NYMEX Natural Gas Future February 2024

Trading Metrics calculated at close of trading on 06-Sep-2023

Day Change Summary
	Previous	Current
	05-Sep-2023	06-Sep-2023	Change	Change %	Previous Week
Open	3.660	3.617	-0.043	-1.2%	3.869
High	3.678	3.639	-0.039	-1.1%	3.896
Low	3.598	3.573	-0.025	-0.7%	3.628
Close	3.634	3.605	-0.029	-0.8%	3.710
Range	0.080	0.066	-0.014	-17.5%	0.268
ATR	0.099	0.097	-0.002	-2.4%	0.000
Volume	10,096	9,718	-378	-3.7%	52,006

Daily Pivots for day following 06-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	3.804	3.770	3.641
R3	3.738	3.704	3.623
R2	3.672	3.672	3.617
R1	3.638	3.638	3.611	3.622
PP	3.606	3.606	3.606	3.598
S1	3.572	3.572	3.599	3.556
S2	3.540	3.540	3.593
S3	3.474	3.506	3.587
S4	3.408	3.440	3.569

Weekly Pivots for week ending 01-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	4.549	4.397	3.857
R3	4.281	4.129	3.784
R2	4.013	4.013	3.759
R1	3.861	3.861	3.735	3.803
PP	3.745	3.745	3.745	3.716
S1	3.593	3.593	3.685	3.535
S2	3.477	3.477	3.661
S3	3.209	3.325	3.636
S4	2.941	3.057	3.563

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.812	3.573	0.239	6.6%	0.100	2.8%	13%	False	True	9,862
10	3.896	3.573	0.323	9.0%	0.109	3.0%	10%	False	True	9,209
20	3.993	3.573	0.420	11.7%	0.098	2.7%	8%	False	True	8,233
40	3.993	3.573	0.420	11.7%	0.085	2.4%	8%	False	True	6,688
60	3.993	3.562	0.431	12.0%	0.086	2.4%	10%	False	False	6,020
80	3.993	3.495	0.498	13.8%	0.090	2.5%	22%	False	False	6,071

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	0.029
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	3.920
2.618	3.812
1.618	3.746
1.000	3.705
0.618	3.680
HIGH	3.639
0.618	3.614
0.500	3.606
0.382	3.598
LOW	3.573
0.618	3.532
1.000	3.507
1.618	3.466
2.618	3.400
4.250	3.293

Fisher Pivots for day following 06-Sep-2023
Pivot	1 day	3 day
R1	3.606	3.683
PP	3.606	3.657
S1	3.605	3.631

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