.934	3.934	3.876	3.971
PP	3.832	3.832	3.832	3.851
S1	3.758	3.758	3.844	3.795
S2	3.656	3.656	3.828
S3	3.480	3.582	3.812
S4	3.304	3.406	3.763

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.902	3.730	0.172	4.5%	0.089	2.4%	32%	False	False	17,008
10	3.906	3.675	0.231	6.1%	0.094	2.5%	48%	False	False	18,568
20	3.906	3.570	0.336	8.9%	0.093	2.4%	64%	False	False	17,590
40	4.021	3.570	0.451	11.9%	0.095	2.5%	48%	False	False	15,845
60	4.021	3.570	0.451	11.9%	0.099	2.6%	48%	False	False	14,213

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	0.025
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.289
2.618	4.124
1.618	4.023
1.000	3.961
0.618	3.922
HIGH	3.860
0.618	3.821
0.500	3.810
0.382	3.798
LOW	3.759
0.618	3.697
1.000	3.658
1.618	3.596
2.618	3.495
4.250	3.330

Fisher Pivots for day following 27-Jun-2023
Pivot	1 day	3 day
R1	3.810	3.831
PP	3.801	3.815
S1	3.793	3.800

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