NYMEX Natural Gas Future May 2024
| Trading Metrics calculated at close of trading on 11-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2024 |
11-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
1.942 |
1.920 |
-0.022 |
-1.1% |
2.012 |
| High |
1.955 |
1.961 |
0.006 |
0.3% |
2.152 |
| Low |
1.896 |
1.852 |
-0.044 |
-2.3% |
1.896 |
| Close |
1.923 |
1.862 |
-0.061 |
-3.2% |
1.923 |
| Range |
0.059 |
0.109 |
0.050 |
84.7% |
0.256 |
| ATR |
0.110 |
0.110 |
0.000 |
-0.1% |
0.000 |
| Volume |
131,957 |
137,927 |
5,970 |
4.5% |
546,241 |
|
| Daily Pivots for day following 11-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.219 |
2.149 |
1.922 |
|
| R3 |
2.110 |
2.040 |
1.892 |
|
| R2 |
2.001 |
2.001 |
1.882 |
|
| R1 |
1.931 |
1.931 |
1.872 |
1.912 |
| PP |
1.892 |
1.892 |
1.892 |
1.882 |
| S1 |
1.822 |
1.822 |
1.852 |
1.803 |
| S2 |
1.783 |
1.783 |
1.842 |
|
| S3 |
1.674 |
1.713 |
1.832 |
|
| S4 |
1.565 |
1.604 |
1.802 |
|
|
| Weekly Pivots for week ending 08-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.758 |
2.597 |
2.064 |
|
| R3 |
2.502 |
2.341 |
1.993 |
|
| R2 |
2.246 |
2.246 |
1.970 |
|
| R1 |
2.085 |
2.085 |
1.946 |
2.038 |
| PP |
1.990 |
1.990 |
1.990 |
1.967 |
| S1 |
1.829 |
1.829 |
1.900 |
1.782 |
| S2 |
1.734 |
1.734 |
1.876 |
|
| S3 |
1.478 |
1.573 |
1.853 |
|
| S4 |
1.222 |
1.317 |
1.782 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.152 |
1.852 |
0.300 |
16.1% |
0.099 |
5.3% |
3% |
False |
True |
113,560 |
| 10 |
2.152 |
1.852 |
0.300 |
16.1% |
0.102 |
5.5% |
3% |
False |
True |
102,543 |
| 20 |
2.152 |
1.740 |
0.412 |
22.1% |
0.107 |
5.7% |
30% |
False |
False |
102,867 |
| 40 |
2.650 |
1.740 |
0.910 |
48.9% |
0.100 |
5.4% |
13% |
False |
False |
78,711 |
| 60 |
2.770 |
1.740 |
1.030 |
55.3% |
0.105 |
5.6% |
12% |
False |
False |
63,274 |
| 80 |
3.116 |
1.740 |
1.376 |
73.9% |
0.103 |
5.5% |
9% |
False |
False |
52,102 |
| 100 |
3.343 |
1.740 |
1.603 |
86.1% |
0.099 |
5.3% |
8% |
False |
False |
44,679 |
| 120 |
3.343 |
1.740 |
1.603 |
86.1% |
0.094 |
5.1% |
8% |
False |
False |
39,037 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.424 |
|
2.618 |
2.246 |
|
1.618 |
2.137 |
|
1.000 |
2.070 |
|
0.618 |
2.028 |
|
HIGH |
1.961 |
|
0.618 |
1.919 |
|
0.500 |
1.907 |
|
0.382 |
1.894 |
|
LOW |
1.852 |
|
0.618 |
1.785 |
|
1.000 |
1.743 |
|
1.618 |
1.676 |
|
2.618 |
1.567 |
|
4.250 |
1.389 |
|
|
| Fisher Pivots for day following 11-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.907 |
1.970 |
| PP |
1.892 |
1.934 |
| S1 |
1.877 |
1.898 |
|