NYMEX Natural Gas Future May 2024
| Trading Metrics calculated at close of trading on 27-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2023 |
27-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
2.796 |
2.732 |
-0.064 |
-2.3% |
2.849 |
| High |
2.840 |
2.758 |
-0.082 |
-2.9% |
2.883 |
| Low |
2.742 |
2.695 |
-0.047 |
-1.7% |
2.742 |
| Close |
2.790 |
2.756 |
-0.034 |
-1.2% |
2.790 |
| Range |
0.098 |
0.063 |
-0.035 |
-35.7% |
0.141 |
| ATR |
0.090 |
0.090 |
0.000 |
0.4% |
0.000 |
| Volume |
13,440 |
13,528 |
88 |
0.7% |
49,835 |
|
| Daily Pivots for day following 27-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.925 |
2.904 |
2.791 |
|
| R3 |
2.862 |
2.841 |
2.773 |
|
| R2 |
2.799 |
2.799 |
2.768 |
|
| R1 |
2.778 |
2.778 |
2.762 |
2.789 |
| PP |
2.736 |
2.736 |
2.736 |
2.742 |
| S1 |
2.715 |
2.715 |
2.750 |
2.726 |
| S2 |
2.673 |
2.673 |
2.744 |
|
| S3 |
2.610 |
2.652 |
2.739 |
|
| S4 |
2.547 |
2.589 |
2.721 |
|
|
| Weekly Pivots for week ending 24-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.228 |
3.150 |
2.868 |
|
| R3 |
3.087 |
3.009 |
2.829 |
|
| R2 |
2.946 |
2.946 |
2.816 |
|
| R1 |
2.868 |
2.868 |
2.803 |
2.837 |
| PP |
2.805 |
2.805 |
2.805 |
2.789 |
| S1 |
2.727 |
2.727 |
2.777 |
2.696 |
| S2 |
2.664 |
2.664 |
2.764 |
|
| S3 |
2.523 |
2.586 |
2.751 |
|
| S4 |
2.382 |
2.445 |
2.712 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.883 |
2.695 |
0.188 |
6.8% |
0.070 |
2.5% |
32% |
False |
True |
12,672 |
| 10 |
3.116 |
2.695 |
0.421 |
15.3% |
0.089 |
3.2% |
14% |
False |
True |
14,722 |
| 20 |
3.343 |
2.695 |
0.648 |
23.5% |
0.090 |
3.3% |
9% |
False |
True |
16,948 |
| 40 |
3.343 |
2.695 |
0.648 |
23.5% |
0.085 |
3.1% |
9% |
False |
True |
14,542 |
| 60 |
3.343 |
2.695 |
0.648 |
23.5% |
0.076 |
2.7% |
9% |
False |
True |
11,758 |
| 80 |
3.343 |
2.695 |
0.648 |
23.5% |
0.074 |
2.7% |
9% |
False |
True |
10,285 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.026 |
|
2.618 |
2.923 |
|
1.618 |
2.860 |
|
1.000 |
2.821 |
|
0.618 |
2.797 |
|
HIGH |
2.758 |
|
0.618 |
2.734 |
|
0.500 |
2.727 |
|
0.382 |
2.719 |
|
LOW |
2.695 |
|
0.618 |
2.656 |
|
1.000 |
2.632 |
|
1.618 |
2.593 |
|
2.618 |
2.530 |
|
4.250 |
2.427 |
|
|
| Fisher Pivots for day following 27-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2.746 |
2.768 |
| PP |
2.736 |
2.764 |
| S1 |
2.727 |
2.760 |
|