NYMEX Natural Gas Future June 2024

Trading Metrics calculated at close of trading on 28-Nov-2023

Day Change Summary
	Previous	Current
	27-Nov-2023	28-Nov-2023	Change	Change %	Previous Week
Open	2.861	2.910	0.049	1.7%	2.971
High	2.896	2.915	0.019	0.7%	3.004
Low	2.837	2.803	-0.034	-1.2%	2.868
Close	2.895	2.846	-0.049	-1.7%	2.925
Range	0.059	0.112	0.053	89.8%	0.136
ATR	0.085	0.087	0.002	2.2%	0.000
Volume	6,754	8,591	1,837	27.2%	23,451

Daily Pivots for day following 28-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	3.191	3.130	2.908
R3	3.079	3.018	2.877
R2	2.967	2.967	2.867
R1	2.906	2.906	2.856	2.881
PP	2.855	2.855	2.855	2.842
S1	2.794	2.794	2.836	2.769
S2	2.743	2.743	2.825
S3	2.631	2.682	2.815
S4	2.519	2.570	2.784

Weekly Pivots for week ending 24-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	3.340	3.269	3.000
R3	3.204	3.133	2.962
R2	3.068	3.068	2.950
R1	2.997	2.997	2.937	2.965
PP	2.932	2.932	2.932	2.916
S1	2.861	2.861	2.913	2.829
S2	2.796	2.796	2.900
S3	2.660	2.725	2.888
S4	2.524	2.589	2.850

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.964	2.803	0.161	5.7%	0.076	2.7%	27%	False	True	6,604
10	3.234	2.803	0.431	15.1%	0.089	3.1%	10%	False	True	6,678
20	3.446	2.803	0.643	22.6%	0.089	3.1%	7%	False	True	7,033
40	3.446	2.803	0.643	22.6%	0.081	2.9%	7%	False	True	5,771
60	3.446	2.803	0.643	22.6%	0.072	2.5%	7%	False	True	4,806

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.023
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	3.391
2.618	3.208
1.618	3.096
1.000	3.027
0.618	2.984
HIGH	2.915
0.618	2.872
0.500	2.859
0.382	2.846
LOW	2.803
0.618	2.734
1.000	2.691
1.618	2.622
2.618	2.510
4.250	2.327

Fisher Pivots for day following 28-Nov-2023
Pivot	1 day	3 day
R1	2.859	2.884
PP	2.855	2.871
S1	2.850	2.859

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