NYMEX Natural Gas Future May 2024

Trading Metrics calculated at close of trading on 30-Nov-2023

Day Change Summary
	Previous	Current
	29-Nov-2023	30-Nov-2023	Change	Change %	Previous Week
Open	2.672	2.660	-0.012	-0.4%	2.849
High	2.700	2.688	-0.012	-0.4%	2.883
Low	2.635	2.623	-0.012	-0.5%	2.742
Close	2.665	2.658	-0.007	-0.3%	2.790
Range	0.065	0.065	0.000	0.0%	0.141
ATR	0.090	0.089	-0.002	-2.0%	0.000
Volume	12,443	17,736	5,293	42.5%	49,835

Daily Pivots for day following 30-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	2.851	2.820	2.694
R3	2.786	2.755	2.676
R2	2.721	2.721	2.670
R1	2.690	2.690	2.664	2.673
PP	2.656	2.656	2.656	2.648
S1	2.625	2.625	2.652	2.608
S2	2.591	2.591	2.646
S3	2.526	2.560	2.640
S4	2.461	2.495	2.622

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	2.840	2.623	0.217	8.2%	0.082	3.1%	16%	False	True	15,016
10	3.098	2.623	0.475	17.9%	0.088	3.3%	7%	False	True	14,858
20	3.343	2.623	0.720	27.1%	0.087	3.3%	5%	False	True	16,655
40	3.343	2.623	0.720	27.1%	0.086	3.3%	5%	False	True	14,890
60	3.343	2.623	0.720	27.1%	0.077	2.9%	5%	False	True	12,325
80	3.343	2.623	0.720	27.1%	0.075	2.8%	5%	False	True	10,675

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.025

Fibonacci Retracements and Extensions
4.250	2.964
2.618	2.858
1.618	2.793
1.000	2.753
0.618	2.728
HIGH	2.688
0.618	2.663
0.500	2.656
0.382	2.648
LOW	2.623
0.618	2.583
1.000	2.558
1.618	2.518
2.618	2.453
4.250	2.347

Fisher Pivots for day following 30-Nov-2023
Pivot	1 day	3 day
R1	2.657	2.700
PP	2.656	2.686
S1	2.656	2.672

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