NYMEX Natural Gas Future December 2023
| Trading Metrics calculated at close of trading on 28-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2023 |
28-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
2.778 |
2.790 |
0.012 |
0.4% |
2.957 |
| High |
2.820 |
2.815 |
-0.005 |
-0.2% |
2.959 |
| Low |
2.709 |
2.669 |
-0.040 |
-1.5% |
2.798 |
| Close |
2.794 |
2.706 |
-0.088 |
-3.1% |
2.855 |
| Range |
0.111 |
0.146 |
0.035 |
31.5% |
0.161 |
| ATR |
0.151 |
0.151 |
0.000 |
-0.2% |
0.000 |
| Volume |
67,039 |
4,140 |
-62,899 |
-93.8% |
310,717 |
|
| Daily Pivots for day following 28-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.168 |
3.083 |
2.786 |
|
| R3 |
3.022 |
2.937 |
2.746 |
|
| R2 |
2.876 |
2.876 |
2.733 |
|
| R1 |
2.791 |
2.791 |
2.719 |
2.761 |
| PP |
2.730 |
2.730 |
2.730 |
2.715 |
| S1 |
2.645 |
2.645 |
2.693 |
2.615 |
| S2 |
2.584 |
2.584 |
2.679 |
|
| S3 |
2.438 |
2.499 |
2.666 |
|
| S4 |
2.292 |
2.353 |
2.626 |
|
|
| 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 |
2.951 |
2.669 |
0.282 |
10.4% |
0.119 |
4.4% |
13% |
False |
True |
53,638 |
| 10 |
3.275 |
2.669 |
0.606 |
22.4% |
0.153 |
5.6% |
6% |
False |
True |
102,180 |
| 20 |
3.630 |
2.669 |
0.961 |
35.5% |
0.158 |
5.8% |
4% |
False |
True |
129,982 |
| 40 |
3.756 |
2.669 |
1.087 |
40.2% |
0.143 |
5.3% |
3% |
False |
True |
113,059 |
| 60 |
3.756 |
2.669 |
1.087 |
40.2% |
0.124 |
4.6% |
3% |
False |
True |
87,436 |
| 80 |
3.902 |
2.669 |
1.233 |
45.6% |
0.122 |
4.5% |
3% |
False |
True |
70,819 |
| 100 |
3.902 |
2.669 |
1.233 |
45.6% |
0.113 |
4.2% |
3% |
False |
True |
59,119 |
| 120 |
3.902 |
2.669 |
1.233 |
45.6% |
0.111 |
4.1% |
3% |
False |
True |
50,892 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.436 |
|
2.618 |
3.197 |
|
1.618 |
3.051 |
|
1.000 |
2.961 |
|
0.618 |
2.905 |
|
HIGH |
2.815 |
|
0.618 |
2.759 |
|
0.500 |
2.742 |
|
0.382 |
2.725 |
|
LOW |
2.669 |
|
0.618 |
2.579 |
|
1.000 |
2.523 |
|
1.618 |
2.433 |
|
2.618 |
2.287 |
|
4.250 |
2.049 |
|
|
| Fisher Pivots for day following 28-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2.742 |
2.810 |
| PP |
2.730 |
2.775 |
| S1 |
2.718 |
2.741 |
|