NYMEX Natural Gas Future March 2024
| Trading Metrics calculated at close of trading on 29-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2023 |
29-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
2.302 |
2.371 |
0.069 |
3.0% |
2.269 |
| High |
2.392 |
2.395 |
0.003 |
0.1% |
2.395 |
| Low |
2.266 |
2.307 |
0.041 |
1.8% |
2.217 |
| Close |
2.377 |
2.327 |
-0.050 |
-2.1% |
2.327 |
| Range |
0.126 |
0.088 |
-0.038 |
-30.2% |
0.178 |
| ATR |
0.122 |
0.120 |
-0.002 |
-2.0% |
0.000 |
| Volume |
68,453 |
69,880 |
1,427 |
2.1% |
253,396 |
|
| Daily Pivots for day following 29-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.607 |
2.555 |
2.375 |
|
| R3 |
2.519 |
2.467 |
2.351 |
|
| R2 |
2.431 |
2.431 |
2.343 |
|
| R1 |
2.379 |
2.379 |
2.335 |
2.361 |
| PP |
2.343 |
2.343 |
2.343 |
2.334 |
| S1 |
2.291 |
2.291 |
2.319 |
2.273 |
| S2 |
2.255 |
2.255 |
2.311 |
|
| S3 |
2.167 |
2.203 |
2.303 |
|
| S4 |
2.079 |
2.115 |
2.279 |
|
|
| Weekly Pivots for week ending 29-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.847 |
2.765 |
2.425 |
|
| R3 |
2.669 |
2.587 |
2.376 |
|
| R2 |
2.491 |
2.491 |
2.360 |
|
| R1 |
2.409 |
2.409 |
2.343 |
2.450 |
| PP |
2.313 |
2.313 |
2.313 |
2.334 |
| S1 |
2.231 |
2.231 |
2.311 |
2.272 |
| S2 |
2.135 |
2.135 |
2.294 |
|
| S3 |
1.957 |
2.053 |
2.278 |
|
| S4 |
1.779 |
1.875 |
2.229 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.395 |
2.217 |
0.178 |
7.6% |
0.096 |
4.1% |
62% |
True |
False |
61,168 |
| 10 |
2.395 |
2.178 |
0.217 |
9.3% |
0.108 |
4.6% |
69% |
True |
False |
68,466 |
| 20 |
2.671 |
2.098 |
0.573 |
24.6% |
0.116 |
5.0% |
40% |
False |
False |
78,823 |
| 40 |
3.520 |
2.098 |
1.422 |
61.1% |
0.115 |
4.9% |
16% |
False |
False |
57,901 |
| 60 |
3.588 |
2.098 |
1.490 |
64.0% |
0.114 |
4.9% |
15% |
False |
False |
48,171 |
| 80 |
3.588 |
2.098 |
1.490 |
64.0% |
0.104 |
4.5% |
15% |
False |
False |
40,653 |
| 100 |
3.650 |
2.098 |
1.552 |
66.7% |
0.100 |
4.3% |
15% |
False |
False |
35,089 |
| 120 |
3.650 |
2.098 |
1.552 |
66.7% |
0.095 |
4.1% |
15% |
False |
False |
30,582 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.769 |
|
2.618 |
2.625 |
|
1.618 |
2.537 |
|
1.000 |
2.483 |
|
0.618 |
2.449 |
|
HIGH |
2.395 |
|
0.618 |
2.361 |
|
0.500 |
2.351 |
|
0.382 |
2.341 |
|
LOW |
2.307 |
|
0.618 |
2.253 |
|
1.000 |
2.219 |
|
1.618 |
2.165 |
|
2.618 |
2.077 |
|
4.250 |
1.933 |
|
|
| Fisher Pivots for day following 29-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2.351 |
2.331 |
| PP |
2.343 |
2.329 |
| S1 |
2.335 |
2.328 |
|