NYMEX Natural Gas Future May 2024

Trading Metrics calculated at close of trading on 09-Oct-2023

Day Change Summary
	Previous	Current
	06-Oct-2023	09-Oct-2023	Change	Change %	Previous Week
Open	3.183	3.242	0.059	1.9%	3.011
High	3.265	3.326	0.061	1.9%	3.265
Low	3.172	3.232	0.060	1.9%	2.962
Close	3.255	3.251	-0.004	-0.1%	3.255
Range	0.093	0.094	0.001	1.1%	0.303
ATR	0.071	0.072	0.002	2.3%	0.000
Volume	17,301	11,455	-5,846	-33.8%	77,405

Daily Pivots for day following 09-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	3.552	3.495	3.303
R3	3.458	3.401	3.277
R2	3.364	3.364	3.268
R1	3.307	3.307	3.260	3.336
PP	3.270	3.270	3.270	3.284
S1	3.213	3.213	3.242	3.242
S2	3.176	3.176	3.234
S3	3.082	3.119	3.225
S4	2.988	3.025	3.199

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	3.326	2.964	0.362	11.1%	0.096	3.0%	79%	True	False	16,207
10	3.326	2.948	0.378	11.6%	0.078	2.4%	80%	True	False	11,716
20	3.326	2.948	0.378	11.6%	0.067	2.1%	80%	True	False	9,150
40	3.326	2.948	0.378	11.6%	0.065	2.0%	80%	True	False	7,002

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.726
2.618	3.572
1.618	3.478
1.000	3.420
0.618	3.384
HIGH	3.326
0.618	3.290
0.500	3.279
0.382	3.268
LOW	3.232
0.618	3.174
1.000	3.138
1.618	3.080
2.618	2.986
4.250	2.833

Fisher Pivots for day following 09-Oct-2023
Pivot	1 day	3 day
R1	3.279	3.229
PP	3.270	3.207
S1	3.260	3.185

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