NYMEX Natural Gas Future May 2024

Trading Metrics calculated at close of trading on 20-Nov-2023

Day Change Summary
	Previous	Current
	17-Nov-2023	20-Nov-2023	Change	Change %	Previous Week
Open	2.970	2.849	-0.121	-4.1%	3.045
High	2.975	2.883	-0.092	-3.1%	3.116
Low	2.851	2.811	-0.040	-1.4%	2.851
Close	2.884	2.820	-0.064	-2.2%	2.884
Range	0.124	0.072	-0.052	-41.9%	0.265
ATR	0.096	0.094	-0.002	-1.7%	0.000
Volume	17,137	11,330	-5,807	-33.9%	83,863

Daily Pivots for day following 20-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	3.054	3.009	2.860
R3	2.982	2.937	2.840
R2	2.910	2.910	2.833
R1	2.865	2.865	2.827	2.852
PP	2.838	2.838	2.838	2.831
S1	2.793	2.793	2.813	2.780
S2	2.766	2.766	2.807
S3	2.694	2.721	2.800
S4	2.622	2.649	2.780

Weekly Pivots for week ending 17-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	3.745	3.580	3.030
R3	3.480	3.315	2.957
R2	3.215	3.215	2.933
R1	3.050	3.050	2.908	3.000
PP	2.950	2.950	2.950	2.926
S1	2.785	2.785	2.860	2.735
S2	2.685	2.685	2.835
S3	2.420	2.520	2.811
S4	2.155	2.255	2.738

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.116	2.811	0.305	10.8%	0.109	3.9%	3%	False	True	15,685
10	3.192	2.811	0.381	13.5%	0.096	3.4%	2%	False	True	19,317
20	3.343	2.811	0.532	18.9%	0.092	3.3%	2%	False	True	16,548
40	3.343	2.811	0.532	18.9%	0.084	3.0%	2%	False	True	13,949
60	3.343	2.811	0.532	18.9%	0.077	2.7%	2%	False	True	11,229
80	3.343	2.811	0.532	18.9%	0.073	2.6%	2%	False	True	9,860

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	3.189
2.618	3.071
1.618	2.999
1.000	2.955
0.618	2.927
HIGH	2.883
0.618	2.855
0.500	2.847
0.382	2.839
LOW	2.811
0.618	2.767
1.000	2.739
1.618	2.695
2.618	2.623
4.250	2.505

Fisher Pivots for day following 20-Nov-2023
Pivot	1 day	3 day
R1	2.847	2.955
PP	2.838	2.910
S1	2.829	2.865

Download as Excel Spreadsheet

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

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