NYMEX Natural Gas Future March 2024
| Trading Metrics calculated at close of trading on 20-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2023 |
20-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
2.319 |
2.290 |
-0.029 |
-1.3% |
2.300 |
| High |
2.325 |
2.305 |
-0.020 |
-0.9% |
2.349 |
| Low |
2.182 |
2.187 |
0.005 |
0.2% |
2.098 |
| Close |
2.234 |
2.208 |
-0.026 |
-1.2% |
2.318 |
| Range |
0.143 |
0.118 |
-0.025 |
-17.5% |
0.251 |
| ATR |
0.125 |
0.125 |
-0.001 |
-0.4% |
0.000 |
| Volume |
78,430 |
70,871 |
-7,559 |
-9.6% |
570,643 |
|
| Daily Pivots for day following 20-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.587 |
2.516 |
2.273 |
|
| R3 |
2.469 |
2.398 |
2.240 |
|
| R2 |
2.351 |
2.351 |
2.230 |
|
| R1 |
2.280 |
2.280 |
2.219 |
2.257 |
| PP |
2.233 |
2.233 |
2.233 |
2.222 |
| S1 |
2.162 |
2.162 |
2.197 |
2.139 |
| S2 |
2.115 |
2.115 |
2.186 |
|
| S3 |
1.997 |
2.044 |
2.176 |
|
| S4 |
1.879 |
1.926 |
2.143 |
|
|
| 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 |
2.384 |
2.182 |
0.202 |
9.1% |
0.109 |
5.0% |
13% |
False |
False |
72,723 |
| 10 |
2.425 |
2.098 |
0.327 |
14.8% |
0.121 |
5.5% |
34% |
False |
False |
98,667 |
| 20 |
2.883 |
2.098 |
0.785 |
35.6% |
0.115 |
5.2% |
14% |
False |
False |
71,840 |
| 40 |
3.520 |
2.098 |
1.422 |
64.4% |
0.119 |
5.4% |
8% |
False |
False |
52,483 |
| 60 |
3.588 |
2.098 |
1.490 |
67.5% |
0.111 |
5.0% |
7% |
False |
False |
43,301 |
| 80 |
3.588 |
2.098 |
1.490 |
67.5% |
0.103 |
4.6% |
7% |
False |
False |
36,732 |
| 100 |
3.650 |
2.098 |
1.552 |
70.3% |
0.098 |
4.5% |
7% |
False |
False |
31,704 |
| 120 |
3.650 |
2.098 |
1.552 |
70.3% |
0.093 |
4.2% |
7% |
False |
False |
27,564 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.807 |
|
2.618 |
2.614 |
|
1.618 |
2.496 |
|
1.000 |
2.423 |
|
0.618 |
2.378 |
|
HIGH |
2.305 |
|
0.618 |
2.260 |
|
0.500 |
2.246 |
|
0.382 |
2.232 |
|
LOW |
2.187 |
|
0.618 |
2.114 |
|
1.000 |
2.069 |
|
1.618 |
1.996 |
|
2.618 |
1.878 |
|
4.250 |
1.686 |
|
|
| Fisher Pivots for day following 20-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2.246 |
2.283 |
| PP |
2.233 |
2.258 |
| S1 |
2.221 |
2.233 |
|