NYMEX Natural Gas Future March 2024
| Trading Metrics calculated at close of trading on 27-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2023 |
27-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
2.269 |
2.269 |
0.000 |
0.0% |
2.334 |
| High |
2.287 |
2.380 |
0.093 |
4.1% |
2.384 |
| Low |
2.217 |
2.269 |
0.052 |
2.3% |
2.178 |
| Close |
2.255 |
2.286 |
0.031 |
1.4% |
2.316 |
| Range |
0.070 |
0.111 |
0.041 |
58.6% |
0.206 |
| ATR |
0.122 |
0.122 |
0.000 |
0.2% |
0.000 |
| Volume |
51,433 |
63,630 |
12,197 |
23.7% |
355,927 |
|
| Daily Pivots for day following 27-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.645 |
2.576 |
2.347 |
|
| R3 |
2.534 |
2.465 |
2.317 |
|
| R2 |
2.423 |
2.423 |
2.306 |
|
| R1 |
2.354 |
2.354 |
2.296 |
2.389 |
| PP |
2.312 |
2.312 |
2.312 |
2.329 |
| S1 |
2.243 |
2.243 |
2.276 |
2.278 |
| S2 |
2.201 |
2.201 |
2.266 |
|
| S3 |
2.090 |
2.132 |
2.255 |
|
| S4 |
1.979 |
2.021 |
2.225 |
|
|
| 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 |
2.380 |
2.178 |
0.202 |
8.8% |
0.107 |
4.7% |
53% |
True |
False |
66,340 |
| 10 |
2.384 |
2.098 |
0.286 |
12.5% |
0.112 |
4.9% |
66% |
False |
False |
76,368 |
| 20 |
2.691 |
2.098 |
0.593 |
25.9% |
0.114 |
5.0% |
32% |
False |
False |
76,279 |
| 40 |
3.520 |
2.098 |
1.422 |
62.2% |
0.119 |
5.2% |
13% |
False |
False |
56,638 |
| 60 |
3.588 |
2.098 |
1.490 |
65.2% |
0.113 |
5.0% |
13% |
False |
False |
46,539 |
| 80 |
3.588 |
2.098 |
1.490 |
65.2% |
0.103 |
4.5% |
13% |
False |
False |
39,275 |
| 100 |
3.650 |
2.098 |
1.552 |
67.9% |
0.100 |
4.4% |
12% |
False |
False |
33,951 |
| 120 |
3.650 |
2.098 |
1.552 |
67.9% |
0.094 |
4.1% |
12% |
False |
False |
29,528 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.852 |
|
2.618 |
2.671 |
|
1.618 |
2.560 |
|
1.000 |
2.491 |
|
0.618 |
2.449 |
|
HIGH |
2.380 |
|
0.618 |
2.338 |
|
0.500 |
2.325 |
|
0.382 |
2.311 |
|
LOW |
2.269 |
|
0.618 |
2.200 |
|
1.000 |
2.158 |
|
1.618 |
2.089 |
|
2.618 |
1.978 |
|
4.250 |
1.797 |
|
|
| Fisher Pivots for day following 27-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2.325 |
2.299 |
| PP |
2.312 |
2.294 |
| S1 |
2.299 |
2.290 |
|