NYMEX Natural Gas Future January 2024


Trading Metrics calculated at close of trading on 27-Nov-2023
Day Change Summary
Previous Current
24-Nov-2023 27-Nov-2023 Change Change % Previous Week
Open 3.035 2.924 -0.111 -3.7% 3.115
High 3.095 2.956 -0.139 -4.5% 3.134
Low 2.933 2.867 -0.066 -2.3% 2.933
Close 2.999 2.946 -0.053 -1.8% 2.999
Range 0.162 0.089 -0.073 -45.1% 0.201
ATR 0.142 0.141 -0.001 -0.5% 0.000
Volume 118,865 164,406 45,541 38.3% 511,349
Daily Pivots for day following 27-Nov-2023
Classic Woodie Camarilla DeMark
R4 3.190 3.157 2.995
R3 3.101 3.068 2.970
R2 3.012 3.012 2.962
R1 2.979 2.979 2.954 2.996
PP 2.923 2.923 2.923 2.931
S1 2.890 2.890 2.938 2.907
S2 2.834 2.834 2.930
S3 2.745 2.801 2.922
S4 2.656 2.712 2.897
Weekly Pivots for week ending 24-Nov-2023
Classic Woodie Camarilla DeMark
R4 3.625 3.513 3.110
R3 3.424 3.312 3.054
R2 3.223 3.223 3.036
R1 3.111 3.111 3.017 3.067
PP 3.022 3.022 3.022 3.000
S1 2.910 2.910 2.981 2.866
S2 2.821 2.821 2.962
S3 2.620 2.709 2.944
S4 2.419 2.508 2.888
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.134 2.867 0.267 9.1% 0.107 3.6% 30% False True 135,151
10 3.465 2.867 0.598 20.3% 0.144 4.9% 13% False True 132,751
20 3.865 2.867 0.998 33.9% 0.143 4.9% 8% False True 114,585
40 3.975 2.867 1.108 37.6% 0.132 4.5% 7% False True 86,195
60 3.975 2.867 1.108 37.6% 0.116 3.9% 7% False True 69,521
80 4.090 2.867 1.223 41.5% 0.113 3.8% 6% False True 58,160
100 4.090 2.867 1.223 41.5% 0.105 3.6% 6% False True 49,934
120 4.090 2.867 1.223 41.5% 0.103 3.5% 6% False True 44,364
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.039
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 3.334
2.618 3.189
1.618 3.100
1.000 3.045
0.618 3.011
HIGH 2.956
0.618 2.922
0.500 2.912
0.382 2.901
LOW 2.867
0.618 2.812
1.000 2.778
1.618 2.723
2.618 2.634
4.250 2.489
Fisher Pivots for day following 27-Nov-2023
Pivot 1 day 3 day
R1 2.935 2.981
PP 2.923 2.969
S1 2.912 2.958

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

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