NYMEX Natural Gas Future February 2024

Trading Metrics calculated at close of trading on 21-Nov-2023

Day Change Summary
	Previous	Current
	20-Nov-2023	21-Nov-2023	Change	Change %	Previous Week
Open	3.065	3.004	-0.061	-2.0%	3.262
High	3.086	3.034	-0.052	-1.7%	3.405
Low	2.995	2.941	-0.054	-1.8%	3.024
Close	3.008	2.947	-0.061	-2.0%	3.085
Range	0.091	0.093	0.002	2.2%	0.381
ATR	0.141	0.137	-0.003	-2.4%	0.000
Volume	32,313	45,740	13,427	41.6%	179,730

Daily Pivots for day following 21-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	3.253	3.193	2.998
R3	3.160	3.100	2.973
R2	3.067	3.067	2.964
R1	3.007	3.007	2.956	2.991
PP	2.974	2.974	2.974	2.966
S1	2.914	2.914	2.938	2.898
S2	2.881	2.881	2.930
S3	2.788	2.821	2.921
S4	2.695	2.728	2.896

Weekly Pivots for week ending 17-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	4.314	4.081	3.295
R3	3.933	3.700	3.190
R2	3.552	3.552	3.155
R1	3.319	3.319	3.120	3.245
PP	3.171	3.171	3.171	3.135
S1	2.938	2.938	3.050	2.864
S2	2.790	2.790	3.015
S3	2.409	2.557	2.980
S4	2.028	2.176	2.875

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.388	2.941	0.447	15.2%	0.151	5.1%	1%	False	True	37,891
10	3.463	2.941	0.522	17.7%	0.139	4.7%	1%	False	True	36,110
20	3.792	2.941	0.851	28.9%	0.141	4.8%	1%	False	True	31,367
40	3.892	2.941	0.951	32.3%	0.123	4.2%	1%	False	True	24,838
60	3.892	2.941	0.951	32.3%	0.111	3.8%	1%	False	True	20,252
80	3.993	2.941	1.052	35.7%	0.106	3.6%	1%	False	True	16,856
100	3.993	2.941	1.052	35.7%	0.099	3.4%	1%	False	True	14,382
120	3.993	2.941	1.052	35.7%	0.097	3.3%	1%	False	True	12,918

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.029
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.429
2.618	3.277
1.618	3.184
1.000	3.127
0.618	3.091
HIGH	3.034
0.618	2.998
0.500	2.988
0.382	2.977
LOW	2.941
0.618	2.884
1.000	2.848
1.618	2.791
2.618	2.698
4.250	2.546

Fisher Pivots for day following 21-Nov-2023
Pivot	1 day	3 day
R1	2.988	3.082
PP	2.974	3.037
S1	2.961	2.992

Download as Excel Spreadsheet

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

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