NYMEX Natural Gas Future June 2024

Trading Metrics calculated at close of trading on 17-Nov-2023

Day Change Summary
	Previous	Current
	16-Nov-2023	17-Nov-2023	Change	Change %	Previous Week
Open	3.173	3.085	-0.088	-2.8%	3.168
High	3.211	3.090	-0.121	-3.8%	3.234
Low	3.064	2.975	-0.089	-2.9%	2.975
Close	3.092	3.005	-0.087	-2.8%	3.005
Range	0.147	0.115	-0.032	-21.8%	0.259
ATR	0.088	0.090	0.002	2.3%	0.000
Volume	6,795	8,485	1,690	24.9%	33,171

Daily Pivots for day following 17-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	3.368	3.302	3.068
R3	3.253	3.187	3.037
R2	3.138	3.138	3.026
R1	3.072	3.072	3.016	3.048
PP	3.023	3.023	3.023	3.011
S1	2.957	2.957	2.994	2.933
S2	2.908	2.908	2.984
S3	2.793	2.842	2.973
S4	2.678	2.727	2.942

Weekly Pivots for week ending 17-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	3.848	3.686	3.147
R3	3.589	3.427	3.076
R2	3.330	3.330	3.052
R1	3.168	3.168	3.029	3.120
PP	3.071	3.071	3.071	3.047
S1	2.909	2.909	2.981	2.861
S2	2.812	2.812	2.958
S3	2.553	2.650	2.934
S4	2.294	2.391	2.863

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.234	2.975	0.259	8.6%	0.101	3.4%	12%	False	True	6,634
10	3.336	2.975	0.361	12.0%	0.090	3.0%	8%	False	True	6,892
20	3.446	2.975	0.471	15.7%	0.085	2.8%	6%	False	True	6,374
40	3.446	2.975	0.471	15.7%	0.078	2.6%	6%	False	True	5,277
60	3.446	2.975	0.471	15.7%	0.072	2.4%	6%	False	True	4,334

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.016
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.579
2.618	3.391
1.618	3.276
1.000	3.205
0.618	3.161
HIGH	3.090
0.618	3.046
0.500	3.033
0.382	3.019
LOW	2.975
0.618	2.904
1.000	2.860
1.618	2.789
2.618	2.674
4.250	2.486

Fisher Pivots for day following 17-Nov-2023
Pivot	1 day	3 day
R1	3.033	3.099
PP	3.023	3.068
S1	3.014	3.036

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