NYMEX Natural Gas Future June 2024

Trading Metrics calculated at close of trading on 11-Dec-2023

Day Change Summary
	Previous	Current
	08-Dec-2023	11-Dec-2023	Change	Change %	Previous Week
Open	2.571	2.495	-0.076	-3.0%	2.744
High	2.601	2.497	-0.104	-4.0%	2.789
Low	2.519	2.322	-0.197	-7.8%	2.519
Close	2.570	2.432	-0.138	-5.4%	2.570
Range	0.082	0.175	0.093	113.4%	0.270
ATR	0.092	0.104	0.011	12.0%	0.000
Volume	12,510	22,282	9,772	78.1%	64,075

Daily Pivots for day following 11-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	2.942	2.862	2.528
R3	2.767	2.687	2.480
R2	2.592	2.592	2.464
R1	2.512	2.512	2.448	2.465
PP	2.417	2.417	2.417	2.393
S1	2.337	2.337	2.416	2.290
S2	2.242	2.242	2.400
S3	2.067	2.162	2.384
S4	1.892	1.987	2.336

Weekly Pivots for week ending 08-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	3.436	3.273	2.719
R3	3.166	3.003	2.644
R2	2.896	2.896	2.620
R1	2.733	2.733	2.595	2.680
PP	2.626	2.626	2.626	2.599
S1	2.463	2.463	2.545	2.410
S2	2.356	2.356	2.521
S3	2.086	2.193	2.496
S4	1.816	1.923	2.422

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.789	2.322	0.467	19.2%	0.123	5.0%	24%	False	True	15,116
10	2.915	2.322	0.593	24.4%	0.099	4.1%	19%	False	True	12,181
20	3.234	2.322	0.912	37.5%	0.092	3.8%	12%	False	True	9,259
40	3.446	2.322	1.124	46.2%	0.085	3.5%	10%	False	True	7,323
60	3.446	2.322	1.124	46.2%	0.078	3.2%	10%	False	True	6,384

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.020
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.241
2.618	2.955
1.618	2.780
1.000	2.672
0.618	2.605
HIGH	2.497
0.618	2.430
0.500	2.410
0.382	2.389
LOW	2.322
0.618	2.214
1.000	2.147
1.618	2.039
2.618	1.864
4.250	1.578

Fisher Pivots for day following 11-Dec-2023
Pivot	1 day	3 day
R1	2.425	2.476
PP	2.417	2.461
S1	2.410	2.447

Download as Excel Spreadsheet

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

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