NYMEX Natural Gas Future February 2024
| Trading Metrics calculated at close of trading on 20-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2023 |
20-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
2.429 |
2.425 |
-0.004 |
-0.2% |
2.408 |
| High |
2.440 |
2.451 |
0.011 |
0.5% |
2.467 |
| Low |
2.288 |
2.317 |
0.029 |
1.3% |
2.187 |
| Close |
2.366 |
2.347 |
-0.019 |
-0.8% |
2.425 |
| Range |
0.152 |
0.134 |
-0.018 |
-11.8% |
0.280 |
| ATR |
0.138 |
0.138 |
0.000 |
-0.2% |
0.000 |
| Volume |
124,826 |
116,977 |
-7,849 |
-6.3% |
622,627 |
|
| Daily Pivots for day following 20-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.774 |
2.694 |
2.421 |
|
| R3 |
2.640 |
2.560 |
2.384 |
|
| R2 |
2.506 |
2.506 |
2.372 |
|
| R1 |
2.426 |
2.426 |
2.359 |
2.399 |
| PP |
2.372 |
2.372 |
2.372 |
2.358 |
| S1 |
2.292 |
2.292 |
2.335 |
2.265 |
| S2 |
2.238 |
2.238 |
2.322 |
|
| S3 |
2.104 |
2.158 |
2.310 |
|
| S4 |
1.970 |
2.024 |
2.273 |
|
|
| Weekly Pivots for week ending 15-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.200 |
3.092 |
2.579 |
|
| R3 |
2.920 |
2.812 |
2.502 |
|
| R2 |
2.640 |
2.640 |
2.476 |
|
| R1 |
2.532 |
2.532 |
2.451 |
2.586 |
| PP |
2.360 |
2.360 |
2.360 |
2.387 |
| S1 |
2.252 |
2.252 |
2.399 |
2.306 |
| S2 |
2.080 |
2.080 |
2.374 |
|
| S3 |
1.800 |
1.972 |
2.348 |
|
| S4 |
1.520 |
1.692 |
2.271 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.509 |
2.280 |
0.229 |
9.8% |
0.124 |
5.3% |
29% |
False |
False |
110,973 |
| 10 |
2.555 |
2.187 |
0.368 |
15.7% |
0.131 |
5.6% |
43% |
False |
False |
117,497 |
| 20 |
3.042 |
2.187 |
0.855 |
36.4% |
0.126 |
5.4% |
19% |
False |
False |
82,688 |
| 40 |
3.792 |
2.187 |
1.605 |
68.4% |
0.133 |
5.7% |
10% |
False |
False |
57,028 |
| 60 |
3.892 |
2.187 |
1.705 |
72.6% |
0.124 |
5.3% |
9% |
False |
False |
44,121 |
| 80 |
3.892 |
2.187 |
1.705 |
72.6% |
0.115 |
4.9% |
9% |
False |
False |
35,861 |
| 100 |
3.993 |
2.187 |
1.806 |
76.9% |
0.110 |
4.7% |
9% |
False |
False |
30,022 |
| 120 |
3.993 |
2.187 |
1.806 |
76.9% |
0.103 |
4.4% |
9% |
False |
False |
25,766 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.021 |
|
2.618 |
2.802 |
|
1.618 |
2.668 |
|
1.000 |
2.585 |
|
0.618 |
2.534 |
|
HIGH |
2.451 |
|
0.618 |
2.400 |
|
0.500 |
2.384 |
|
0.382 |
2.368 |
|
LOW |
2.317 |
|
0.618 |
2.234 |
|
1.000 |
2.183 |
|
1.618 |
2.100 |
|
2.618 |
1.966 |
|
4.250 |
1.748 |
|
|
| Fisher Pivots for day following 20-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2.384 |
2.399 |
| PP |
2.372 |
2.381 |
| S1 |
2.359 |
2.364 |
|