NYMEX Natural Gas Future May 2024

Trading Metrics calculated at close of trading on 24-Nov-2023

Day Change Summary
	Previous	Current
	22-Nov-2023	24-Nov-2023	Change	Change %	Previous Week
Open	2.773	2.796	0.023	0.8%	2.849
High	2.810	2.840	0.030	1.1%	2.883
Low	2.754	2.742	-0.012	-0.4%	2.742
Close	2.800	2.790	-0.010	-0.4%	2.790
Range	0.056	0.098	0.042	75.0%	0.141
ATR	0.089	0.090	0.001	0.7%	0.000
Volume	11,777	13,440	1,663	14.1%	49,835

Daily Pivots for day following 24-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	3.085	3.035	2.844
R3	2.987	2.937	2.817
R2	2.889	2.889	2.808
R1	2.839	2.839	2.799	2.815
PP	2.791	2.791	2.791	2.779
S1	2.741	2.741	2.781	2.717
S2	2.693	2.693	2.772
S3	2.595	2.643	2.763
S4	2.497	2.545	2.736

Weekly Pivots for week ending 24-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	3.228	3.150	2.868
R3	3.087	3.009	2.829
R2	2.946	2.946	2.816
R1	2.868	2.868	2.803	2.837
PP	2.805	2.805	2.805	2.789
S1	2.727	2.727	2.777	2.696
S2	2.664	2.664	2.764
S3	2.523	2.586	2.751
S4	2.382	2.445	2.712

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.975	2.742	0.233	8.4%	0.082	2.9%	21%	False	True	13,394
10	3.116	2.742	0.374	13.4%	0.089	3.2%	13%	False	True	15,155
20	3.343	2.742	0.601	21.5%	0.092	3.3%	8%	False	True	16,956
40	3.343	2.742	0.601	21.5%	0.085	3.1%	8%	False	True	14,408
60	3.343	2.742	0.601	21.5%	0.076	2.7%	8%	False	True	11,617
80	3.343	2.742	0.601	21.5%	0.073	2.6%	8%	False	True	10,178

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.024
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3.257
2.618	3.097
1.618	2.999
1.000	2.938
0.618	2.901
HIGH	2.840
0.618	2.803
0.500	2.791
0.382	2.779
LOW	2.742
0.618	2.681
1.000	2.644
1.618	2.583
2.618	2.485
4.250	2.326

Fisher Pivots for day following 24-Nov-2023
Pivot	1 day	3 day
R1	2.791	2.791
PP	2.791	2.791
S1	2.790	2.790

Download as Excel Spreadsheet

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

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