NYMEX Natural Gas Future May 2024
| Trading Metrics calculated at close of trading on 20-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2023 |
20-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
2.392 |
2.354 |
-0.038 |
-1.6% |
2.362 |
| High |
2.394 |
2.368 |
-0.026 |
-1.1% |
2.435 |
| Low |
2.266 |
2.259 |
-0.007 |
-0.3% |
2.180 |
| Close |
2.308 |
2.282 |
-0.026 |
-1.1% |
2.415 |
| Range |
0.128 |
0.109 |
-0.019 |
-14.8% |
0.255 |
| ATR |
0.108 |
0.108 |
0.000 |
0.1% |
0.000 |
| Volume |
24,089 |
25,701 |
1,612 |
6.7% |
159,468 |
|
| Daily Pivots for day following 20-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.630 |
2.565 |
2.342 |
|
| R3 |
2.521 |
2.456 |
2.312 |
|
| R2 |
2.412 |
2.412 |
2.302 |
|
| R1 |
2.347 |
2.347 |
2.292 |
2.325 |
| PP |
2.303 |
2.303 |
2.303 |
2.292 |
| S1 |
2.238 |
2.238 |
2.272 |
2.216 |
| S2 |
2.194 |
2.194 |
2.262 |
|
| S3 |
2.085 |
2.129 |
2.252 |
|
| S4 |
1.976 |
2.020 |
2.222 |
|
|
| Weekly Pivots for week ending 15-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.108 |
3.017 |
2.555 |
|
| R3 |
2.853 |
2.762 |
2.485 |
|
| R2 |
2.598 |
2.598 |
2.462 |
|
| R1 |
2.507 |
2.507 |
2.438 |
2.553 |
| PP |
2.343 |
2.343 |
2.343 |
2.366 |
| S1 |
2.252 |
2.252 |
2.392 |
2.298 |
| S2 |
2.088 |
2.088 |
2.368 |
|
| S3 |
1.833 |
1.997 |
2.345 |
|
| S4 |
1.578 |
1.742 |
2.275 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.451 |
2.259 |
0.192 |
8.4% |
0.099 |
4.3% |
12% |
False |
True |
26,237 |
| 10 |
2.491 |
2.180 |
0.311 |
13.6% |
0.114 |
5.0% |
33% |
False |
False |
27,421 |
| 20 |
2.840 |
2.180 |
0.660 |
28.9% |
0.101 |
4.4% |
15% |
False |
False |
22,076 |
| 40 |
3.343 |
2.180 |
1.163 |
51.0% |
0.097 |
4.2% |
9% |
False |
False |
19,448 |
| 60 |
3.343 |
2.180 |
1.163 |
51.0% |
0.090 |
3.9% |
9% |
False |
False |
16,743 |
| 80 |
3.343 |
2.180 |
1.163 |
51.0% |
0.082 |
3.6% |
9% |
False |
False |
14,059 |
| 100 |
3.343 |
2.180 |
1.163 |
51.0% |
0.079 |
3.5% |
9% |
False |
False |
12,404 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.831 |
|
2.618 |
2.653 |
|
1.618 |
2.544 |
|
1.000 |
2.477 |
|
0.618 |
2.435 |
|
HIGH |
2.368 |
|
0.618 |
2.326 |
|
0.500 |
2.314 |
|
0.382 |
2.301 |
|
LOW |
2.259 |
|
0.618 |
2.192 |
|
1.000 |
2.150 |
|
1.618 |
2.083 |
|
2.618 |
1.974 |
|
4.250 |
1.796 |
|
|
| Fisher Pivots for day following 20-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2.314 |
2.355 |
| PP |
2.303 |
2.331 |
| S1 |
2.293 |
2.306 |
|