NYMEX Natural Gas Future March 2024
| Trading Metrics calculated at close of trading on 22-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2023 |
22-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
2.205 |
2.299 |
0.094 |
4.3% |
2.334 |
| High |
2.329 |
2.330 |
0.001 |
0.0% |
2.384 |
| Low |
2.178 |
2.244 |
0.066 |
3.0% |
2.178 |
| Close |
2.298 |
2.316 |
0.018 |
0.8% |
2.316 |
| Range |
0.151 |
0.086 |
-0.065 |
-43.0% |
0.206 |
| ATR |
0.127 |
0.124 |
-0.003 |
-2.3% |
0.000 |
| Volume |
93,319 |
52,448 |
-40,871 |
-43.8% |
355,927 |
|
| Daily Pivots for day following 22-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.555 |
2.521 |
2.363 |
|
| R3 |
2.469 |
2.435 |
2.340 |
|
| R2 |
2.383 |
2.383 |
2.332 |
|
| R1 |
2.349 |
2.349 |
2.324 |
2.366 |
| PP |
2.297 |
2.297 |
2.297 |
2.305 |
| S1 |
2.263 |
2.263 |
2.308 |
2.280 |
| S2 |
2.211 |
2.211 |
2.300 |
|
| S3 |
2.125 |
2.177 |
2.292 |
|
| S4 |
2.039 |
2.091 |
2.269 |
|
|
| Weekly Pivots for week ending 22-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.911 |
2.819 |
2.429 |
|
| R3 |
2.705 |
2.613 |
2.373 |
|
| R2 |
2.499 |
2.499 |
2.354 |
|
| R1 |
2.407 |
2.407 |
2.335 |
2.350 |
| PP |
2.293 |
2.293 |
2.293 |
2.264 |
| S1 |
2.201 |
2.201 |
2.297 |
2.144 |
| S2 |
2.087 |
2.087 |
2.278 |
|
| S3 |
1.881 |
1.995 |
2.259 |
|
| S4 |
1.675 |
1.789 |
2.203 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.384 |
2.178 |
0.206 |
8.9% |
0.116 |
5.0% |
67% |
False |
False |
71,185 |
| 10 |
2.384 |
2.098 |
0.286 |
12.3% |
0.126 |
5.4% |
76% |
False |
False |
92,657 |
| 20 |
2.784 |
2.098 |
0.686 |
29.6% |
0.117 |
5.0% |
32% |
False |
False |
75,284 |
| 40 |
3.520 |
2.098 |
1.422 |
61.4% |
0.119 |
5.2% |
15% |
False |
False |
55,012 |
| 60 |
3.588 |
2.098 |
1.490 |
64.3% |
0.113 |
4.9% |
15% |
False |
False |
45,207 |
| 80 |
3.588 |
2.098 |
1.490 |
64.3% |
0.103 |
4.4% |
15% |
False |
False |
38,110 |
| 100 |
3.650 |
2.098 |
1.552 |
67.0% |
0.099 |
4.3% |
14% |
False |
False |
32,936 |
| 120 |
3.650 |
2.098 |
1.552 |
67.0% |
0.094 |
4.1% |
14% |
False |
False |
28,675 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.696 |
|
2.618 |
2.555 |
|
1.618 |
2.469 |
|
1.000 |
2.416 |
|
0.618 |
2.383 |
|
HIGH |
2.330 |
|
0.618 |
2.297 |
|
0.500 |
2.287 |
|
0.382 |
2.277 |
|
LOW |
2.244 |
|
0.618 |
2.191 |
|
1.000 |
2.158 |
|
1.618 |
2.105 |
|
2.618 |
2.019 |
|
4.250 |
1.879 |
|
|
| Fisher Pivots for day following 22-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2.306 |
2.295 |
| PP |
2.297 |
2.275 |
| S1 |
2.287 |
2.254 |
|