NYMEX Natural Gas Future March 2024
| Trading Metrics calculated at close of trading on 21-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2023 |
21-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
2.900 |
2.849 |
-0.051 |
-1.8% |
3.083 |
| High |
2.925 |
2.875 |
-0.050 |
-1.7% |
3.203 |
| Low |
2.843 |
2.790 |
-0.053 |
-1.9% |
2.865 |
| Close |
2.854 |
2.800 |
-0.054 |
-1.9% |
2.924 |
| Range |
0.082 |
0.085 |
0.003 |
3.7% |
0.338 |
| ATR |
0.124 |
0.121 |
-0.003 |
-2.2% |
0.000 |
| Volume |
25,314 |
33,977 |
8,663 |
34.2% |
178,555 |
|
| Daily Pivots for day following 21-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.077 |
3.023 |
2.847 |
|
| R3 |
2.992 |
2.938 |
2.823 |
|
| R2 |
2.907 |
2.907 |
2.816 |
|
| R1 |
2.853 |
2.853 |
2.808 |
2.838 |
| PP |
2.822 |
2.822 |
2.822 |
2.814 |
| S1 |
2.768 |
2.768 |
2.792 |
2.753 |
| S2 |
2.737 |
2.737 |
2.784 |
|
| S3 |
2.652 |
2.683 |
2.777 |
|
| S4 |
2.567 |
2.598 |
2.753 |
|
|
| Weekly Pivots for week ending 17-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.011 |
3.806 |
3.110 |
|
| R3 |
3.673 |
3.468 |
3.017 |
|
| R2 |
3.335 |
3.335 |
2.986 |
|
| R1 |
3.130 |
3.130 |
2.955 |
3.064 |
| PP |
2.997 |
2.997 |
2.997 |
2.964 |
| S1 |
2.792 |
2.792 |
2.893 |
2.726 |
| S2 |
2.659 |
2.659 |
2.862 |
|
| S3 |
2.321 |
2.454 |
2.831 |
|
| S4 |
1.983 |
2.116 |
2.738 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.188 |
2.790 |
0.398 |
14.2% |
0.135 |
4.8% |
3% |
False |
True |
33,759 |
| 10 |
3.229 |
2.790 |
0.439 |
15.7% |
0.122 |
4.4% |
2% |
False |
True |
35,126 |
| 20 |
3.520 |
2.790 |
0.730 |
26.1% |
0.122 |
4.3% |
1% |
False |
True |
33,127 |
| 40 |
3.588 |
2.790 |
0.798 |
28.5% |
0.109 |
3.9% |
1% |
False |
True |
29,032 |
| 60 |
3.588 |
2.790 |
0.798 |
28.5% |
0.098 |
3.5% |
1% |
False |
True |
25,030 |
| 80 |
3.650 |
2.790 |
0.860 |
30.7% |
0.094 |
3.4% |
1% |
False |
True |
21,670 |
| 100 |
3.650 |
2.790 |
0.860 |
30.7% |
0.089 |
3.2% |
1% |
False |
True |
18,708 |
| 120 |
3.650 |
2.790 |
0.860 |
30.7% |
0.088 |
3.1% |
1% |
False |
True |
17,699 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.236 |
|
2.618 |
3.098 |
|
1.618 |
3.013 |
|
1.000 |
2.960 |
|
0.618 |
2.928 |
|
HIGH |
2.875 |
|
0.618 |
2.843 |
|
0.500 |
2.833 |
|
0.382 |
2.822 |
|
LOW |
2.790 |
|
0.618 |
2.737 |
|
1.000 |
2.705 |
|
1.618 |
2.652 |
|
2.618 |
2.567 |
|
4.250 |
2.429 |
|
|
| Fisher Pivots for day following 21-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2.833 |
2.914 |
| PP |
2.822 |
2.876 |
| S1 |
2.811 |
2.838 |
|