NYMEX Natural Gas Future March 2024

Trading Metrics calculated at close of trading on 20-Nov-2023

Day Change Summary
	Previous	Current
	17-Nov-2023	20-Nov-2023	Change	Change %	Previous Week
Open	3.001	2.900	-0.101	-3.4%	3.083
High	3.038	2.925	-0.113	-3.7%	3.203
Low	2.865	2.843	-0.022	-0.8%	2.865
Close	2.924	2.854	-0.070	-2.4%	2.924
Range	0.173	0.082	-0.091	-52.6%	0.338
ATR	0.127	0.124	-0.003	-2.5%	0.000
Volume	40,354	25,314	-15,040	-37.3%	178,555

Daily Pivots for day following 20-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	3.120	3.069	2.899
R3	3.038	2.987	2.877
R2	2.956	2.956	2.869
R1	2.905	2.905	2.862	2.890
PP	2.874	2.874	2.874	2.866
S1	2.823	2.823	2.846	2.808
S2	2.792	2.792	2.839
S3	2.710	2.741	2.831
S4	2.628	2.659	2.809

Weekly Pivots for week ending 17-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	4.011	3.806	3.110
R3	3.673	3.468	3.017
R2	3.335	3.335	2.986
R1	3.130	3.130	2.955	3.064
PP	2.997	2.997	2.997	2.964
S1	2.792	2.792	2.893	2.726
S2	2.659	2.659	2.862
S3	2.321	2.454	2.831
S4	1.983	2.116	2.738

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.203	2.843	0.360	12.6%	0.147	5.1%	3%	False	True	33,236
10	3.303	2.843	0.460	16.1%	0.126	4.4%	2%	False	True	35,511
20	3.520	2.843	0.677	23.7%	0.121	4.2%	2%	False	True	32,386
40	3.588	2.843	0.745	26.1%	0.110	3.8%	1%	False	True	28,844
60	3.588	2.843	0.745	26.1%	0.099	3.5%	1%	False	True	24,671
80	3.650	2.843	0.807	28.3%	0.094	3.3%	1%	False	True	21,331
100	3.650	2.843	0.807	28.3%	0.089	3.1%	1%	False	True	18,440
120	3.650	2.843	0.807	28.3%	0.088	3.1%	1%	False	True	17,519

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.025
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	3.274
2.618	3.140
1.618	3.058
1.000	3.007
0.618	2.976
HIGH	2.925
0.618	2.894
0.500	2.884
0.382	2.874
LOW	2.843
0.618	2.792
1.000	2.761
1.618	2.710
2.618	2.628
4.250	2.495

Fisher Pivots for day following 20-Nov-2023
Pivot	1 day	3 day
R1	2.884	3.005
PP	2.874	2.954
S1	2.864	2.904

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