NYMEX Natural Gas Future January 2024


Trading Metrics calculated at close of trading on 15-Sep-2023
Day Change Summary
Previous Current
14-Sep-2023 15-Sep-2023 Change Change % Previous Week
Open 3.681 3.666 -0.015 -0.4% 3.695
High 3.752 3.678 -0.074 -2.0% 3.752
Low 3.651 3.581 -0.070 -1.9% 3.581
Close 3.668 3.595 -0.073 -2.0% 3.595
Range 0.101 0.097 -0.004 -4.0% 0.171
ATR 0.093 0.093 0.000 0.3% 0.000
Volume 38,588 28,087 -10,501 -27.2% 200,568
Daily Pivots for day following 15-Sep-2023
Classic Woodie Camarilla DeMark
R4 3.909 3.849 3.648
R3 3.812 3.752 3.622
R2 3.715 3.715 3.613
R1 3.655 3.655 3.604 3.637
PP 3.618 3.618 3.618 3.609
S1 3.558 3.558 3.586 3.540
S2 3.521 3.521 3.577
S3 3.424 3.461 3.568
S4 3.327 3.364 3.542
Weekly Pivots for week ending 15-Sep-2023
Classic Woodie Camarilla DeMark
R4 4.156 4.046 3.689
R3 3.985 3.875 3.642
R2 3.814 3.814 3.626
R1 3.704 3.704 3.611 3.674
PP 3.643 3.643 3.643 3.627
S1 3.533 3.533 3.579 3.503
S2 3.472 3.472 3.564
S3 3.301 3.362 3.548
S4 3.130 3.191 3.501
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.752 3.581 0.171 4.8% 0.082 2.3% 8% False True 40,113
10 3.876 3.581 0.295 8.2% 0.082 2.3% 5% False True 33,874
20 3.974 3.581 0.393 10.9% 0.098 2.7% 4% False True 29,029
40 4.090 3.581 0.509 14.2% 0.091 2.5% 3% False True 24,808
60 4.090 3.581 0.509 14.2% 0.088 2.5% 3% False True 21,781
80 4.090 3.570 0.520 14.5% 0.090 2.5% 5% False False 20,447
100 4.090 3.570 0.520 14.5% 0.092 2.5% 5% False False 19,132
120 4.090 3.570 0.520 14.5% 0.094 2.6% 5% False False 17,691
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.022
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.090
2.618 3.932
1.618 3.835
1.000 3.775
0.618 3.738
HIGH 3.678
0.618 3.641
0.500 3.630
0.382 3.618
LOW 3.581
0.618 3.521
1.000 3.484
1.618 3.424
2.618 3.327
4.250 3.169
Fisher Pivots for day following 15-Sep-2023
Pivot 1 day 3 day
R1 3.630 3.667
PP 3.618 3.643
S1 3.607 3.619

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

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