NYMEX Natural Gas Future May 2024
| Trading Metrics calculated at close of trading on 22-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2023 |
22-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
2.260 |
2.346 |
0.086 |
3.8% |
2.425 |
| High |
2.366 |
2.369 |
0.003 |
0.1% |
2.451 |
| Low |
2.248 |
2.284 |
0.036 |
1.6% |
2.248 |
| Close |
2.344 |
2.359 |
0.015 |
0.6% |
2.359 |
| Range |
0.118 |
0.085 |
-0.033 |
-28.0% |
0.203 |
| ATR |
0.108 |
0.107 |
-0.002 |
-1.5% |
0.000 |
| Volume |
33,805 |
12,744 |
-21,061 |
-62.3% |
118,775 |
|
| Daily Pivots for day following 22-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.592 |
2.561 |
2.406 |
|
| R3 |
2.507 |
2.476 |
2.382 |
|
| R2 |
2.422 |
2.422 |
2.375 |
|
| R1 |
2.391 |
2.391 |
2.367 |
2.407 |
| PP |
2.337 |
2.337 |
2.337 |
2.345 |
| S1 |
2.306 |
2.306 |
2.351 |
2.322 |
| S2 |
2.252 |
2.252 |
2.343 |
|
| S3 |
2.167 |
2.221 |
2.336 |
|
| S4 |
2.082 |
2.136 |
2.312 |
|
|
| Weekly Pivots for week ending 22-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.962 |
2.863 |
2.471 |
|
| R3 |
2.759 |
2.660 |
2.415 |
|
| R2 |
2.556 |
2.556 |
2.396 |
|
| R1 |
2.457 |
2.457 |
2.378 |
2.405 |
| PP |
2.353 |
2.353 |
2.353 |
2.327 |
| S1 |
2.254 |
2.254 |
2.340 |
2.202 |
| S2 |
2.150 |
2.150 |
2.322 |
|
| S3 |
1.947 |
2.051 |
2.303 |
|
| S4 |
1.744 |
1.848 |
2.247 |
|
|
| 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 |
8.6% |
0.102 |
4.3% |
55% |
False |
False |
23,755 |
| 10 |
2.451 |
2.180 |
0.271 |
11.5% |
0.115 |
4.9% |
66% |
False |
False |
27,824 |
| 20 |
2.776 |
2.180 |
0.596 |
25.3% |
0.103 |
4.4% |
30% |
False |
False |
23,143 |
| 40 |
3.343 |
2.180 |
1.163 |
49.3% |
0.098 |
4.1% |
15% |
False |
False |
20,049 |
| 60 |
3.343 |
2.180 |
1.163 |
49.3% |
0.091 |
3.9% |
15% |
False |
False |
17,320 |
| 80 |
3.343 |
2.180 |
1.163 |
49.3% |
0.083 |
3.5% |
15% |
False |
False |
14,498 |
| 100 |
3.343 |
2.180 |
1.163 |
49.3% |
0.079 |
3.4% |
15% |
False |
False |
12,771 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.730 |
|
2.618 |
2.592 |
|
1.618 |
2.507 |
|
1.000 |
2.454 |
|
0.618 |
2.422 |
|
HIGH |
2.369 |
|
0.618 |
2.337 |
|
0.500 |
2.327 |
|
0.382 |
2.316 |
|
LOW |
2.284 |
|
0.618 |
2.231 |
|
1.000 |
2.199 |
|
1.618 |
2.146 |
|
2.618 |
2.061 |
|
4.250 |
1.923 |
|
|
| Fisher Pivots for day following 22-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2.348 |
2.342 |
| PP |
2.337 |
2.325 |
| S1 |
2.327 |
2.309 |
|