NYMEX Natural Gas Future May 2024

Trading Metrics calculated at close of trading on 18-Sep-2023

Day Change Summary
	Previous	Current
	15-Sep-2023	18-Sep-2023	Change	Change %	Previous Week
Open	3.043	2.989	-0.054	-1.8%	3.034
High	3.056	3.054	-0.002	-0.1%	3.096
Low	2.984	2.978	-0.006	-0.2%	2.984
Close	2.996	3.049	0.053	1.8%	2.996
Range	0.072	0.076	0.004	5.6%	0.112
ATR	0.065	0.065	0.001	1.3%	0.000
Volume	4,608	4,893	285	6.2%	29,054

Daily Pivots for day following 18-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	3.255	3.228	3.091
R3	3.179	3.152	3.070
R2	3.103	3.103	3.063
R1	3.076	3.076	3.056	3.090
PP	3.027	3.027	3.027	3.034
S1	3.000	3.000	3.042	3.014
S2	2.951	2.951	3.035
S3	2.875	2.924	3.028
S4	2.799	2.848	3.007

Weekly Pivots for week ending 15-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	3.361	3.291	3.058
R3	3.249	3.179	3.027
R2	3.137	3.137	3.017
R1	3.067	3.067	3.006	3.046
PP	3.025	3.025	3.025	3.015
S1	2.955	2.955	2.986	2.934
S2	2.913	2.913	2.975
S3	2.801	2.843	2.965
S4	2.689	2.731	2.934

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.096	2.978	0.118	3.9%	0.066	2.2%	60%	False	True	5,810
10	3.096	2.978	0.118	3.9%	0.058	1.9%	60%	False	True	5,436
20	3.214	2.978	0.236	7.7%	0.066	2.2%	30%	False	True	5,018
40	3.274	2.978	0.296	9.7%	0.064	2.1%	24%	False	True	5,286

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.018
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	3.377
2.618	3.253
1.618	3.177
1.000	3.130
0.618	3.101
HIGH	3.054
0.618	3.025
0.500	3.016
0.382	3.007
LOW	2.978
0.618	2.931
1.000	2.902
1.618	2.855
2.618	2.779
4.250	2.655

Fisher Pivots for day following 18-Sep-2023
Pivot	1 day	3 day
R1	3.038	3.045
PP	3.027	3.041
S1	3.016	3.037

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