NYMEX Natural Gas Future May 2024
| Trading Metrics calculated at close of trading on 15-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2023 |
15-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
3.100 |
3.045 |
-0.055 |
-1.8% |
3.215 |
| High |
3.116 |
3.112 |
-0.004 |
-0.1% |
3.232 |
| Low |
3.019 |
3.015 |
-0.004 |
-0.1% |
3.001 |
| Close |
3.043 |
3.078 |
0.035 |
1.2% |
3.016 |
| Range |
0.097 |
0.097 |
0.000 |
0.0% |
0.231 |
| ATR |
0.088 |
0.089 |
0.001 |
0.7% |
0.000 |
| Volume |
16,632 |
13,354 |
-3,278 |
-19.7% |
116,137 |
|
| Daily Pivots for day following 15-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.359 |
3.316 |
3.131 |
|
| R3 |
3.262 |
3.219 |
3.105 |
|
| R2 |
3.165 |
3.165 |
3.096 |
|
| R1 |
3.122 |
3.122 |
3.087 |
3.144 |
| PP |
3.068 |
3.068 |
3.068 |
3.079 |
| S1 |
3.025 |
3.025 |
3.069 |
3.047 |
| S2 |
2.971 |
2.971 |
3.060 |
|
| S3 |
2.874 |
2.928 |
3.051 |
|
| S4 |
2.777 |
2.831 |
3.025 |
|
|
| Weekly Pivots for week ending 10-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.776 |
3.627 |
3.143 |
|
| R3 |
3.545 |
3.396 |
3.080 |
|
| R2 |
3.314 |
3.314 |
3.058 |
|
| R1 |
3.165 |
3.165 |
3.037 |
3.124 |
| PP |
3.083 |
3.083 |
3.083 |
3.063 |
| S1 |
2.934 |
2.934 |
2.995 |
2.893 |
| S2 |
2.852 |
2.852 |
2.974 |
|
| S3 |
2.621 |
2.703 |
2.952 |
|
| S4 |
2.390 |
2.472 |
2.889 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.116 |
3.001 |
0.115 |
3.7% |
0.080 |
2.6% |
67% |
False |
False |
17,851 |
| 10 |
3.343 |
3.001 |
0.342 |
11.1% |
0.086 |
2.8% |
23% |
False |
False |
18,452 |
| 20 |
3.343 |
3.001 |
0.342 |
11.1% |
0.085 |
2.7% |
23% |
False |
False |
15,705 |
| 40 |
3.343 |
2.948 |
0.395 |
12.8% |
0.079 |
2.6% |
33% |
False |
False |
13,231 |
| 60 |
3.343 |
2.948 |
0.395 |
12.8% |
0.074 |
2.4% |
33% |
False |
False |
10,625 |
| 80 |
3.343 |
2.948 |
0.395 |
12.8% |
0.071 |
2.3% |
33% |
False |
False |
9,378 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.524 |
|
2.618 |
3.366 |
|
1.618 |
3.269 |
|
1.000 |
3.209 |
|
0.618 |
3.172 |
|
HIGH |
3.112 |
|
0.618 |
3.075 |
|
0.500 |
3.064 |
|
0.382 |
3.052 |
|
LOW |
3.015 |
|
0.618 |
2.955 |
|
1.000 |
2.918 |
|
1.618 |
2.858 |
|
2.618 |
2.761 |
|
4.250 |
2.603 |
|
|
| Fisher Pivots for day following 15-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
3.073 |
3.074 |
| PP |
3.068 |
3.070 |
| S1 |
3.064 |
3.066 |
|