NYMEX Natural Gas Future January 2024

Trading Metrics calculated at close of trading on 15-Aug-2023

Day Change Summary
	Previous	Current
	14-Aug-2023	15-Aug-2023	Change	Change %	Previous Week
Open	4.019	4.054	0.035	0.9%	3.737
High	4.059	4.090	0.031	0.8%	4.054
Low	4.006	3.965	-0.041	-1.0%	3.735
Close	4.041	3.994	-0.047	-1.2%	4.010
Range	0.053	0.125	0.072	135.8%	0.319
ATR	0.089	0.092	0.003	2.8%	0.000
Volume	20,753	27,595	6,842	33.0%	147,791

Daily Pivots for day following 15-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	4.391	4.318	4.063
R3	4.266	4.193	4.028
R2	4.141	4.141	4.017
R1	4.068	4.068	4.005	4.042
PP	4.016	4.016	4.016	4.004
S1	3.943	3.943	3.983	3.917
S2	3.891	3.891	3.971
S3	3.766	3.818	3.960
S4	3.641	3.693	3.925

Weekly Pivots for week ending 11-Aug-2023
	Classic	Woodie	Camarilla	DeMark
R4	4.890	4.769	4.185
R3	4.571	4.450	4.098
R2	4.252	4.252	4.068
R1	4.131	4.131	4.039	4.192
PP	3.933	3.933	3.933	3.963
S1	3.812	3.812	3.981	3.873
S2	3.614	3.614	3.952
S3	3.295	3.493	3.922
S4	2.976	3.174	3.835

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.090	3.867	0.223	5.6%	0.114	2.9%	57%	True	False	30,601
10	4.090	3.655	0.435	10.9%	0.098	2.5%	78%	True	False	24,922
20	4.090	3.655	0.435	10.9%	0.087	2.2%	78%	True	False	21,011
40	4.090	3.655	0.435	10.9%	0.087	2.2%	78%	True	False	18,301
60	4.090	3.570	0.520	13.0%	0.089	2.2%	82%	True	False	17,614
80	4.090	3.570	0.520	13.0%	0.091	2.3%	82%	True	False	16,452
100	4.090	3.570	0.520	13.0%	0.094	2.4%	82%	True	False	15,287

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.019
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	4.621
2.618	4.417
1.618	4.292
1.000	4.215
0.618	4.167
HIGH	4.090
0.618	4.042
0.500	4.028
0.382	4.013
LOW	3.965
0.618	3.888
1.000	3.840
1.618	3.763
2.618	3.638
4.250	3.434

Fisher Pivots for day following 15-Aug-2023
Pivot	1 day	3 day
R1	4.028	4.012
PP	4.016	4.006
S1	4.005	4.000

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