NYMEX Natural Gas Future December 2023


Trading Metrics calculated at close of trading on 05-Sep-2023
Day Change Summary
Previous Current
01-Sep-2023 05-Sep-2023 Change Change % Previous Week
Open 3.587 3.500 -0.087 -2.4% 3.696
High 3.656 3.515 -0.141 -3.9% 3.731
Low 3.533 3.430 -0.103 -2.9% 3.471
Close 3.548 3.453 -0.095 -2.7% 3.548
Range 0.123 0.085 -0.038 -30.9% 0.260
ATR 0.111 0.111 0.001 0.5% 0.000
Volume 26,914 25,332 -1,582 -5.9% 129,250
Daily Pivots for day following 05-Sep-2023
Classic Woodie Camarilla DeMark
R4 3.721 3.672 3.500
R3 3.636 3.587 3.476
R2 3.551 3.551 3.469
R1 3.502 3.502 3.461 3.484
PP 3.466 3.466 3.466 3.457
S1 3.417 3.417 3.445 3.399
S2 3.381 3.381 3.437
S3 3.296 3.332 3.430
S4 3.211 3.247 3.406
Weekly Pivots for week ending 01-Sep-2023
Classic Woodie Camarilla DeMark
R4 4.363 4.216 3.691
R3 4.103 3.956 3.620
R2 3.843 3.843 3.596
R1 3.696 3.696 3.572 3.640
PP 3.583 3.583 3.583 3.555
S1 3.436 3.436 3.524 3.380
S2 3.323 3.323 3.500
S3 3.063 3.176 3.477
S4 2.803 2.916 3.405
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.678 3.430 0.248 7.2% 0.119 3.5% 9% False True 26,967
10 3.731 3.430 0.301 8.7% 0.121 3.5% 8% False True 22,959
20 3.902 3.430 0.472 13.7% 0.113 3.3% 5% False True 21,379
40 3.902 3.428 0.474 13.7% 0.098 2.8% 5% False False 17,112
60 3.902 3.355 0.547 15.8% 0.098 2.8% 18% False False 14,646
80 3.902 3.306 0.596 17.3% 0.100 2.9% 25% False False 12,797
100 3.902 3.306 0.596 17.3% 0.099 2.9% 25% False False 11,369
120 3.916 3.306 0.610 17.7% 0.102 2.9% 24% False False 10,319
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.032
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 3.876
2.618 3.738
1.618 3.653
1.000 3.600
0.618 3.568
HIGH 3.515
0.618 3.483
0.500 3.473
0.382 3.462
LOW 3.430
0.618 3.377
1.000 3.345
1.618 3.292
2.618 3.207
4.250 3.069
Fisher Pivots for day following 05-Sep-2023
Pivot 1 day 3 day
R1 3.473 3.554
PP 3.466 3.520
S1 3.460 3.487

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

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