NYMEX Natural Gas Future May 2024
| Trading Metrics calculated at close of trading on 21-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2023 |
21-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
2.849 |
2.820 |
-0.029 |
-1.0% |
3.045 |
| High |
2.883 |
2.834 |
-0.049 |
-1.7% |
3.116 |
| Low |
2.811 |
2.773 |
-0.038 |
-1.4% |
2.851 |
| Close |
2.820 |
2.785 |
-0.035 |
-1.2% |
2.884 |
| Range |
0.072 |
0.061 |
-0.011 |
-15.3% |
0.265 |
| ATR |
0.094 |
0.092 |
-0.002 |
-2.5% |
0.000 |
| Volume |
11,330 |
13,288 |
1,958 |
17.3% |
83,863 |
|
| Daily Pivots for day following 21-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.980 |
2.944 |
2.819 |
|
| R3 |
2.919 |
2.883 |
2.802 |
|
| R2 |
2.858 |
2.858 |
2.796 |
|
| R1 |
2.822 |
2.822 |
2.791 |
2.810 |
| PP |
2.797 |
2.797 |
2.797 |
2.791 |
| S1 |
2.761 |
2.761 |
2.779 |
2.749 |
| S2 |
2.736 |
2.736 |
2.774 |
|
| S3 |
2.675 |
2.700 |
2.768 |
|
| S4 |
2.614 |
2.639 |
2.751 |
|
|
| 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 |
3.112 |
2.773 |
0.339 |
12.2% |
0.102 |
3.6% |
4% |
False |
True |
15,016 |
| 10 |
3.159 |
2.773 |
0.386 |
13.9% |
0.093 |
3.3% |
3% |
False |
True |
18,676 |
| 20 |
3.343 |
2.773 |
0.570 |
20.5% |
0.093 |
3.3% |
2% |
False |
True |
16,820 |
| 40 |
3.343 |
2.773 |
0.570 |
20.5% |
0.084 |
3.0% |
2% |
False |
True |
14,076 |
| 60 |
3.343 |
2.773 |
0.570 |
20.5% |
0.076 |
2.7% |
2% |
False |
True |
11,387 |
| 80 |
3.343 |
2.773 |
0.570 |
20.5% |
0.073 |
2.6% |
2% |
False |
True |
9,986 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.093 |
|
2.618 |
2.994 |
|
1.618 |
2.933 |
|
1.000 |
2.895 |
|
0.618 |
2.872 |
|
HIGH |
2.834 |
|
0.618 |
2.811 |
|
0.500 |
2.804 |
|
0.382 |
2.796 |
|
LOW |
2.773 |
|
0.618 |
2.735 |
|
1.000 |
2.712 |
|
1.618 |
2.674 |
|
2.618 |
2.613 |
|
4.250 |
2.514 |
|
|
| Fisher Pivots for day following 21-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2.804 |
2.874 |
| PP |
2.797 |
2.844 |
| S1 |
2.791 |
2.815 |
|