NYMEX Natural Gas Future March 2024
| Trading Metrics calculated at close of trading on 26-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2023 |
26-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
2.299 |
2.269 |
-0.030 |
-1.3% |
2.334 |
| High |
2.330 |
2.287 |
-0.043 |
-1.8% |
2.384 |
| Low |
2.244 |
2.217 |
-0.027 |
-1.2% |
2.178 |
| Close |
2.316 |
2.255 |
-0.061 |
-2.6% |
2.316 |
| Range |
0.086 |
0.070 |
-0.016 |
-18.6% |
0.206 |
| ATR |
0.124 |
0.122 |
-0.002 |
-1.4% |
0.000 |
| Volume |
52,448 |
51,433 |
-1,015 |
-1.9% |
355,927 |
|
| Daily Pivots for day following 26-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.463 |
2.429 |
2.294 |
|
| R3 |
2.393 |
2.359 |
2.274 |
|
| R2 |
2.323 |
2.323 |
2.268 |
|
| R1 |
2.289 |
2.289 |
2.261 |
2.271 |
| PP |
2.253 |
2.253 |
2.253 |
2.244 |
| S1 |
2.219 |
2.219 |
2.249 |
2.201 |
| S2 |
2.183 |
2.183 |
2.242 |
|
| S3 |
2.113 |
2.149 |
2.236 |
|
| S4 |
2.043 |
2.079 |
2.217 |
|
|
| 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 |
2.330 |
2.178 |
0.152 |
6.7% |
0.114 |
5.0% |
51% |
False |
False |
69,300 |
| 10 |
2.384 |
2.098 |
0.286 |
12.7% |
0.114 |
5.0% |
55% |
False |
False |
82,744 |
| 20 |
2.784 |
2.098 |
0.686 |
30.4% |
0.117 |
5.2% |
23% |
False |
False |
75,841 |
| 40 |
3.520 |
2.098 |
1.422 |
63.1% |
0.118 |
5.2% |
11% |
False |
False |
55,617 |
| 60 |
3.588 |
2.098 |
1.490 |
66.1% |
0.113 |
5.0% |
11% |
False |
False |
45,756 |
| 80 |
3.588 |
2.098 |
1.490 |
66.1% |
0.102 |
4.5% |
11% |
False |
False |
38,602 |
| 100 |
3.650 |
2.098 |
1.552 |
68.8% |
0.099 |
4.4% |
10% |
False |
False |
33,378 |
| 120 |
3.650 |
2.098 |
1.552 |
68.8% |
0.094 |
4.2% |
10% |
False |
False |
29,047 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.585 |
|
2.618 |
2.470 |
|
1.618 |
2.400 |
|
1.000 |
2.357 |
|
0.618 |
2.330 |
|
HIGH |
2.287 |
|
0.618 |
2.260 |
|
0.500 |
2.252 |
|
0.382 |
2.244 |
|
LOW |
2.217 |
|
0.618 |
2.174 |
|
1.000 |
2.147 |
|
1.618 |
2.104 |
|
2.618 |
2.034 |
|
4.250 |
1.920 |
|
|
| Fisher Pivots for day following 26-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2.254 |
2.255 |
| PP |
2.253 |
2.254 |
| S1 |
2.252 |
2.254 |
|