NYMEX Natural Gas Future March 2024


Trading Metrics calculated at close of trading on 11-Dec-2023
Day Change Summary
Previous Current
08-Dec-2023 11-Dec-2023 Change Change % Previous Week
Open 2.384 2.300 -0.084 -3.5% 2.574
High 2.406 2.300 -0.106 -4.4% 2.603
Low 2.327 2.107 -0.220 -9.5% 2.317
Close 2.377 2.233 -0.144 -6.1% 2.377
Range 0.079 0.193 0.114 144.3% 0.286
ATR 0.119 0.129 0.011 9.1% 0.000
Volume 98,734 150,555 51,821 52.5% 362,565
Daily Pivots for day following 11-Dec-2023
Classic Woodie Camarilla DeMark
R4 2.792 2.706 2.339
R3 2.599 2.513 2.286
R2 2.406 2.406 2.268
R1 2.320 2.320 2.251 2.267
PP 2.213 2.213 2.213 2.187
S1 2.127 2.127 2.215 2.074
S2 2.020 2.020 2.198
S3 1.827 1.934 2.180
S4 1.634 1.741 2.127
Weekly Pivots for week ending 08-Dec-2023
Classic Woodie Camarilla DeMark
R4 3.290 3.120 2.534
R3 3.004 2.834 2.456
R2 2.718 2.718 2.429
R1 2.548 2.548 2.403 2.490
PP 2.432 2.432 2.432 2.404
S1 2.262 2.262 2.351 2.204
S2 2.146 2.146 2.325
S3 1.860 1.976 2.298
S4 1.574 1.690 2.220
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.603 2.107 0.496 22.2% 0.138 6.2% 25% False True 92,564
10 2.784 2.107 0.677 30.3% 0.120 5.4% 19% False True 68,939
20 3.203 2.107 1.096 49.1% 0.120 5.4% 11% False True 52,220
40 3.520 2.107 1.413 63.3% 0.113 5.1% 9% False True 40,937
60 3.588 2.107 1.481 66.3% 0.106 4.7% 9% False True 34,819
80 3.588 2.107 1.481 66.3% 0.100 4.5% 9% False True 29,803
100 3.650 2.107 1.543 69.1% 0.094 4.2% 8% False True 25,886
120 3.650 2.107 1.543 69.1% 0.092 4.1% 8% False True 22,795
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 0.025
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3.120
2.618 2.805
1.618 2.612
1.000 2.493
0.618 2.419
HIGH 2.300
0.618 2.226
0.500 2.204
0.382 2.181
LOW 2.107
0.618 1.988
1.000 1.914
1.618 1.795
2.618 1.602
4.250 1.287
Fisher Pivots for day following 11-Dec-2023
Pivot 1 day 3 day
R1 2.223 2.266
PP 2.213 2.255
S1 2.204 2.244

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

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