NYMEX Natural Gas Future March 2024
| Trading Metrics calculated at close of trading on 27-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2024 |
27-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
1.660 |
1.625 |
-0.035 |
-2.1% |
1.533 |
| High |
1.730 |
1.720 |
-0.010 |
-0.6% |
1.792 |
| Low |
1.594 |
1.511 |
-0.083 |
-5.2% |
1.522 |
| Close |
1.659 |
1.615 |
-0.044 |
-2.7% |
1.603 |
| Range |
0.136 |
0.209 |
0.073 |
53.7% |
0.270 |
| ATR |
0.130 |
0.136 |
0.006 |
4.3% |
0.000 |
| Volume |
110,505 |
3,637 |
-106,868 |
-96.7% |
507,522 |
|
| Daily Pivots for day following 27-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.242 |
2.138 |
1.730 |
|
| R3 |
2.033 |
1.929 |
1.672 |
|
| R2 |
1.824 |
1.824 |
1.653 |
|
| R1 |
1.720 |
1.720 |
1.634 |
1.668 |
| PP |
1.615 |
1.615 |
1.615 |
1.589 |
| S1 |
1.511 |
1.511 |
1.596 |
1.459 |
| S2 |
1.406 |
1.406 |
1.577 |
|
| S3 |
1.197 |
1.302 |
1.558 |
|
| S4 |
0.988 |
1.093 |
1.500 |
|
|
| Weekly Pivots for week ending 23-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.449 |
2.296 |
1.752 |
|
| R3 |
2.179 |
2.026 |
1.677 |
|
| R2 |
1.909 |
1.909 |
1.653 |
|
| R1 |
1.756 |
1.756 |
1.628 |
1.833 |
| PP |
1.639 |
1.639 |
1.639 |
1.677 |
| S1 |
1.486 |
1.486 |
1.578 |
1.563 |
| S2 |
1.369 |
1.369 |
1.554 |
|
| S3 |
1.099 |
1.216 |
1.529 |
|
| S4 |
0.829 |
0.946 |
1.455 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.792 |
1.511 |
0.281 |
17.4% |
0.145 |
9.0% |
37% |
False |
True |
84,038 |
| 10 |
1.792 |
1.511 |
0.281 |
17.4% |
0.130 |
8.0% |
37% |
False |
True |
147,093 |
| 20 |
2.168 |
1.511 |
0.657 |
40.7% |
0.115 |
7.1% |
16% |
False |
True |
162,217 |
| 40 |
2.791 |
1.511 |
1.280 |
79.3% |
0.128 |
8.0% |
8% |
False |
True |
159,713 |
| 60 |
2.791 |
1.511 |
1.280 |
79.3% |
0.124 |
7.7% |
8% |
False |
True |
132,361 |
| 80 |
3.520 |
1.511 |
2.009 |
124.4% |
0.122 |
7.6% |
5% |
False |
True |
108,373 |
| 100 |
3.588 |
1.511 |
2.077 |
128.6% |
0.120 |
7.4% |
5% |
False |
True |
92,317 |
| 120 |
3.588 |
1.511 |
2.077 |
128.6% |
0.112 |
6.9% |
5% |
False |
True |
79,860 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.608 |
|
2.618 |
2.267 |
|
1.618 |
2.058 |
|
1.000 |
1.929 |
|
0.618 |
1.849 |
|
HIGH |
1.720 |
|
0.618 |
1.640 |
|
0.500 |
1.616 |
|
0.382 |
1.591 |
|
LOW |
1.511 |
|
0.618 |
1.382 |
|
1.000 |
1.302 |
|
1.618 |
1.173 |
|
2.618 |
0.964 |
|
4.250 |
0.623 |
|
|
| Fisher Pivots for day following 27-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.616 |
1.621 |
| PP |
1.615 |
1.619 |
| S1 |
1.615 |
1.617 |
|