NYMEX Natural Gas Future May 2024
| Trading Metrics calculated at close of trading on 03-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2024 |
03-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
2.430 |
2.426 |
-0.004 |
-0.2% |
2.301 |
| High |
2.482 |
2.521 |
0.039 |
1.6% |
2.430 |
| Low |
2.390 |
2.412 |
0.022 |
0.9% |
2.277 |
| Close |
2.424 |
2.478 |
0.054 |
2.2% |
2.368 |
| Range |
0.092 |
0.109 |
0.017 |
18.5% |
0.153 |
| ATR |
0.104 |
0.104 |
0.000 |
0.3% |
0.000 |
| Volume |
33,324 |
34,433 |
1,109 |
3.3% |
76,861 |
|
| Daily Pivots for day following 03-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.797 |
2.747 |
2.538 |
|
| R3 |
2.688 |
2.638 |
2.508 |
|
| R2 |
2.579 |
2.579 |
2.498 |
|
| R1 |
2.529 |
2.529 |
2.488 |
2.554 |
| PP |
2.470 |
2.470 |
2.470 |
2.483 |
| S1 |
2.420 |
2.420 |
2.468 |
2.445 |
| S2 |
2.361 |
2.361 |
2.458 |
|
| S3 |
2.252 |
2.311 |
2.448 |
|
| S4 |
2.143 |
2.202 |
2.418 |
|
|
| Weekly Pivots for week ending 29-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.817 |
2.746 |
2.452 |
|
| R3 |
2.664 |
2.593 |
2.410 |
|
| R2 |
2.511 |
2.511 |
2.396 |
|
| R1 |
2.440 |
2.440 |
2.382 |
2.476 |
| PP |
2.358 |
2.358 |
2.358 |
2.376 |
| S1 |
2.287 |
2.287 |
2.354 |
2.323 |
| S2 |
2.205 |
2.205 |
2.340 |
|
| S3 |
2.052 |
2.134 |
2.326 |
|
| S4 |
1.899 |
1.981 |
2.284 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.521 |
2.316 |
0.205 |
8.3% |
0.094 |
3.8% |
79% |
True |
False |
26,203 |
| 10 |
2.521 |
2.248 |
0.273 |
11.0% |
0.097 |
3.9% |
84% |
True |
False |
24,095 |
| 20 |
2.642 |
2.180 |
0.462 |
18.6% |
0.107 |
4.3% |
65% |
False |
False |
25,393 |
| 40 |
3.232 |
2.180 |
1.052 |
42.5% |
0.096 |
3.9% |
28% |
False |
False |
21,432 |
| 60 |
3.343 |
2.180 |
1.163 |
46.9% |
0.092 |
3.7% |
26% |
False |
False |
18,304 |
| 80 |
3.343 |
2.180 |
1.163 |
46.9% |
0.085 |
3.4% |
26% |
False |
False |
15,933 |
| 100 |
3.343 |
2.180 |
1.163 |
46.9% |
0.081 |
3.3% |
26% |
False |
False |
13,750 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.984 |
|
2.618 |
2.806 |
|
1.618 |
2.697 |
|
1.000 |
2.630 |
|
0.618 |
2.588 |
|
HIGH |
2.521 |
|
0.618 |
2.479 |
|
0.500 |
2.467 |
|
0.382 |
2.454 |
|
LOW |
2.412 |
|
0.618 |
2.345 |
|
1.000 |
2.303 |
|
1.618 |
2.236 |
|
2.618 |
2.127 |
|
4.250 |
1.949 |
|
|
| Fisher Pivots for day following 03-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2.474 |
2.465 |
| PP |
2.470 |
2.451 |
| S1 |
2.467 |
2.438 |
|