NYMEX Natural Gas Future June 2024

Trading Metrics calculated at close of trading on 31-Oct-2023

Day Change Summary
	Previous	Current
	30-Oct-2023	31-Oct-2023	Change	Change %	Previous Week
Open	3.191	3.207	0.016	0.5%	3.160
High	3.220	3.380	0.160	5.0%	3.311
Low	3.185	3.200	0.015	0.5%	3.142
Close	3.210	3.373	0.163	5.1%	3.255
Range	0.035	0.180	0.145	414.3%	0.169
ATR	0.070	0.078	0.008	11.1%	0.000
Volume	4,596	16,741	12,145	264.3%	21,017

Daily Pivots for day following 31-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	3.858	3.795	3.472
R3	3.678	3.615	3.423
R2	3.498	3.498	3.406
R1	3.435	3.435	3.390	3.467
PP	3.318	3.318	3.318	3.333
S1	3.255	3.255	3.357	3.287
S2	3.138	3.138	3.340
S3	2.958	3.075	3.324
S4	2.778	2.895	3.274

Weekly Pivots for week ending 27-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	3.743	3.668	3.348
R3	3.574	3.499	3.301
R2	3.405	3.405	3.286
R1	3.330	3.330	3.270	3.368
PP	3.236	3.236	3.236	3.255
S1	3.161	3.161	3.240	3.199
S2	3.067	3.067	3.224
S3	2.898	2.992	3.209
S4	2.729	2.823	3.162

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.380	3.185	0.195	5.8%	0.089	2.6%	96%	True	False	6,966
10	3.380	3.142	0.238	7.1%	0.075	2.2%	97%	True	False	5,123
20	3.427	3.142	0.285	8.4%	0.078	2.3%	81%	False	False	5,149
40	3.427	3.080	0.347	10.3%	0.066	2.0%	84%	False	False	4,053

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.016
Widest range in 52 trading days

Fibonacci Retracements and Extensions
4.250	4.145
2.618	3.851
1.618	3.671
1.000	3.560
0.618	3.491
HIGH	3.380
0.618	3.311
0.500	3.290
0.382	3.269
LOW	3.200
0.618	3.089
1.000	3.020
1.618	2.909
2.618	2.729
4.250	2.435

Fisher Pivots for day following 31-Oct-2023
Pivot	1 day	3 day
R1	3.345	3.343
PP	3.318	3.313
S1	3.290	3.283

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