NYMEX Natural Gas Future February 2024
| Trading Metrics calculated at close of trading on 21-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2023 |
21-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
2.425 |
2.331 |
-0.094 |
-3.9% |
2.408 |
| High |
2.451 |
2.492 |
0.041 |
1.7% |
2.467 |
| Low |
2.317 |
2.313 |
-0.004 |
-0.2% |
2.187 |
| Close |
2.347 |
2.459 |
0.112 |
4.8% |
2.425 |
| Range |
0.134 |
0.179 |
0.045 |
33.6% |
0.280 |
| ATR |
0.138 |
0.141 |
0.003 |
2.1% |
0.000 |
| Volume |
116,977 |
139,731 |
22,754 |
19.5% |
622,627 |
|
| Daily Pivots for day following 21-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.958 |
2.888 |
2.557 |
|
| R3 |
2.779 |
2.709 |
2.508 |
|
| R2 |
2.600 |
2.600 |
2.492 |
|
| R1 |
2.530 |
2.530 |
2.475 |
2.565 |
| PP |
2.421 |
2.421 |
2.421 |
2.439 |
| S1 |
2.351 |
2.351 |
2.443 |
2.386 |
| S2 |
2.242 |
2.242 |
2.426 |
|
| S3 |
2.063 |
2.172 |
2.410 |
|
| S4 |
1.884 |
1.993 |
2.361 |
|
|
| 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 |
2.288 |
0.221 |
9.0% |
0.141 |
5.7% |
77% |
False |
False |
118,547 |
| 10 |
2.534 |
2.187 |
0.347 |
14.1% |
0.137 |
5.6% |
78% |
False |
False |
118,945 |
| 20 |
3.042 |
2.187 |
0.855 |
34.8% |
0.131 |
5.3% |
32% |
False |
False |
87,579 |
| 40 |
3.792 |
2.187 |
1.605 |
65.3% |
0.136 |
5.5% |
17% |
False |
False |
60,208 |
| 60 |
3.892 |
2.187 |
1.705 |
69.3% |
0.126 |
5.1% |
16% |
False |
False |
46,311 |
| 80 |
3.892 |
2.187 |
1.705 |
69.3% |
0.115 |
4.7% |
16% |
False |
False |
37,432 |
| 100 |
3.993 |
2.187 |
1.806 |
73.4% |
0.111 |
4.5% |
15% |
False |
False |
31,353 |
| 120 |
3.993 |
2.187 |
1.806 |
73.4% |
0.105 |
4.3% |
15% |
False |
False |
26,913 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.253 |
|
2.618 |
2.961 |
|
1.618 |
2.782 |
|
1.000 |
2.671 |
|
0.618 |
2.603 |
|
HIGH |
2.492 |
|
0.618 |
2.424 |
|
0.500 |
2.403 |
|
0.382 |
2.381 |
|
LOW |
2.313 |
|
0.618 |
2.202 |
|
1.000 |
2.134 |
|
1.618 |
2.023 |
|
2.618 |
1.844 |
|
4.250 |
1.552 |
|
|
| Fisher Pivots for day following 21-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2.440 |
2.436 |
| PP |
2.421 |
2.413 |
| S1 |
2.403 |
2.390 |
|