NYMEX Natural Gas Future May 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 |
2.970 |
2.849 |
-0.121 |
-4.1% |
3.045 |
| High |
2.975 |
2.883 |
-0.092 |
-3.1% |
3.116 |
| Low |
2.851 |
2.811 |
-0.040 |
-1.4% |
2.851 |
| Close |
2.884 |
2.820 |
-0.064 |
-2.2% |
2.884 |
| Range |
0.124 |
0.072 |
-0.052 |
-41.9% |
0.265 |
| ATR |
0.096 |
0.094 |
-0.002 |
-1.7% |
0.000 |
| Volume |
17,137 |
11,330 |
-5,807 |
-33.9% |
83,863 |
|
| Daily Pivots for day following 20-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.054 |
3.009 |
2.860 |
|
| R3 |
2.982 |
2.937 |
2.840 |
|
| R2 |
2.910 |
2.910 |
2.833 |
|
| R1 |
2.865 |
2.865 |
2.827 |
2.852 |
| PP |
2.838 |
2.838 |
2.838 |
2.831 |
| S1 |
2.793 |
2.793 |
2.813 |
2.780 |
| S2 |
2.766 |
2.766 |
2.807 |
|
| S3 |
2.694 |
2.721 |
2.800 |
|
| S4 |
2.622 |
2.649 |
2.780 |
|
|
| Weekly Pivots for week ending 17-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.745 |
3.580 |
3.030 |
|
| R3 |
3.480 |
3.315 |
2.957 |
|
| R2 |
3.215 |
3.215 |
2.933 |
|
| R1 |
3.050 |
3.050 |
2.908 |
3.000 |
| PP |
2.950 |
2.950 |
2.950 |
2.926 |
| S1 |
2.785 |
2.785 |
2.860 |
2.735 |
| S2 |
2.685 |
2.685 |
2.835 |
|
| S3 |
2.420 |
2.520 |
2.811 |
|
| S4 |
2.155 |
2.255 |
2.738 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.116 |
2.811 |
0.305 |
10.8% |
0.109 |
3.9% |
3% |
False |
True |
15,685 |
| 10 |
3.192 |
2.811 |
0.381 |
13.5% |
0.096 |
3.4% |
2% |
False |
True |
19,317 |
| 20 |
3.343 |
2.811 |
0.532 |
18.9% |
0.092 |
3.3% |
2% |
False |
True |
16,548 |
| 40 |
3.343 |
2.811 |
0.532 |
18.9% |
0.084 |
3.0% |
2% |
False |
True |
13,949 |
| 60 |
3.343 |
2.811 |
0.532 |
18.9% |
0.077 |
2.7% |
2% |
False |
True |
11,229 |
| 80 |
3.343 |
2.811 |
0.532 |
18.9% |
0.073 |
2.6% |
2% |
False |
True |
9,860 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.189 |
|
2.618 |
3.071 |
|
1.618 |
2.999 |
|
1.000 |
2.955 |
|
0.618 |
2.927 |
|
HIGH |
2.883 |
|
0.618 |
2.855 |
|
0.500 |
2.847 |
|
0.382 |
2.839 |
|
LOW |
2.811 |
|
0.618 |
2.767 |
|
1.000 |
2.739 |
|
1.618 |
2.695 |
|
2.618 |
2.623 |
|
4.250 |
2.505 |
|
|
| Fisher Pivots for day following 20-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2.847 |
2.955 |
| PP |
2.838 |
2.910 |
| S1 |
2.829 |
2.865 |
|