NYMEX Natural Gas Future May 2024

Trading Metrics calculated at close of trading on 01-Dec-2023

Day Change Summary
	Previous	Current
	30-Nov-2023	01-Dec-2023	Change	Change %	Previous Week
Open	2.660	2.664	0.004	0.2%	2.732
High	2.688	2.686	-0.002	-0.1%	2.776
Low	2.623	2.615	-0.008	-0.3%	2.615
Close	2.658	2.662	0.004	0.2%	2.662
Range	0.065	0.071	0.006	9.2%	0.161
ATR	0.089	0.087	-0.001	-1.4%	0.000
Volume	17,736	19,286	1,550	8.7%	80,928

Daily Pivots for day following 01-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	2.867	2.836	2.701
R3	2.796	2.765	2.682
R2	2.725	2.725	2.675
R1	2.694	2.694	2.669	2.674
PP	2.654	2.654	2.654	2.645
S1	2.623	2.623	2.655	2.603
S2	2.583	2.583	2.649
S3	2.512	2.552	2.642
S4	2.441	2.481	2.623

Weekly Pivots for week ending 01-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	3.167	3.076	2.751
R3	3.006	2.915	2.706
R2	2.845	2.845	2.692
R1	2.754	2.754	2.677	2.719
PP	2.684	2.684	2.684	2.667
S1	2.593	2.593	2.647	2.558
S2	2.523	2.523	2.632
S3	2.362	2.432	2.618
S4	2.201	2.271	2.573

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.776	2.615	0.161	6.0%	0.077	2.9%	29%	False	True	16,185
10	2.975	2.615	0.360	13.5%	0.080	3.0%	13%	False	True	14,790
20	3.343	2.615	0.728	27.3%	0.085	3.2%	6%	False	True	17,048
40	3.343	2.615	0.728	27.3%	0.084	3.2%	6%	False	True	14,725
60	3.343	2.615	0.728	27.3%	0.077	2.9%	6%	False	True	12,537
80	3.343	2.615	0.728	27.3%	0.074	2.8%	6%	False	True	10,730

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.023
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	2.988
2.618	2.872
1.618	2.801
1.000	2.757
0.618	2.730
HIGH	2.686
0.618	2.659
0.500	2.651
0.382	2.642
LOW	2.615
0.618	2.571
1.000	2.544
1.618	2.500
2.618	2.429
4.250	2.313

Fisher Pivots for day following 01-Dec-2023
Pivot	1 day	3 day
R1	2.658	2.661
PP	2.654	2.659
S1	2.651	2.658

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