NYMEX Natural Gas Future May 2024
| Trading Metrics calculated at close of trading on 21-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2023 |
21-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
2.354 |
2.260 |
-0.094 |
-4.0% |
2.362 |
| High |
2.368 |
2.366 |
-0.002 |
-0.1% |
2.435 |
| Low |
2.259 |
2.248 |
-0.011 |
-0.5% |
2.180 |
| Close |
2.282 |
2.344 |
0.062 |
2.7% |
2.415 |
| Range |
0.109 |
0.118 |
0.009 |
8.3% |
0.255 |
| ATR |
0.108 |
0.108 |
0.001 |
0.7% |
0.000 |
| Volume |
25,701 |
33,805 |
8,104 |
31.5% |
159,468 |
|
| Daily Pivots for day following 21-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.673 |
2.627 |
2.409 |
|
| R3 |
2.555 |
2.509 |
2.376 |
|
| R2 |
2.437 |
2.437 |
2.366 |
|
| R1 |
2.391 |
2.391 |
2.355 |
2.414 |
| PP |
2.319 |
2.319 |
2.319 |
2.331 |
| S1 |
2.273 |
2.273 |
2.333 |
2.296 |
| S2 |
2.201 |
2.201 |
2.322 |
|
| S3 |
2.083 |
2.155 |
2.312 |
|
| S4 |
1.965 |
2.037 |
2.279 |
|
|
| 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 |
2.248 |
0.203 |
8.7% |
0.103 |
4.4% |
47% |
False |
True |
27,279 |
| 10 |
2.466 |
2.180 |
0.286 |
12.2% |
0.115 |
4.9% |
57% |
False |
False |
28,577 |
| 20 |
2.840 |
2.180 |
0.660 |
28.2% |
0.104 |
4.4% |
25% |
False |
False |
23,177 |
| 40 |
3.343 |
2.180 |
1.163 |
49.6% |
0.098 |
4.2% |
14% |
False |
False |
20,113 |
| 60 |
3.343 |
2.180 |
1.163 |
49.6% |
0.091 |
3.9% |
14% |
False |
False |
17,228 |
| 80 |
3.343 |
2.180 |
1.163 |
49.6% |
0.083 |
3.5% |
14% |
False |
False |
14,399 |
| 100 |
3.343 |
2.180 |
1.163 |
49.6% |
0.079 |
3.4% |
14% |
False |
False |
12,693 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.868 |
|
2.618 |
2.675 |
|
1.618 |
2.557 |
|
1.000 |
2.484 |
|
0.618 |
2.439 |
|
HIGH |
2.366 |
|
0.618 |
2.321 |
|
0.500 |
2.307 |
|
0.382 |
2.293 |
|
LOW |
2.248 |
|
0.618 |
2.175 |
|
1.000 |
2.130 |
|
1.618 |
2.057 |
|
2.618 |
1.939 |
|
4.250 |
1.747 |
|
|
| Fisher Pivots for day following 21-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2.332 |
2.336 |
| PP |
2.319 |
2.329 |
| S1 |
2.307 |
2.321 |
|