NYMEX Natural Gas Future March 2024
| Trading Metrics calculated at close of trading on 01-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2023 |
01-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
2.636 |
2.649 |
0.013 |
0.5% |
2.727 |
| High |
2.678 |
2.671 |
-0.007 |
-0.3% |
2.784 |
| Low |
2.592 |
2.589 |
-0.003 |
-0.1% |
2.589 |
| Close |
2.637 |
2.641 |
0.004 |
0.2% |
2.641 |
| Range |
0.086 |
0.082 |
-0.004 |
-4.7% |
0.195 |
| ATR |
0.117 |
0.115 |
-0.003 |
-2.1% |
0.000 |
| Volume |
46,565 |
33,934 |
-12,631 |
-27.1% |
216,549 |
|
| Daily Pivots for day following 01-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.880 |
2.842 |
2.686 |
|
| R3 |
2.798 |
2.760 |
2.664 |
|
| R2 |
2.716 |
2.716 |
2.656 |
|
| R1 |
2.678 |
2.678 |
2.649 |
2.656 |
| PP |
2.634 |
2.634 |
2.634 |
2.623 |
| S1 |
2.596 |
2.596 |
2.633 |
2.574 |
| S2 |
2.552 |
2.552 |
2.626 |
|
| S3 |
2.470 |
2.514 |
2.618 |
|
| S4 |
2.388 |
2.432 |
2.596 |
|
|
| Weekly Pivots for week ending 01-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.256 |
3.144 |
2.748 |
|
| R3 |
3.061 |
2.949 |
2.695 |
|
| R2 |
2.866 |
2.866 |
2.677 |
|
| R1 |
2.754 |
2.754 |
2.659 |
2.713 |
| PP |
2.671 |
2.671 |
2.671 |
2.651 |
| S1 |
2.559 |
2.559 |
2.623 |
2.518 |
| S2 |
2.476 |
2.476 |
2.605 |
|
| S3 |
2.281 |
2.364 |
2.587 |
|
| S4 |
2.086 |
2.169 |
2.534 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.784 |
2.589 |
0.195 |
7.4% |
0.097 |
3.7% |
27% |
False |
True |
43,309 |
| 10 |
3.038 |
2.589 |
0.449 |
17.0% |
0.104 |
3.9% |
12% |
False |
True |
39,308 |
| 20 |
3.520 |
2.589 |
0.931 |
35.3% |
0.113 |
4.3% |
6% |
False |
True |
37,174 |
| 40 |
3.588 |
2.589 |
0.999 |
37.8% |
0.111 |
4.2% |
5% |
False |
True |
32,699 |
| 60 |
3.588 |
2.589 |
0.999 |
37.8% |
0.100 |
3.8% |
5% |
False |
True |
28,251 |
| 80 |
3.650 |
2.589 |
1.061 |
40.2% |
0.096 |
3.6% |
5% |
False |
True |
24,261 |
| 100 |
3.650 |
2.589 |
1.061 |
40.2% |
0.091 |
3.4% |
5% |
False |
True |
21,222 |
| 120 |
3.650 |
2.589 |
1.061 |
40.2% |
0.090 |
3.4% |
5% |
False |
True |
19,131 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.020 |
|
2.618 |
2.886 |
|
1.618 |
2.804 |
|
1.000 |
2.753 |
|
0.618 |
2.722 |
|
HIGH |
2.671 |
|
0.618 |
2.640 |
|
0.500 |
2.630 |
|
0.382 |
2.620 |
|
LOW |
2.589 |
|
0.618 |
2.538 |
|
1.000 |
2.507 |
|
1.618 |
2.456 |
|
2.618 |
2.374 |
|
4.250 |
2.241 |
|
|
| Fisher Pivots for day following 01-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2.637 |
2.641 |
| PP |
2.634 |
2.640 |
| S1 |
2.630 |
2.640 |
|