NYMEX Natural Gas Future May 2024


Trading Metrics calculated at close of trading on 27-Sep-2023
Day Change Summary
Previous Current
26-Sep-2023 27-Sep-2023 Change Change % Previous Week
Open 3.020 2.969 -0.051 -1.7% 2.989
High 3.020 3.007 -0.013 -0.4% 3.076
Low 2.948 2.967 0.019 0.6% 2.965
Close 2.964 2.985 0.021 0.7% 2.986
Range 0.072 0.040 -0.032 -44.4% 0.111
ATR 0.061 0.059 -0.001 -2.1% 0.000
Volume 8,205 4,713 -3,492 -42.6% 36,384
Daily Pivots for day following 27-Sep-2023
Classic Woodie Camarilla DeMark
R4 3.106 3.086 3.007
R3 3.066 3.046 2.996
R2 3.026 3.026 2.992
R1 3.006 3.006 2.989 3.016
PP 2.986 2.986 2.986 2.992
S1 2.966 2.966 2.981 2.976
S2 2.946 2.946 2.978
S3 2.906 2.926 2.974
S4 2.866 2.886 2.963
Weekly Pivots for week ending 22-Sep-2023
Classic Woodie Camarilla DeMark
R4 3.342 3.275 3.047
R3 3.231 3.164 3.017
R2 3.120 3.120 3.006
R1 3.053 3.053 2.996 3.031
PP 3.009 3.009 3.009 2.998
S1 2.942 2.942 2.976 2.920
S2 2.898 2.898 2.966
S3 2.787 2.831 2.955
S4 2.676 2.720 2.925
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.020 2.948 0.072 2.4% 0.049 1.6% 51% False False 6,530
10 3.096 2.948 0.148 5.0% 0.056 1.9% 25% False False 6,658
20 3.163 2.948 0.215 7.2% 0.059 2.0% 17% False False 5,911
40 3.274 2.948 0.326 10.9% 0.062 2.1% 11% False False 5,891
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.011
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3.177
2.618 3.112
1.618 3.072
1.000 3.047
0.618 3.032
HIGH 3.007
0.618 2.992
0.500 2.987
0.382 2.982
LOW 2.967
0.618 2.942
1.000 2.927
1.618 2.902
2.618 2.862
4.250 2.797
Fisher Pivots for day following 27-Sep-2023
Pivot 1 day 3 day
R1 2.987 2.985
PP 2.986 2.984
S1 2.986 2.984

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

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