NYMEX Natural Gas Future October 2022

Trading Metrics calculated at close of trading on 27-Sep-2022

Day Change Summary
	Previous	Current
	26-Sep-2022	27-Sep-2022	Change	Change %	Previous Week
Open	6.844	6.936	0.092	1.3%	7.737
High	6.970	7.120	0.150	2.2%	8.123
Low	6.526	6.617	0.091	1.4%	6.737
Close	6.903	6.651	-0.252	-3.7%	6.828
Range	0.444	0.503	0.059	13.3%	1.386
ATR	0.575	0.570	-0.005	-0.9%	0.000
Volume	24,604	36,366	11,762	47.8%	476,231

Daily Pivots for day following 27-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	8.305	7.981	6.928
R3	7.802	7.478	6.789
R2	7.299	7.299	6.743
R1	6.975	6.975	6.697	6.886
PP	6.796	6.796	6.796	6.751
S1	6.472	6.472	6.605	6.383
S2	6.293	6.293	6.559
S3	5.790	5.969	6.513
S4	5.287	5.466	6.374

Weekly Pivots for week ending 23-Sep-2022
	Classic	Woodie	Camarilla	DeMark
R4	11.387	10.494	7.590
R3	10.001	9.108	7.209
R2	8.615	8.615	7.082
R1	7.722	7.722	6.955	7.476
PP	7.229	7.229	7.229	7.106
S1	6.336	6.336	6.701	6.090
S2	5.843	5.843	6.574
S3	4.457	4.950	6.447
S4	3.071	3.564	6.066

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	8.123	6.526	1.597	24.0%	0.554	8.3%	8%	False	False	73,909
10	9.238	6.526	2.712	40.8%	0.609	9.2%	5%	False	False	89,820
20	9.394	6.526	2.868	43.1%	0.565	8.5%	4%	False	False	97,326
40	9.987	6.526	3.461	52.0%	0.568	8.5%	4%	False	False	75,522
60	9.987	5.353	4.634	69.7%	0.567	8.5%	28%	False	False	60,904
80	9.987	5.350	4.637	69.7%	0.584	8.8%	28%	False	False	53,747
100	9.987	5.350	4.637	69.7%	0.592	8.9%	28%	False	False	47,298
120	9.987	5.350	4.637	69.7%	0.578	8.7%	28%	False	False	43,995

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	0.107
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	9.258
2.618	8.437
1.618	7.934
1.000	7.623
0.618	7.431
HIGH	7.120
0.618	6.928
0.500	6.869
0.382	6.809
LOW	6.617
0.618	6.306
1.000	6.114
1.618	5.803
2.618	5.300
4.250	4.479

Fisher Pivots for day following 27-Sep-2022
Pivot	1 day	3 day
R1	6.869	6.904
PP	6.796	6.820
S1	6.724	6.735

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