NYMEX Natural Gas Future May 2024
| Trading Metrics calculated at close of trading on 20-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2024 |
20-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
1.844 |
1.882 |
0.038 |
2.1% |
1.920 |
| High |
1.890 |
1.900 |
0.010 |
0.5% |
1.961 |
| Low |
1.832 |
1.824 |
-0.008 |
-0.4% |
1.761 |
| Close |
1.876 |
1.845 |
-0.031 |
-1.7% |
1.789 |
| Range |
0.058 |
0.076 |
0.018 |
31.0% |
0.200 |
| ATR |
0.104 |
0.102 |
-0.002 |
-1.9% |
0.000 |
| Volume |
122,797 |
136,826 |
14,029 |
11.4% |
738,983 |
|
| Daily Pivots for day following 20-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.084 |
2.041 |
1.887 |
|
| R3 |
2.008 |
1.965 |
1.866 |
|
| R2 |
1.932 |
1.932 |
1.859 |
|
| R1 |
1.889 |
1.889 |
1.852 |
1.873 |
| PP |
1.856 |
1.856 |
1.856 |
1.848 |
| S1 |
1.813 |
1.813 |
1.838 |
1.797 |
| S2 |
1.780 |
1.780 |
1.831 |
|
| S3 |
1.704 |
1.737 |
1.824 |
|
| S4 |
1.628 |
1.661 |
1.803 |
|
|
| Weekly Pivots for week ending 15-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.437 |
2.313 |
1.899 |
|
| R3 |
2.237 |
2.113 |
1.844 |
|
| R2 |
2.037 |
2.037 |
1.826 |
|
| R1 |
1.913 |
1.913 |
1.807 |
1.875 |
| PP |
1.837 |
1.837 |
1.837 |
1.818 |
| S1 |
1.713 |
1.713 |
1.771 |
1.675 |
| S2 |
1.637 |
1.637 |
1.752 |
|
| S3 |
1.437 |
1.513 |
1.734 |
|
| S4 |
1.237 |
1.313 |
1.679 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.900 |
1.761 |
0.139 |
7.5% |
0.090 |
4.9% |
60% |
True |
False |
130,323 |
| 10 |
2.087 |
1.761 |
0.326 |
17.7% |
0.097 |
5.3% |
26% |
False |
False |
139,180 |
| 20 |
2.152 |
1.761 |
0.391 |
21.2% |
0.100 |
5.4% |
21% |
False |
False |
114,835 |
| 40 |
2.411 |
1.740 |
0.671 |
36.4% |
0.098 |
5.3% |
16% |
False |
False |
96,005 |
| 60 |
2.770 |
1.740 |
1.030 |
55.8% |
0.103 |
5.6% |
10% |
False |
False |
76,335 |
| 80 |
2.840 |
1.740 |
1.100 |
59.6% |
0.103 |
5.6% |
10% |
False |
False |
63,046 |
| 100 |
3.343 |
1.740 |
1.603 |
86.9% |
0.101 |
5.5% |
7% |
False |
False |
53,846 |
| 120 |
3.343 |
1.740 |
1.603 |
86.9% |
0.097 |
5.2% |
7% |
False |
False |
46,781 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.223 |
|
2.618 |
2.099 |
|
1.618 |
2.023 |
|
1.000 |
1.976 |
|
0.618 |
1.947 |
|
HIGH |
1.900 |
|
0.618 |
1.871 |
|
0.500 |
1.862 |
|
0.382 |
1.853 |
|
LOW |
1.824 |
|
0.618 |
1.777 |
|
1.000 |
1.748 |
|
1.618 |
1.701 |
|
2.618 |
1.625 |
|
4.250 |
1.501 |
|
|
| Fisher Pivots for day following 20-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.862 |
1.851 |
| PP |
1.856 |
1.849 |
| S1 |
1.851 |
1.847 |
|