NYMEX Natural Gas Future March 2024
| Trading Metrics calculated at close of trading on 15-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2023 |
15-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
2.205 |
2.280 |
0.075 |
3.4% |
2.300 |
| High |
2.287 |
2.349 |
0.062 |
2.7% |
2.349 |
| Low |
2.188 |
2.244 |
0.056 |
2.6% |
2.098 |
| Close |
2.260 |
2.318 |
0.058 |
2.6% |
2.318 |
| Range |
0.099 |
0.105 |
0.006 |
6.1% |
0.251 |
| ATR |
0.129 |
0.127 |
-0.002 |
-1.3% |
0.000 |
| Volume |
78,118 |
75,341 |
-2,777 |
-3.6% |
570,643 |
|
| Daily Pivots for day following 15-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.619 |
2.573 |
2.376 |
|
| R3 |
2.514 |
2.468 |
2.347 |
|
| R2 |
2.409 |
2.409 |
2.337 |
|
| R1 |
2.363 |
2.363 |
2.328 |
2.386 |
| PP |
2.304 |
2.304 |
2.304 |
2.315 |
| S1 |
2.258 |
2.258 |
2.308 |
2.281 |
| S2 |
2.199 |
2.199 |
2.299 |
|
| S3 |
2.094 |
2.153 |
2.289 |
|
| S4 |
1.989 |
2.048 |
2.260 |
|
|
| Weekly Pivots for week ending 15-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.008 |
2.914 |
2.456 |
|
| R3 |
2.757 |
2.663 |
2.387 |
|
| R2 |
2.506 |
2.506 |
2.364 |
|
| R1 |
2.412 |
2.412 |
2.341 |
2.459 |
| PP |
2.255 |
2.255 |
2.255 |
2.279 |
| S1 |
2.161 |
2.161 |
2.295 |
2.208 |
| S2 |
2.004 |
2.004 |
2.272 |
|
| S3 |
1.753 |
1.910 |
2.249 |
|
| S4 |
1.502 |
1.659 |
2.180 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.349 |
2.098 |
0.251 |
10.8% |
0.136 |
5.9% |
88% |
True |
False |
114,128 |
| 10 |
2.603 |
2.098 |
0.505 |
21.8% |
0.127 |
5.5% |
44% |
False |
False |
93,320 |
| 20 |
3.038 |
2.098 |
0.940 |
40.6% |
0.115 |
5.0% |
23% |
False |
False |
66,314 |
| 40 |
3.520 |
2.098 |
1.422 |
61.3% |
0.115 |
5.0% |
15% |
False |
False |
48,955 |
| 60 |
3.588 |
2.098 |
1.490 |
64.3% |
0.109 |
4.7% |
15% |
False |
False |
40,653 |
| 80 |
3.588 |
2.098 |
1.490 |
64.3% |
0.102 |
4.4% |
15% |
False |
False |
34,536 |
| 100 |
3.650 |
2.098 |
1.552 |
67.0% |
0.097 |
4.2% |
14% |
False |
False |
29,821 |
| 120 |
3.650 |
2.098 |
1.552 |
67.0% |
0.093 |
4.0% |
14% |
False |
False |
25,972 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.795 |
|
2.618 |
2.624 |
|
1.618 |
2.519 |
|
1.000 |
2.454 |
|
0.618 |
2.414 |
|
HIGH |
2.349 |
|
0.618 |
2.309 |
|
0.500 |
2.297 |
|
0.382 |
2.284 |
|
LOW |
2.244 |
|
0.618 |
2.179 |
|
1.000 |
2.139 |
|
1.618 |
2.074 |
|
2.618 |
1.969 |
|
4.250 |
1.798 |
|
|
| Fisher Pivots for day following 15-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2.311 |
2.287 |
| PP |
2.304 |
2.255 |
| S1 |
2.297 |
2.224 |
|