NYMEX Natural Gas Future March 2024


Trading Metrics calculated at close of trading on 19-Dec-2023
Day Change Summary
Previous Current
18-Dec-2023 19-Dec-2023 Change Change % Previous Week
Open 2.334 2.319 -0.015 -0.6% 2.300
High 2.384 2.325 -0.059 -2.5% 2.349
Low 2.302 2.182 -0.120 -5.2% 2.098
Close 2.309 2.234 -0.075 -3.2% 2.318
Range 0.082 0.143 0.061 74.4% 0.251
ATR 0.124 0.125 0.001 1.1% 0.000
Volume 60,859 78,430 17,571 28.9% 570,643
Daily Pivots for day following 19-Dec-2023
Classic Woodie Camarilla DeMark
R4 2.676 2.598 2.313
R3 2.533 2.455 2.273
R2 2.390 2.390 2.260
R1 2.312 2.312 2.247 2.280
PP 2.247 2.247 2.247 2.231
S1 2.169 2.169 2.221 2.137
S2 2.104 2.104 2.208
S3 1.961 2.026 2.195
S4 1.818 1.883 2.155
Weekly Pivots for week ending 15-Dec-2023
Classic Woodie Camarilla DeMark
R4 3.008 2.914 2.456
R3 2.757 2.663 2.387
R2 2.506 2.506 2.364
R1 2.412 2.412 2.341 2.459
PP 2.255 2.255 2.255 2.279
S1 2.161 2.161 2.295 2.208
S2 2.004 2.004 2.272
S3 1.753 1.910 2.249
S4 1.502 1.659 2.180
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.384 2.098 0.286 12.8% 0.118 5.3% 48% False False 86,396
10 2.564 2.098 0.466 20.9% 0.130 5.8% 29% False False 98,568
20 2.883 2.098 0.785 35.1% 0.114 5.1% 17% False False 69,995
40 3.520 2.098 1.422 63.7% 0.117 5.3% 10% False False 51,190
60 3.588 2.098 1.490 66.7% 0.111 5.0% 9% False False 42,561
80 3.588 2.098 1.490 66.7% 0.103 4.6% 9% False False 36,002
100 3.650 2.098 1.552 69.5% 0.098 4.4% 9% False False 31,064
120 3.650 2.098 1.552 69.5% 0.093 4.2% 9% False False 27,033
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.023
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 2.933
2.618 2.699
1.618 2.556
1.000 2.468
0.618 2.413
HIGH 2.325
0.618 2.270
0.500 2.254
0.382 2.237
LOW 2.182
0.618 2.094
1.000 2.039
1.618 1.951
2.618 1.808
4.250 1.574
Fisher Pivots for day following 19-Dec-2023
Pivot 1 day 3 day
R1 2.254 2.283
PP 2.247 2.267
S1 2.241 2.250

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

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