NYMEX Natural Gas Future May 2024

Trading Metrics calculated at close of trading on 15-Nov-2023

Day Change Summary
	Previous	Current
	14-Nov-2023	15-Nov-2023	Change	Change %	Previous Week
Open	3.100	3.045	-0.055	-1.8%	3.215
High	3.116	3.112	-0.004	-0.1%	3.232
Low	3.019	3.015	-0.004	-0.1%	3.001
Close	3.043	3.078	0.035	1.2%	3.016
Range	0.097	0.097	0.000	0.0%	0.231
ATR	0.088	0.089	0.001	0.7%	0.000
Volume	16,632	13,354	-3,278	-19.7%	116,137

Daily Pivots for day following 15-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	3.359	3.316	3.131
R3	3.262	3.219	3.105
R2	3.165	3.165	3.096
R1	3.122	3.122	3.087	3.144
PP	3.068	3.068	3.068	3.079
S1	3.025	3.025	3.069	3.047
S2	2.971	2.971	3.060
S3	2.874	2.928	3.051
S4	2.777	2.831	3.025

Weekly Pivots for week ending 10-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	3.776	3.627	3.143
R3	3.545	3.396	3.080
R2	3.314	3.314	3.058
R1	3.165	3.165	3.037	3.124
PP	3.083	3.083	3.083	3.063
S1	2.934	2.934	2.995	2.893
S2	2.852	2.852	2.974
S3	2.621	2.703	2.952
S4	2.390	2.472	2.889

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.116	3.001	0.115	3.7%	0.080	2.6%	67%	False	False	17,851
10	3.343	3.001	0.342	11.1%	0.086	2.8%	23%	False	False	18,452
20	3.343	3.001	0.342	11.1%	0.085	2.7%	23%	False	False	15,705
40	3.343	2.948	0.395	12.8%	0.079	2.6%	33%	False	False	13,231
60	3.343	2.948	0.395	12.8%	0.074	2.4%	33%	False	False	10,625
80	3.343	2.948	0.395	12.8%	0.071	2.3%	33%	False	False	9,378

Crabel Price Patterns
NR	False
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	0.019

Fibonacci Retracements and Extensions
4.250	3.524
2.618	3.366
1.618	3.269
1.000	3.209
0.618	3.172
HIGH	3.112
0.618	3.075
0.500	3.064
0.382	3.052
LOW	3.015
0.618	2.955
1.000	2.918
1.618	2.858
2.618	2.761
4.250	2.603

Fisher Pivots for day following 15-Nov-2023
Pivot	1 day	3 day
R1	3.073	3.074
PP	3.068	3.070
S1	3.064	3.066

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