NYMEX Natural Gas Future March 2024
| Trading Metrics calculated at close of trading on 27-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2023 |
27-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
2.834 |
2.727 |
-0.107 |
-3.8% |
2.900 |
| High |
2.883 |
2.754 |
-0.129 |
-4.5% |
2.925 |
| Low |
2.753 |
2.689 |
-0.064 |
-2.3% |
2.753 |
| Close |
2.804 |
2.751 |
-0.053 |
-1.9% |
2.804 |
| Range |
0.130 |
0.065 |
-0.065 |
-50.0% |
0.172 |
| ATR |
0.119 |
0.119 |
0.000 |
-0.3% |
0.000 |
| Volume |
36,689 |
40,279 |
3,590 |
9.8% |
136,179 |
|
| Daily Pivots for day following 27-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.926 |
2.904 |
2.787 |
|
| R3 |
2.861 |
2.839 |
2.769 |
|
| R2 |
2.796 |
2.796 |
2.763 |
|
| R1 |
2.774 |
2.774 |
2.757 |
2.785 |
| PP |
2.731 |
2.731 |
2.731 |
2.737 |
| S1 |
2.709 |
2.709 |
2.745 |
2.720 |
| S2 |
2.666 |
2.666 |
2.739 |
|
| S3 |
2.601 |
2.644 |
2.733 |
|
| S4 |
2.536 |
2.579 |
2.715 |
|
|
| Weekly Pivots for week ending 24-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.343 |
3.246 |
2.899 |
|
| R3 |
3.171 |
3.074 |
2.851 |
|
| R2 |
2.999 |
2.999 |
2.836 |
|
| R1 |
2.902 |
2.902 |
2.820 |
2.865 |
| PP |
2.827 |
2.827 |
2.827 |
2.809 |
| S1 |
2.730 |
2.730 |
2.788 |
2.693 |
| S2 |
2.655 |
2.655 |
2.772 |
|
| S3 |
2.483 |
2.558 |
2.757 |
|
| S4 |
2.311 |
2.386 |
2.709 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.925 |
2.689 |
0.236 |
8.6% |
0.089 |
3.2% |
26% |
False |
True |
35,291 |
| 10 |
3.203 |
2.689 |
0.514 |
18.7% |
0.120 |
4.4% |
12% |
False |
True |
35,501 |
| 20 |
3.520 |
2.689 |
0.831 |
30.2% |
0.119 |
4.3% |
7% |
False |
True |
35,392 |
| 40 |
3.588 |
2.689 |
0.899 |
32.7% |
0.111 |
4.0% |
7% |
False |
True |
30,713 |
| 60 |
3.588 |
2.689 |
0.899 |
32.7% |
0.097 |
3.5% |
7% |
False |
True |
26,189 |
| 80 |
3.650 |
2.689 |
0.961 |
34.9% |
0.095 |
3.5% |
6% |
False |
True |
22,762 |
| 100 |
3.650 |
2.689 |
0.961 |
34.9% |
0.089 |
3.3% |
6% |
False |
True |
19,689 |
| 120 |
3.650 |
2.689 |
0.961 |
34.9% |
0.089 |
3.2% |
6% |
False |
True |
18,383 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.030 |
|
2.618 |
2.924 |
|
1.618 |
2.859 |
|
1.000 |
2.819 |
|
0.618 |
2.794 |
|
HIGH |
2.754 |
|
0.618 |
2.729 |
|
0.500 |
2.722 |
|
0.382 |
2.714 |
|
LOW |
2.689 |
|
0.618 |
2.649 |
|
1.000 |
2.624 |
|
1.618 |
2.584 |
|
2.618 |
2.519 |
|
4.250 |
2.413 |
|
|
| Fisher Pivots for day following 27-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2.741 |
2.786 |
| PP |
2.731 |
2.774 |
| S1 |
2.722 |
2.763 |
|