NYMEX Natural Gas Future June 2024

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

Day Change Summary
	Previous	Current
	19-Oct-2023	20-Oct-2023	Change	Change %	Previous Week
Open	3.274	3.194	-0.080	-2.4%	3.336
High	3.293	3.212	-0.081	-2.5%	3.345
Low	3.194	3.164	-0.030	-0.9%	3.164
Close	3.208	3.191	-0.017	-0.5%	3.191
Range	0.099	0.048	-0.051	-51.5%	0.181
ATR	0.074	0.072	-0.002	-2.5%	0.000
Volume	3,323	3,504	181	5.4%	13,428

Daily Pivots for day following 20-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	3.333	3.310	3.217
R3	3.285	3.262	3.204
R2	3.237	3.237	3.200
R1	3.214	3.214	3.195	3.202
PP	3.189	3.189	3.189	3.183
S1	3.166	3.166	3.187	3.154
S2	3.141	3.141	3.182
S3	3.093	3.118	3.178
S4	3.045	3.070	3.165

Weekly Pivots for week ending 20-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	3.776	3.665	3.291
R3	3.595	3.484	3.241
R2	3.414	3.414	3.224
R1	3.303	3.303	3.208	3.268
PP	3.233	3.233	3.233	3.216
S1	3.122	3.122	3.174	3.087
S2	3.052	3.052	3.158
S3	2.871	2.941	3.141
S4	2.690	2.760	3.091

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.345	3.164	0.181	5.7%	0.071	2.2%	15%	False	True	2,685
10	3.427	3.164	0.263	8.2%	0.074	2.3%	10%	False	True	3,828
20	3.427	3.080	0.347	10.9%	0.071	2.2%	32%	False	False	4,181
40	3.427	3.080	0.347	10.9%	0.065	2.0%	32%	False	False	3,315

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 17 trading days

Fibonacci Retracements and Extensions
4.250	3.416
2.618	3.338
1.618	3.290
1.000	3.260
0.618	3.242
HIGH	3.212
0.618	3.194
0.500	3.188
0.382	3.182
LOW	3.164
0.618	3.134
1.000	3.116
1.618	3.086
2.618	3.038
4.250	2.960

Fisher Pivots for day following 20-Oct-2023
Pivot	1 day	3 day
R1	3.190	3.239
PP	3.189	3.223
S1	3.188	3.207

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