NYMEX Natural Gas Future April 2024
| Trading Metrics calculated at close of trading on 20-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2023 |
20-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
2.903 |
2.817 |
-0.086 |
-3.0% |
2.977 |
| High |
2.924 |
2.833 |
-0.091 |
-3.1% |
3.070 |
| Low |
2.789 |
2.756 |
-0.033 |
-1.2% |
2.789 |
| Close |
2.833 |
2.767 |
-0.066 |
-2.3% |
2.833 |
| Range |
0.135 |
0.077 |
-0.058 |
-43.0% |
0.281 |
| ATR |
0.105 |
0.103 |
-0.002 |
-1.9% |
0.000 |
| Volume |
31,261 |
19,135 |
-12,126 |
-38.8% |
148,884 |
|
| Daily Pivots for day following 20-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.016 |
2.969 |
2.809 |
|
| R3 |
2.939 |
2.892 |
2.788 |
|
| R2 |
2.862 |
2.862 |
2.781 |
|
| R1 |
2.815 |
2.815 |
2.774 |
2.800 |
| PP |
2.785 |
2.785 |
2.785 |
2.778 |
| S1 |
2.738 |
2.738 |
2.760 |
2.723 |
| S2 |
2.708 |
2.708 |
2.753 |
|
| S3 |
2.631 |
2.661 |
2.746 |
|
| S4 |
2.554 |
2.584 |
2.725 |
|
|
| Weekly Pivots for week ending 17-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.740 |
3.568 |
2.988 |
|
| R3 |
3.459 |
3.287 |
2.910 |
|
| R2 |
3.178 |
3.178 |
2.885 |
|
| R1 |
3.006 |
3.006 |
2.859 |
2.952 |
| PP |
2.897 |
2.897 |
2.897 |
2.870 |
| S1 |
2.725 |
2.725 |
2.807 |
2.671 |
| S2 |
2.616 |
2.616 |
2.781 |
|
| S3 |
2.335 |
2.444 |
2.756 |
|
| S4 |
2.054 |
2.163 |
2.678 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.070 |
2.756 |
0.314 |
11.3% |
0.124 |
4.5% |
4% |
False |
True |
27,854 |
| 10 |
3.148 |
2.756 |
0.392 |
14.2% |
0.106 |
3.8% |
3% |
False |
True |
29,322 |
| 20 |
3.317 |
2.756 |
0.561 |
20.3% |
0.100 |
3.6% |
2% |
False |
True |
27,810 |
| 40 |
3.325 |
2.756 |
0.569 |
20.6% |
0.091 |
3.3% |
2% |
False |
True |
25,353 |
| 60 |
3.325 |
2.756 |
0.569 |
20.6% |
0.083 |
3.0% |
2% |
False |
True |
21,990 |
| 80 |
3.325 |
2.756 |
0.569 |
20.6% |
0.079 |
2.8% |
2% |
False |
True |
19,500 |
| 100 |
3.325 |
2.756 |
0.569 |
20.6% |
0.076 |
2.7% |
2% |
False |
True |
17,067 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.160 |
|
2.618 |
3.035 |
|
1.618 |
2.958 |
|
1.000 |
2.910 |
|
0.618 |
2.881 |
|
HIGH |
2.833 |
|
0.618 |
2.804 |
|
0.500 |
2.795 |
|
0.382 |
2.785 |
|
LOW |
2.756 |
|
0.618 |
2.708 |
|
1.000 |
2.679 |
|
1.618 |
2.631 |
|
2.618 |
2.554 |
|
4.250 |
2.429 |
|
|
| Fisher Pivots for day following 20-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2.795 |
2.902 |
| PP |
2.785 |
2.857 |
| S1 |
2.776 |
2.812 |
|