NYMEX Natural Gas Future January 2024

Trading Metrics calculated at close of trading on 05-Dec-2023

Day Change Summary
	Previous	Current
	04-Dec-2023	05-Dec-2023	Change	Change %	Previous Week
Open	2.728	2.699	-0.029	-1.1%	2.924
High	2.752	2.786	0.034	1.2%	2.992
Low	2.649	2.675	0.026	1.0%	2.754
Close	2.694	2.710	0.016	0.6%	2.814
Range	0.103	0.111	0.008	7.8%	0.238
ATR	0.138	0.136	-0.002	-1.4%	0.000
Volume	161,786	119,974	-41,812	-25.8%	774,129

Daily Pivots for day following 05-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	3.057	2.994	2.771
R3	2.946	2.883	2.741
R2	2.835	2.835	2.730
R1	2.772	2.772	2.720	2.804
PP	2.724	2.724	2.724	2.739
S1	2.661	2.661	2.700	2.693
S2	2.613	2.613	2.690
S3	2.502	2.550	2.679
S4	2.391	2.439	2.649

Weekly Pivots for week ending 01-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	3.567	3.429	2.945
R3	3.329	3.191	2.879
R2	3.091	3.091	2.858
R1	2.953	2.953	2.836	2.903
PP	2.853	2.853	2.853	2.829
S1	2.715	2.715	2.792	2.665
S2	2.615	2.615	2.770
S3	2.377	2.477	2.749
S4	2.139	2.239	2.683

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.870	2.649	0.221	8.2%	0.102	3.7%	28%	False	False	140,858
10	3.095	2.649	0.446	16.5%	0.116	4.3%	14%	False	False	144,604
20	3.593	2.649	0.944	34.8%	0.133	4.9%	6%	False	False	133,641
40	3.947	2.649	1.298	47.9%	0.130	4.8%	5%	False	False	100,059
60	3.975	2.649	1.326	48.9%	0.120	4.4%	5%	False	False	81,527
80	4.090	2.649	1.441	53.2%	0.113	4.2%	4%	False	False	67,287
100	4.090	2.649	1.441	53.2%	0.108	4.0%	4%	False	False	57,860
120	4.090	2.649	1.441	53.2%	0.105	3.9%	4%	False	False	51,000

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.036
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	3.258
2.618	3.077
1.618	2.966
1.000	2.897
0.618	2.855
HIGH	2.786
0.618	2.744
0.500	2.731
0.382	2.717
LOW	2.675
0.618	2.606
1.000	2.564
1.618	2.495
2.618	2.384
4.250	2.203

Fisher Pivots for day following 05-Dec-2023
Pivot	1 day	3 day
R1	2.731	2.747
PP	2.724	2.734
S1	2.717	2.722

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