NYMEX Natural Gas Future March 2024

Trading Metrics calculated at close of trading on 02-Oct-2023

Day Change Summary
	Previous	Current
	29-Sep-2023	02-Oct-2023	Change	Change %	Previous Week
Open	3.248	3.216	-0.032	-1.0%	3.240
High	3.278	3.223	-0.055	-1.7%	3.278
Low	3.178	3.153	-0.025	-0.8%	3.151
Close	3.220	3.161	-0.059	-1.8%	3.220
Range	0.100	0.070	-0.030	-30.0%	0.127
ATR	0.076	0.076	0.000	-0.6%	0.000
Volume	18,501	16,619	-1,882	-10.2%	88,133

Daily Pivots for day following 02-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	3.389	3.345	3.200
R3	3.319	3.275	3.180
R2	3.249	3.249	3.174
R1	3.205	3.205	3.167	3.192
PP	3.179	3.179	3.179	3.173
S1	3.135	3.135	3.155	3.122
S2	3.109	3.109	3.148
S3	3.039	3.065	3.142
S4	2.969	2.995	3.123

Weekly Pivots for week ending 29-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	3.597	3.536	3.290
R3	3.470	3.409	3.255
R2	3.343	3.343	3.243
R1	3.282	3.282	3.232	3.249
PP	3.216	3.216	3.216	3.200
S1	3.155	3.155	3.208	3.122
S2	3.089	3.089	3.197
S3	2.962	3.028	3.185
S4	2.835	2.901	3.150

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.278	3.151	0.127	4.0%	0.080	2.5%	8%	False	False	18,598
10	3.327	3.151	0.176	5.6%	0.070	2.2%	6%	False	False	17,183
20	3.372	3.151	0.221	7.0%	0.070	2.2%	5%	False	False	17,483
40	3.650	3.151	0.499	15.8%	0.080	2.5%	2%	False	False	15,069
60	3.650	3.151	0.499	15.8%	0.075	2.4%	2%	False	False	12,517
80	3.650	3.151	0.499	15.8%	0.077	2.4%	2%	False	False	12,091

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	0.016
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.521
2.618	3.406
1.618	3.336
1.000	3.293
0.618	3.266
HIGH	3.223
0.618	3.196
0.500	3.188
0.382	3.180
LOW	3.153
0.618	3.110
1.000	3.083
1.618	3.040
2.618	2.970
4.250	2.856

Fisher Pivots for day following 02-Oct-2023
Pivot	1 day	3 day
R1	3.188	3.216
PP	3.179	3.197
S1	3.170	3.179

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