NYMEX Natural Gas Future June 2024

Trading Metrics calculated at close of trading on 30-Nov-2023

Day Change Summary
	Previous	Current
	29-Nov-2023	30-Nov-2023	Change	Change %	Previous Week
Open	2.804	2.804	0.000	0.0%	2.971
High	2.838	2.826	-0.012	-0.4%	3.004
Low	2.781	2.762	-0.019	-0.7%	2.868
Close	2.808	2.801	-0.007	-0.2%	2.925
Range	0.057	0.064	0.007	12.3%	0.136
ATR	0.086	0.084	-0.002	-1.8%	0.000
Volume	7,676	11,411	3,735	48.7%	23,451

Daily Pivots for day following 30-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	2.988	2.959	2.836
R3	2.924	2.895	2.819
R2	2.860	2.860	2.813
R1	2.831	2.831	2.807	2.814
PP	2.796	2.796	2.796	2.788
S1	2.767	2.767	2.795	2.750
S2	2.732	2.732	2.789
S3	2.668	2.703	2.783
S4	2.604	2.639	2.766

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	2.762	0.202	7.2%	0.078	2.8%	19%	False	True	8,050
10	3.211	2.762	0.449	16.0%	0.083	3.0%	9%	False	True	7,316
20	3.446	2.762	0.684	24.4%	0.082	2.9%	6%	False	True	6,836
40	3.446	2.762	0.684	24.4%	0.081	2.9%	6%	False	True	5,966
60	3.446	2.762	0.684	24.4%	0.072	2.6%	6%	False	True	5,057

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

Fibonacci Retracements and Extensions
4.250	3.098
2.618	2.994
1.618	2.930
1.000	2.890
0.618	2.866
HIGH	2.826
0.618	2.802
0.500	2.794
0.382	2.786
LOW	2.762
0.618	2.722
1.000	2.698
1.618	2.658
2.618	2.594
4.250	2.490

Fisher Pivots for day following 30-Nov-2023
Pivot	1 day	3 day
R1	2.799	2.839
PP	2.796	2.826
S1	2.794	2.814

Download as Excel Spreadsheet

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

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