NYMEX Natural Gas Future May 2024
| Trading Metrics calculated at close of trading on 28-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2023 |
28-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
2.334 |
2.346 |
0.012 |
0.5% |
2.425 |
| High |
2.413 |
2.425 |
0.012 |
0.5% |
2.451 |
| Low |
2.328 |
2.316 |
-0.012 |
-0.5% |
2.248 |
| Close |
2.337 |
2.410 |
0.073 |
3.1% |
2.359 |
| Range |
0.085 |
0.109 |
0.024 |
28.2% |
0.203 |
| ATR |
0.105 |
0.105 |
0.000 |
0.3% |
0.000 |
| Volume |
19,415 |
22,379 |
2,964 |
15.3% |
118,775 |
|
| Daily Pivots for day following 28-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.711 |
2.669 |
2.470 |
|
| R3 |
2.602 |
2.560 |
2.440 |
|
| R2 |
2.493 |
2.493 |
2.430 |
|
| R1 |
2.451 |
2.451 |
2.420 |
2.472 |
| PP |
2.384 |
2.384 |
2.384 |
2.394 |
| S1 |
2.342 |
2.342 |
2.400 |
2.363 |
| S2 |
2.275 |
2.275 |
2.390 |
|
| S3 |
2.166 |
2.233 |
2.380 |
|
| S4 |
2.057 |
2.124 |
2.350 |
|
|
| 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 |
2.425 |
2.248 |
0.177 |
7.3% |
0.092 |
3.8% |
92% |
True |
False |
20,389 |
| 10 |
2.451 |
2.248 |
0.203 |
8.4% |
0.096 |
4.0% |
80% |
False |
False |
23,313 |
| 20 |
2.688 |
2.180 |
0.508 |
21.1% |
0.103 |
4.3% |
45% |
False |
False |
23,717 |
| 40 |
3.343 |
2.180 |
1.163 |
48.3% |
0.096 |
4.0% |
20% |
False |
False |
20,065 |
| 60 |
3.343 |
2.180 |
1.163 |
48.3% |
0.092 |
3.8% |
20% |
False |
False |
17,840 |
| 80 |
3.343 |
2.180 |
1.163 |
48.3% |
0.083 |
3.5% |
20% |
False |
False |
15,001 |
| 100 |
3.343 |
2.180 |
1.163 |
48.3% |
0.080 |
3.3% |
20% |
False |
False |
13,176 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.888 |
|
2.618 |
2.710 |
|
1.618 |
2.601 |
|
1.000 |
2.534 |
|
0.618 |
2.492 |
|
HIGH |
2.425 |
|
0.618 |
2.383 |
|
0.500 |
2.371 |
|
0.382 |
2.358 |
|
LOW |
2.316 |
|
0.618 |
2.249 |
|
1.000 |
2.207 |
|
1.618 |
2.140 |
|
2.618 |
2.031 |
|
4.250 |
1.853 |
|
|
| Fisher Pivots for day following 28-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2.397 |
2.390 |
| PP |
2.384 |
2.371 |
| S1 |
2.371 |
2.351 |
|