NYMEX Natural Gas Future December 2022

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

Day Change Summary
	Previous	Current
	26-Oct-2022	27-Oct-2022	Change	Change %	Previous Week
Open	6.259	6.190	-0.069	-1.1%	6.680
High	6.265	6.198	-0.067	-1.1%	6.737
Low	5.828	5.710	-0.118	-2.0%	5.393
Close	6.119	5.875	-0.244	-4.0%	5.472
Range	0.437	0.488	0.051	11.7%	1.344
ATR	0.442	0.445	0.003	0.7%	0.000
Volume	125,690	118,808	-6,882	-5.5%	325,971

Daily Pivots for day following 27-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	7.392	7.121	6.143
R3	6.904	6.633	6.009
R2	6.416	6.416	5.964
R1	6.145	6.145	5.920	6.037
PP	5.928	5.928	5.928	5.873
S1	5.657	5.657	5.830	5.549
S2	5.440	5.440	5.786
S3	4.952	5.169	5.741
S4	4.464	4.681	5.607

Weekly Pivots for week ending 21-Oct-2022
	Classic	Woodie	Camarilla	DeMark
R4	9.899	9.030	6.211
R3	8.555	7.686	5.842
R2	7.211	7.211	5.718
R1	6.342	6.342	5.595	6.105
PP	5.867	5.867	5.867	5.749
S1	4.998	4.998	5.349	4.761
S2	4.523	4.523	5.226
S3	3.179	3.654	5.102
S4	1.835	2.310	4.733

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6.281	5.345	0.936	15.9%	0.487	8.3%	57%	False	False	105,475
10	7.051	5.345	1.706	29.0%	0.414	7.0%	31%	False	False	82,538
20	7.436	5.345	2.091	35.6%	0.402	6.8%	25%	False	False	62,910
40	9.587	5.345	4.242	72.2%	0.473	8.1%	12%	False	False	44,427
60	10.119	5.345	4.774	81.3%	0.485	8.3%	11%	False	False	34,662
80	10.119	5.345	4.774	81.3%	0.504	8.6%	11%	False	False	29,489
100	10.119	5.345	4.774	81.3%	0.526	9.0%	11%	False	False	26,392
120	10.119	5.345	4.774	81.3%	0.533	9.1%	11%	False	False	23,491

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	0.062
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	8.272
2.618	7.476
1.618	6.988
1.000	6.686
0.618	6.500
HIGH	6.198
0.618	6.012
0.500	5.954
0.382	5.896
LOW	5.710
0.618	5.408
1.000	5.222
1.618	4.920
2.618	4.432
4.250	3.636

Fisher Pivots for day following 27-Oct-2022
Pivot	1 day	3 day
R1	5.954	5.996
PP	5.928	5.955
S1	5.901	5.915

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