NYMEX Natural Gas Future March 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	2.900	2.849	-0.051	-1.8%	3.083
High	2.925	2.875	-0.050	-1.7%	3.203
Low	2.843	2.790	-0.053	-1.9%	2.865
Close	2.854	2.800	-0.054	-1.9%	2.924
Range	0.082	0.085	0.003	3.7%	0.338
ATR	0.124	0.121	-0.003	-2.2%	0.000
Volume	25,314	33,977	8,663	34.2%	178,555

Daily Pivots for day following 21-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	3.077	3.023	2.847
R3	2.992	2.938	2.823
R2	2.907	2.907	2.816
R1	2.853	2.853	2.808	2.838
PP	2.822	2.822	2.822	2.814
S1	2.768	2.768	2.792	2.753
S2	2.737	2.737	2.784
S3	2.652	2.683	2.777
S4	2.567	2.598	2.753

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	3.188	2.790	0.398	14.2%	0.135	4.8%	3%	False	True	33,759
10	3.229	2.790	0.439	15.7%	0.122	4.4%	2%	False	True	35,126
20	3.520	2.790	0.730	26.1%	0.122	4.3%	1%	False	True	33,127
40	3.588	2.790	0.798	28.5%	0.109	3.9%	1%	False	True	29,032
60	3.588	2.790	0.798	28.5%	0.098	3.5%	1%	False	True	25,030
80	3.650	2.790	0.860	30.7%	0.094	3.4%	1%	False	True	21,670
100	3.650	2.790	0.860	30.7%	0.089	3.2%	1%	False	True	18,708
120	3.650	2.790	0.860	30.7%	0.088	3.1%	1%	False	True	17,699

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.026
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.236
2.618	3.098
1.618	3.013
1.000	2.960
0.618	2.928
HIGH	2.875
0.618	2.843
0.500	2.833
0.382	2.822
LOW	2.790
0.618	2.737
1.000	2.705
1.618	2.652
2.618	2.567
4.250	2.429

Fisher Pivots for day following 21-Nov-2023
Pivot	1 day	3 day
R1	2.833	2.914
PP	2.822	2.876
S1	2.811	2.838

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