NYMEX Natural Gas Future May 2024
| Trading Metrics calculated at close of trading on 04-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2024 |
04-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
2.426 |
2.500 |
0.074 |
3.1% |
2.301 |
| High |
2.521 |
2.589 |
0.068 |
2.7% |
2.430 |
| Low |
2.412 |
2.498 |
0.086 |
3.6% |
2.277 |
| Close |
2.478 |
2.566 |
0.088 |
3.6% |
2.368 |
| Range |
0.109 |
0.091 |
-0.018 |
-16.5% |
0.153 |
| ATR |
0.104 |
0.105 |
0.000 |
0.5% |
0.000 |
| Volume |
34,433 |
43,188 |
8,755 |
25.4% |
76,861 |
|
| Daily Pivots for day following 04-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.824 |
2.786 |
2.616 |
|
| R3 |
2.733 |
2.695 |
2.591 |
|
| R2 |
2.642 |
2.642 |
2.583 |
|
| R1 |
2.604 |
2.604 |
2.574 |
2.623 |
| PP |
2.551 |
2.551 |
2.551 |
2.561 |
| S1 |
2.513 |
2.513 |
2.558 |
2.532 |
| S2 |
2.460 |
2.460 |
2.549 |
|
| S3 |
2.369 |
2.422 |
2.541 |
|
| S4 |
2.278 |
2.331 |
2.516 |
|
|
| 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 |
2.589 |
2.316 |
0.273 |
10.6% |
0.095 |
3.7% |
92% |
True |
False |
30,957 |
| 10 |
2.589 |
2.248 |
0.341 |
13.3% |
0.094 |
3.6% |
93% |
True |
False |
26,005 |
| 20 |
2.604 |
2.180 |
0.424 |
16.5% |
0.107 |
4.2% |
91% |
False |
False |
26,678 |
| 40 |
3.192 |
2.180 |
1.012 |
39.4% |
0.096 |
3.8% |
38% |
False |
False |
22,058 |
| 60 |
3.343 |
2.180 |
1.163 |
45.3% |
0.092 |
3.6% |
33% |
False |
False |
18,833 |
| 80 |
3.343 |
2.180 |
1.163 |
45.3% |
0.085 |
3.3% |
33% |
False |
False |
16,412 |
| 100 |
3.343 |
2.180 |
1.163 |
45.3% |
0.081 |
3.2% |
33% |
False |
False |
14,100 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.976 |
|
2.618 |
2.827 |
|
1.618 |
2.736 |
|
1.000 |
2.680 |
|
0.618 |
2.645 |
|
HIGH |
2.589 |
|
0.618 |
2.554 |
|
0.500 |
2.544 |
|
0.382 |
2.533 |
|
LOW |
2.498 |
|
0.618 |
2.442 |
|
1.000 |
2.407 |
|
1.618 |
2.351 |
|
2.618 |
2.260 |
|
4.250 |
2.111 |
|
|
| Fisher Pivots for day following 04-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2.559 |
2.541 |
| PP |
2.551 |
2.515 |
| S1 |
2.544 |
2.490 |
|