NYMEX Natural Gas Future June 2024


Trading Metrics calculated at close of trading on 27-Mar-2024
Day Change Summary
Previous Current
26-Mar-2024 27-Mar-2024 Change Change % Previous Week
Open 2.024 2.012 -0.012 -0.6% 2.066
High 2.057 2.014 -0.043 -2.1% 2.131
Low 2.004 1.943 -0.061 -3.0% 2.019
Close 2.016 1.953 -0.063 -3.1% 2.032
Range 0.053 0.071 0.018 34.0% 0.112
ATR 0.087 0.086 -0.001 -1.1% 0.000
Volume 47,730 47,247 -483 -1.0% 179,270
Daily Pivots for day following 27-Mar-2024
Classic Woodie Camarilla DeMark
R4 2.183 2.139 1.992
R3 2.112 2.068 1.973
R2 2.041 2.041 1.966
R1 1.997 1.997 1.960 1.984
PP 1.970 1.970 1.970 1.963
S1 1.926 1.926 1.946 1.913
S2 1.899 1.899 1.940
S3 1.828 1.855 1.933
S4 1.757 1.784 1.914
Weekly Pivots for week ending 22-Mar-2024
Classic Woodie Camarilla DeMark
R4 2.397 2.326 2.094
R3 2.285 2.214 2.063
R2 2.173 2.173 2.053
R1 2.102 2.102 2.042 2.082
PP 2.061 2.061 2.061 2.050
S1 1.990 1.990 2.022 1.970
S2 1.949 1.949 2.011
S3 1.837 1.878 2.001
S4 1.725 1.766 1.970
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.081 1.943 0.138 7.1% 0.059 3.0% 7% False True 40,459
10 2.148 1.943 0.205 10.5% 0.072 3.7% 5% False True 39,922
20 2.392 1.943 0.449 23.0% 0.080 4.1% 2% False True 42,639
40 2.425 1.930 0.495 25.3% 0.088 4.5% 5% False False 38,537
60 2.891 1.930 0.961 49.2% 0.095 4.9% 2% False False 32,728
80 2.891 1.930 0.961 49.2% 0.097 4.9% 2% False False 27,537
100 3.446 1.930 1.516 77.6% 0.094 4.8% 2% False False 23,397
120 3.446 1.930 1.516 77.6% 0.091 4.7% 2% False False 20,347
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.014
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 2.316
2.618 2.200
1.618 2.129
1.000 2.085
0.618 2.058
HIGH 2.014
0.618 1.987
0.500 1.979
0.382 1.970
LOW 1.943
0.618 1.899
1.000 1.872
1.618 1.828
2.618 1.757
4.250 1.641
Fisher Pivots for day following 27-Mar-2024
Pivot 1 day 3 day
R1 1.979 2.000
PP 1.970 1.984
S1 1.962 1.969

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

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