NYMEX Natural Gas Future March 2024
| Trading Metrics calculated at close of trading on 02-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2023 |
02-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
2.371 |
2.398 |
0.027 |
1.1% |
2.269 |
| High |
2.395 |
2.467 |
0.072 |
3.0% |
2.395 |
| Low |
2.307 |
2.349 |
0.042 |
1.8% |
2.217 |
| Close |
2.327 |
2.386 |
0.059 |
2.5% |
2.327 |
| Range |
0.088 |
0.118 |
0.030 |
34.1% |
0.178 |
| ATR |
0.120 |
0.121 |
0.001 |
1.2% |
0.000 |
| Volume |
69,880 |
83,730 |
13,850 |
19.8% |
253,396 |
|
| Daily Pivots for day following 02-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.755 |
2.688 |
2.451 |
|
| R3 |
2.637 |
2.570 |
2.418 |
|
| R2 |
2.519 |
2.519 |
2.408 |
|
| R1 |
2.452 |
2.452 |
2.397 |
2.427 |
| PP |
2.401 |
2.401 |
2.401 |
2.388 |
| S1 |
2.334 |
2.334 |
2.375 |
2.309 |
| S2 |
2.283 |
2.283 |
2.364 |
|
| S3 |
2.165 |
2.216 |
2.354 |
|
| S4 |
2.047 |
2.098 |
2.321 |
|
|
| 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 |
2.467 |
2.217 |
0.250 |
10.5% |
0.103 |
4.3% |
68% |
True |
False |
67,425 |
| 10 |
2.467 |
2.178 |
0.289 |
12.1% |
0.109 |
4.6% |
72% |
True |
False |
69,305 |
| 20 |
2.603 |
2.098 |
0.505 |
21.2% |
0.118 |
4.9% |
57% |
False |
False |
81,313 |
| 40 |
3.520 |
2.098 |
1.422 |
59.6% |
0.115 |
4.8% |
20% |
False |
False |
59,243 |
| 60 |
3.588 |
2.098 |
1.490 |
62.4% |
0.113 |
4.7% |
19% |
False |
False |
48,904 |
| 80 |
3.588 |
2.098 |
1.490 |
62.4% |
0.104 |
4.4% |
19% |
False |
False |
41,516 |
| 100 |
3.650 |
2.098 |
1.552 |
65.0% |
0.100 |
4.2% |
19% |
False |
False |
35,672 |
| 120 |
3.650 |
2.098 |
1.552 |
65.0% |
0.095 |
4.0% |
19% |
False |
False |
31,237 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.969 |
|
2.618 |
2.776 |
|
1.618 |
2.658 |
|
1.000 |
2.585 |
|
0.618 |
2.540 |
|
HIGH |
2.467 |
|
0.618 |
2.422 |
|
0.500 |
2.408 |
|
0.382 |
2.394 |
|
LOW |
2.349 |
|
0.618 |
2.276 |
|
1.000 |
2.231 |
|
1.618 |
2.158 |
|
2.618 |
2.040 |
|
4.250 |
1.848 |
|
|
| Fisher Pivots for day following 02-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2.408 |
2.380 |
| PP |
2.401 |
2.373 |
| S1 |
2.393 |
2.367 |
|