NYMEX Natural Gas Future May 2024
| Trading Metrics calculated at close of trading on 28-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2023 |
28-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
2.732 |
2.770 |
0.038 |
1.4% |
2.849 |
| High |
2.758 |
2.776 |
0.018 |
0.7% |
2.883 |
| Low |
2.695 |
2.655 |
-0.040 |
-1.5% |
2.742 |
| Close |
2.756 |
2.700 |
-0.056 |
-2.0% |
2.790 |
| Range |
0.063 |
0.121 |
0.058 |
92.1% |
0.141 |
| ATR |
0.090 |
0.092 |
0.002 |
2.4% |
0.000 |
| Volume |
13,528 |
17,935 |
4,407 |
32.6% |
49,835 |
|
| Daily Pivots for day following 28-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.073 |
3.008 |
2.767 |
|
| R3 |
2.952 |
2.887 |
2.733 |
|
| R2 |
2.831 |
2.831 |
2.722 |
|
| R1 |
2.766 |
2.766 |
2.711 |
2.738 |
| PP |
2.710 |
2.710 |
2.710 |
2.697 |
| S1 |
2.645 |
2.645 |
2.689 |
2.617 |
| S2 |
2.589 |
2.589 |
2.678 |
|
| S3 |
2.468 |
2.524 |
2.667 |
|
| S4 |
2.347 |
2.403 |
2.633 |
|
|
| 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 |
2.840 |
2.655 |
0.185 |
6.9% |
0.080 |
3.0% |
24% |
False |
True |
13,993 |
| 10 |
3.116 |
2.655 |
0.461 |
17.1% |
0.094 |
3.5% |
10% |
False |
True |
14,839 |
| 20 |
3.343 |
2.655 |
0.688 |
25.5% |
0.094 |
3.5% |
7% |
False |
True |
17,245 |
| 40 |
3.343 |
2.655 |
0.688 |
25.5% |
0.087 |
3.2% |
7% |
False |
True |
14,795 |
| 60 |
3.343 |
2.655 |
0.688 |
25.5% |
0.076 |
2.8% |
7% |
False |
True |
11,985 |
| 80 |
3.343 |
2.655 |
0.688 |
25.5% |
0.075 |
2.8% |
7% |
False |
True |
10,476 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.290 |
|
2.618 |
3.093 |
|
1.618 |
2.972 |
|
1.000 |
2.897 |
|
0.618 |
2.851 |
|
HIGH |
2.776 |
|
0.618 |
2.730 |
|
0.500 |
2.716 |
|
0.382 |
2.701 |
|
LOW |
2.655 |
|
0.618 |
2.580 |
|
1.000 |
2.534 |
|
1.618 |
2.459 |
|
2.618 |
2.338 |
|
4.250 |
2.141 |
|
|
| Fisher Pivots for day following 28-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2.716 |
2.748 |
| PP |
2.710 |
2.732 |
| S1 |
2.705 |
2.716 |
|