NYMEX Natural Gas Future May 2024

Trading Metrics calculated at close of trading on 06-Oct-2023

Day Change Summary
	Previous	Current
	05-Oct-2023	06-Oct-2023	Change	Change %	Previous Week
Open	3.049	3.183	0.134	4.4%	3.011
High	3.197	3.265	0.068	2.1%	3.265
Low	3.044	3.172	0.128	4.2%	2.962
Close	3.159	3.255	0.096	3.0%	3.255
Range	0.153	0.093	-0.060	-39.2%	0.303
ATR	0.068	0.071	0.003	4.0%	0.000
Volume	25,915	17,301	-8,614	-33.2%	77,405

Daily Pivots for day following 06-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	3.510	3.475	3.306
R3	3.417	3.382	3.281
R2	3.324	3.324	3.272
R1	3.289	3.289	3.264	3.307
PP	3.231	3.231	3.231	3.239
S1	3.196	3.196	3.246	3.214
S2	3.138	3.138	3.238
S3	3.045	3.103	3.229
S4	2.952	3.010	3.204

Weekly Pivots for week ending 06-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	4.070	3.965	3.422
R3	3.767	3.662	3.338
R2	3.464	3.464	3.311
R1	3.359	3.359	3.283	3.412
PP	3.161	3.161	3.161	3.187
S1	3.056	3.056	3.227	3.109
S2	2.858	2.858	3.199
S3	2.555	2.753	3.172
S4	2.252	2.450	3.088

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.265	2.962	0.303	9.3%	0.088	2.7%	97%	True	False	15,481
10	3.265	2.948	0.317	9.7%	0.073	2.3%	97%	True	False	11,101
20	3.265	2.948	0.317	9.7%	0.065	2.0%	97%	True	False	8,822
40	3.273	2.948	0.325	10.0%	0.065	2.0%	94%	False	False	6,920

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	0.008
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.660
2.618	3.508
1.618	3.415
1.000	3.358
0.618	3.322
HIGH	3.265
0.618	3.229
0.500	3.219
0.382	3.208
LOW	3.172
0.618	3.115
1.000	3.079
1.618	3.022
2.618	2.929
4.250	2.777

Fisher Pivots for day following 06-Oct-2023
Pivot	1 day	3 day
R1	3.243	3.219
PP	3.231	3.182
S1	3.219	3.146

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