NYMEX Natural Gas Future February 2024
| Trading Metrics calculated at close of trading on 27-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2023 |
27-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
2.445 |
2.429 |
-0.016 |
-0.7% |
2.434 |
| High |
2.445 |
2.570 |
0.125 |
5.1% |
2.509 |
| Low |
2.356 |
2.429 |
0.073 |
3.1% |
2.288 |
| Close |
2.419 |
2.437 |
0.018 |
0.7% |
2.490 |
| Range |
0.089 |
0.141 |
0.052 |
58.4% |
0.221 |
| ATR |
0.137 |
0.138 |
0.001 |
0.7% |
0.000 |
| Volume |
114,521 |
129,265 |
14,744 |
12.9% |
568,922 |
|
| Daily Pivots for day following 27-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.902 |
2.810 |
2.515 |
|
| R3 |
2.761 |
2.669 |
2.476 |
|
| R2 |
2.620 |
2.620 |
2.463 |
|
| R1 |
2.528 |
2.528 |
2.450 |
2.574 |
| PP |
2.479 |
2.479 |
2.479 |
2.502 |
| S1 |
2.387 |
2.387 |
2.424 |
2.433 |
| S2 |
2.338 |
2.338 |
2.411 |
|
| S3 |
2.197 |
2.246 |
2.398 |
|
| S4 |
2.056 |
2.105 |
2.359 |
|
|
| Weekly Pivots for week ending 22-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.092 |
3.012 |
2.612 |
|
| R3 |
2.871 |
2.791 |
2.551 |
|
| R2 |
2.650 |
2.650 |
2.531 |
|
| R1 |
2.570 |
2.570 |
2.510 |
2.610 |
| PP |
2.429 |
2.429 |
2.429 |
2.449 |
| S1 |
2.349 |
2.349 |
2.470 |
2.389 |
| S2 |
2.208 |
2.208 |
2.449 |
|
| S3 |
1.987 |
2.128 |
2.429 |
|
| S4 |
1.766 |
1.907 |
2.368 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.570 |
2.313 |
0.257 |
10.5% |
0.127 |
5.2% |
48% |
True |
False |
118,178 |
| 10 |
2.570 |
2.187 |
0.383 |
15.7% |
0.127 |
5.2% |
65% |
True |
False |
117,760 |
| 20 |
2.830 |
2.187 |
0.643 |
26.4% |
0.126 |
5.2% |
39% |
False |
False |
98,386 |
| 40 |
3.792 |
2.187 |
1.605 |
65.9% |
0.134 |
5.5% |
16% |
False |
False |
66,870 |
| 60 |
3.892 |
2.187 |
1.705 |
70.0% |
0.127 |
5.2% |
15% |
False |
False |
51,315 |
| 80 |
3.892 |
2.187 |
1.705 |
70.0% |
0.115 |
4.7% |
15% |
False |
False |
41,241 |
| 100 |
3.993 |
2.187 |
1.806 |
74.1% |
0.112 |
4.6% |
14% |
False |
False |
34,548 |
| 120 |
3.993 |
2.187 |
1.806 |
74.1% |
0.105 |
4.3% |
14% |
False |
False |
29,612 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.169 |
|
2.618 |
2.939 |
|
1.618 |
2.798 |
|
1.000 |
2.711 |
|
0.618 |
2.657 |
|
HIGH |
2.570 |
|
0.618 |
2.516 |
|
0.500 |
2.500 |
|
0.382 |
2.483 |
|
LOW |
2.429 |
|
0.618 |
2.342 |
|
1.000 |
2.288 |
|
1.618 |
2.201 |
|
2.618 |
2.060 |
|
4.250 |
1.830 |
|
|
| Fisher Pivots for day following 27-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2.500 |
2.463 |
| PP |
2.479 |
2.454 |
| S1 |
2.458 |
2.446 |
|