NYMEX Natural Gas Future December 2023
| Trading Metrics calculated at close of trading on 27-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2023 |
27-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
2.897 |
2.778 |
-0.119 |
-4.1% |
2.957 |
| High |
2.951 |
2.820 |
-0.131 |
-4.4% |
2.959 |
| Low |
2.798 |
2.709 |
-0.089 |
-3.2% |
2.798 |
| Close |
2.855 |
2.794 |
-0.061 |
-2.1% |
2.855 |
| Range |
0.153 |
0.111 |
-0.042 |
-27.5% |
0.161 |
| ATR |
0.151 |
0.151 |
0.000 |
-0.3% |
0.000 |
| Volume |
34,118 |
67,039 |
32,921 |
96.5% |
310,717 |
|
| Daily Pivots for day following 27-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.107 |
3.062 |
2.855 |
|
| R3 |
2.996 |
2.951 |
2.825 |
|
| R2 |
2.885 |
2.885 |
2.814 |
|
| R1 |
2.840 |
2.840 |
2.804 |
2.863 |
| PP |
2.774 |
2.774 |
2.774 |
2.786 |
| S1 |
2.729 |
2.729 |
2.784 |
2.752 |
| S2 |
2.663 |
2.663 |
2.774 |
|
| S3 |
2.552 |
2.618 |
2.763 |
|
| S4 |
2.441 |
2.507 |
2.733 |
|
|
| Weekly Pivots for week ending 24-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.354 |
3.265 |
2.944 |
|
| R3 |
3.193 |
3.104 |
2.899 |
|
| R2 |
3.032 |
3.032 |
2.885 |
|
| R1 |
2.943 |
2.943 |
2.870 |
2.907 |
| PP |
2.871 |
2.871 |
2.871 |
2.853 |
| S1 |
2.782 |
2.782 |
2.840 |
2.746 |
| S2 |
2.710 |
2.710 |
2.825 |
|
| S3 |
2.549 |
2.621 |
2.811 |
|
| S4 |
2.388 |
2.460 |
2.766 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.959 |
2.709 |
0.250 |
8.9% |
0.108 |
3.9% |
34% |
False |
True |
75,551 |
| 10 |
3.275 |
2.709 |
0.566 |
20.3% |
0.157 |
5.6% |
15% |
False |
True |
118,331 |
| 20 |
3.630 |
2.709 |
0.921 |
33.0% |
0.155 |
5.5% |
9% |
False |
True |
135,751 |
| 40 |
3.756 |
2.709 |
1.047 |
37.5% |
0.142 |
5.1% |
8% |
False |
True |
114,096 |
| 60 |
3.756 |
2.709 |
1.047 |
37.5% |
0.124 |
4.4% |
8% |
False |
True |
87,816 |
| 80 |
3.902 |
2.709 |
1.193 |
42.7% |
0.121 |
4.3% |
7% |
False |
True |
70,873 |
| 100 |
3.902 |
2.709 |
1.193 |
42.7% |
0.113 |
4.0% |
7% |
False |
True |
59,212 |
| 120 |
3.902 |
2.709 |
1.193 |
42.7% |
0.110 |
3.9% |
7% |
False |
True |
50,939 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.292 |
|
2.618 |
3.111 |
|
1.618 |
3.000 |
|
1.000 |
2.931 |
|
0.618 |
2.889 |
|
HIGH |
2.820 |
|
0.618 |
2.778 |
|
0.500 |
2.765 |
|
0.382 |
2.751 |
|
LOW |
2.709 |
|
0.618 |
2.640 |
|
1.000 |
2.598 |
|
1.618 |
2.529 |
|
2.618 |
2.418 |
|
4.250 |
2.237 |
|
|
| Fisher Pivots for day following 27-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2.784 |
2.830 |
| PP |
2.774 |
2.818 |
| S1 |
2.765 |
2.806 |
|