NYMEX Natural Gas Future April 2024

Trading Metrics calculated at close of trading on 21-Sep-2023

Day Change Summary
	Previous	Current
	20-Sep-2023	21-Sep-2023	Change	Change %	Previous Week
Open	3.031	2.986	-0.045	-1.5%	3.049
High	3.056	3.016	-0.040	-1.3%	3.091
Low	2.986	2.959	-0.027	-0.9%	2.978
Close	2.992	2.968	-0.024	-0.8%	2.990
Range	0.070	0.057	-0.013	-18.6%	0.113
ATR	0.068	0.067	-0.001	-1.2%	0.000
Volume	18,634	19,100	466	2.5%	86,035

Daily Pivots for day following 21-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	3.152	3.117	2.999
R3	3.095	3.060	2.984
R2	3.038	3.038	2.978
R1	3.003	3.003	2.973	2.992
PP	2.981	2.981	2.981	2.976
S1	2.946	2.946	2.963	2.935
S2	2.924	2.924	2.958
S3	2.867	2.889	2.952
S4	2.810	2.832	2.937

Weekly Pivots for week ending 15-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	3.359	3.287	3.052
R3	3.246	3.174	3.021
R2	3.133	3.133	3.011
R1	3.061	3.061	3.000	3.041
PP	3.020	3.020	3.020	3.009
S1	2.948	2.948	2.980	2.928
S2	2.907	2.907	2.969
S3	2.794	2.835	2.959
S4	2.681	2.722	2.928

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.080	2.959	0.121	4.1%	0.066	2.2%	7%	False	True	16,354
10	3.091	2.959	0.132	4.4%	0.061	2.1%	7%	False	True	16,625
20	3.212	2.959	0.253	8.5%	0.070	2.4%	4%	False	True	15,096
40	3.292	2.959	0.333	11.2%	0.068	2.3%	3%	False	True	13,419
60	3.292	2.959	0.333	11.2%	0.067	2.3%	3%	False	True	11,298

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	0.015
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.258
2.618	3.165
1.618	3.108
1.000	3.073
0.618	3.051
HIGH	3.016
0.618	2.994
0.500	2.988
0.382	2.981
LOW	2.959
0.618	2.924
1.000	2.902
1.618	2.867
2.618	2.810
4.250	2.717

Fisher Pivots for day following 21-Sep-2023
Pivot	1 day	3 day
R1	2.988	3.020
PP	2.981	3.002
S1	2.975	2.985

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