NYMEX Natural Gas Future June 2024


Trading Metrics calculated at close of trading on 27-Sep-2023
Day Change Summary
Previous Current
26-Sep-2023 27-Sep-2023 Change Change % Previous Week
Open 3.118 3.103 -0.015 -0.5% 3.104
High 3.142 3.138 -0.004 -0.1% 3.193
Low 3.080 3.097 0.017 0.6% 3.093
Close 3.097 3.116 0.019 0.6% 3.115
Range 0.062 0.041 -0.021 -33.9% 0.100
ATR 0.057 0.056 -0.001 -2.0% 0.000
Volume 3,143 1,700 -1,443 -45.9% 19,934
Daily Pivots for day following 27-Sep-2023
Classic Woodie Camarilla DeMark
R4 3.240 3.219 3.139
R3 3.199 3.178 3.127
R2 3.158 3.158 3.124
R1 3.137 3.137 3.120 3.148
PP 3.117 3.117 3.117 3.122
S1 3.096 3.096 3.112 3.107
S2 3.076 3.076 3.108
S3 3.035 3.055 3.105
S4 2.994 3.014 3.093
Weekly Pivots for week ending 22-Sep-2023
Classic Woodie Camarilla DeMark
R4 3.434 3.374 3.170
R3 3.334 3.274 3.143
R2 3.234 3.234 3.133
R1 3.174 3.174 3.124 3.204
PP 3.134 3.134 3.134 3.149
S1 3.074 3.074 3.106 3.104
S2 3.034 3.034 3.097
S3 2.934 2.974 3.088
S4 2.834 2.874 3.060
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.144 3.080 0.064 2.1% 0.044 1.4% 56% False False 2,894
10 3.205 3.080 0.125 4.0% 0.051 1.6% 29% False False 3,069
20 3.263 3.080 0.183 5.9% 0.055 1.8% 20% False False 2,514
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.013
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3.312
2.618 3.245
1.618 3.204
1.000 3.179
0.618 3.163
HIGH 3.138
0.618 3.122
0.500 3.118
0.382 3.113
LOW 3.097
0.618 3.072
1.000 3.056
1.618 3.031
2.618 2.990
4.250 2.923
Fisher Pivots for day following 27-Sep-2023
Pivot 1 day 3 day
R1 3.118 3.115
PP 3.117 3.113
S1 3.117 3.112

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

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