NYMEX Natural Gas Future May 2024
| Trading Metrics calculated at close of trading on 11-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2023 |
11-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
2.434 |
2.362 |
-0.072 |
-3.0% |
2.601 |
| High |
2.466 |
2.367 |
-0.099 |
-4.0% |
2.642 |
| Low |
2.385 |
2.180 |
-0.205 |
-8.6% |
2.385 |
| Close |
2.436 |
2.293 |
-0.143 |
-5.9% |
2.436 |
| Range |
0.081 |
0.187 |
0.106 |
130.9% |
0.257 |
| ATR |
0.096 |
0.108 |
0.011 |
11.9% |
0.000 |
| Volume |
20,278 |
42,688 |
22,410 |
110.5% |
103,691 |
|
| Daily Pivots for day following 11-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.841 |
2.754 |
2.396 |
|
| R3 |
2.654 |
2.567 |
2.344 |
|
| R2 |
2.467 |
2.467 |
2.327 |
|
| R1 |
2.380 |
2.380 |
2.310 |
2.330 |
| PP |
2.280 |
2.280 |
2.280 |
2.255 |
| S1 |
2.193 |
2.193 |
2.276 |
2.143 |
| S2 |
2.093 |
2.093 |
2.259 |
|
| S3 |
1.906 |
2.006 |
2.242 |
|
| S4 |
1.719 |
1.819 |
2.190 |
|
|
| Weekly Pivots for week ending 08-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.259 |
3.104 |
2.577 |
|
| R3 |
3.002 |
2.847 |
2.507 |
|
| R2 |
2.745 |
2.745 |
2.483 |
|
| R1 |
2.590 |
2.590 |
2.460 |
2.539 |
| PP |
2.488 |
2.488 |
2.488 |
2.462 |
| S1 |
2.333 |
2.333 |
2.412 |
2.282 |
| S2 |
2.231 |
2.231 |
2.389 |
|
| S3 |
1.974 |
2.076 |
2.365 |
|
| S4 |
1.717 |
1.819 |
2.295 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.642 |
2.180 |
0.462 |
20.1% |
0.127 |
5.6% |
24% |
False |
True |
25,537 |
| 10 |
2.776 |
2.180 |
0.596 |
26.0% |
0.104 |
4.5% |
19% |
False |
True |
21,377 |
| 20 |
3.116 |
2.180 |
0.936 |
40.8% |
0.096 |
4.2% |
12% |
False |
True |
18,050 |
| 40 |
3.343 |
2.180 |
1.163 |
50.7% |
0.089 |
3.9% |
10% |
False |
True |
16,359 |
| 60 |
3.343 |
2.180 |
1.163 |
50.7% |
0.083 |
3.6% |
10% |
False |
True |
14,424 |
| 80 |
3.343 |
2.180 |
1.163 |
50.7% |
0.079 |
3.4% |
10% |
False |
True |
12,076 |
| 100 |
3.343 |
2.180 |
1.163 |
50.7% |
0.075 |
3.3% |
10% |
False |
True |
10,757 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.162 |
|
2.618 |
2.857 |
|
1.618 |
2.670 |
|
1.000 |
2.554 |
|
0.618 |
2.483 |
|
HIGH |
2.367 |
|
0.618 |
2.296 |
|
0.500 |
2.274 |
|
0.382 |
2.251 |
|
LOW |
2.180 |
|
0.618 |
2.064 |
|
1.000 |
1.993 |
|
1.618 |
1.877 |
|
2.618 |
1.690 |
|
4.250 |
1.385 |
|
|
| Fisher Pivots for day following 11-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2.287 |
2.336 |
| PP |
2.280 |
2.321 |
| S1 |
2.274 |
2.307 |
|