NYMEX Natural Gas Future March 2024
| Trading Metrics calculated at close of trading on 30-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2023 |
30-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
2.633 |
2.636 |
0.003 |
0.1% |
2.900 |
| High |
2.691 |
2.678 |
-0.013 |
-0.5% |
2.925 |
| Low |
2.600 |
2.592 |
-0.008 |
-0.3% |
2.753 |
| Close |
2.642 |
2.637 |
-0.005 |
-0.2% |
2.804 |
| Range |
0.091 |
0.086 |
-0.005 |
-5.5% |
0.172 |
| ATR |
0.120 |
0.117 |
-0.002 |
-2.0% |
0.000 |
| Volume |
40,897 |
46,565 |
5,668 |
13.9% |
136,179 |
|
| Daily Pivots for day following 30-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.894 |
2.851 |
2.684 |
|
| R3 |
2.808 |
2.765 |
2.661 |
|
| R2 |
2.722 |
2.722 |
2.653 |
|
| R1 |
2.679 |
2.679 |
2.645 |
2.701 |
| PP |
2.636 |
2.636 |
2.636 |
2.646 |
| S1 |
2.593 |
2.593 |
2.629 |
2.615 |
| S2 |
2.550 |
2.550 |
2.621 |
|
| S3 |
2.464 |
2.507 |
2.613 |
|
| S4 |
2.378 |
2.421 |
2.590 |
|
|
| 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 |
2.883 |
2.592 |
0.291 |
11.0% |
0.106 |
4.0% |
15% |
False |
True |
43,860 |
| 10 |
3.166 |
2.592 |
0.574 |
21.8% |
0.114 |
4.3% |
8% |
False |
True |
39,521 |
| 20 |
3.520 |
2.592 |
0.928 |
35.2% |
0.114 |
4.3% |
5% |
False |
True |
36,979 |
| 40 |
3.588 |
2.592 |
0.996 |
37.8% |
0.113 |
4.3% |
5% |
False |
True |
32,846 |
| 60 |
3.588 |
2.592 |
0.996 |
37.8% |
0.100 |
3.8% |
5% |
False |
True |
27,929 |
| 80 |
3.650 |
2.592 |
1.058 |
40.1% |
0.096 |
3.7% |
4% |
False |
True |
24,155 |
| 100 |
3.650 |
2.592 |
1.058 |
40.1% |
0.091 |
3.4% |
4% |
False |
True |
20,934 |
| 120 |
3.650 |
2.592 |
1.058 |
40.1% |
0.089 |
3.4% |
4% |
False |
True |
19,011 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.044 |
|
2.618 |
2.903 |
|
1.618 |
2.817 |
|
1.000 |
2.764 |
|
0.618 |
2.731 |
|
HIGH |
2.678 |
|
0.618 |
2.645 |
|
0.500 |
2.635 |
|
0.382 |
2.625 |
|
LOW |
2.592 |
|
0.618 |
2.539 |
|
1.000 |
2.506 |
|
1.618 |
2.453 |
|
2.618 |
2.367 |
|
4.250 |
2.227 |
|
|
| Fisher Pivots for day following 30-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2.636 |
2.688 |
| PP |
2.636 |
2.671 |
| S1 |
2.635 |
2.654 |
|