NYMEX Natural Gas Future May 2024
| Trading Metrics calculated at close of trading on 21-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2024 |
21-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
1.882 |
1.839 |
-0.043 |
-2.3% |
1.920 |
| High |
1.900 |
1.855 |
-0.045 |
-2.4% |
1.961 |
| Low |
1.824 |
1.797 |
-0.027 |
-1.5% |
1.761 |
| Close |
1.845 |
1.831 |
-0.014 |
-0.8% |
1.789 |
| Range |
0.076 |
0.058 |
-0.018 |
-23.7% |
0.200 |
| ATR |
0.102 |
0.099 |
-0.003 |
-3.1% |
0.000 |
| Volume |
136,826 |
143,830 |
7,004 |
5.1% |
738,983 |
|
| Daily Pivots for day following 21-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.002 |
1.974 |
1.863 |
|
| R3 |
1.944 |
1.916 |
1.847 |
|
| R2 |
1.886 |
1.886 |
1.842 |
|
| R1 |
1.858 |
1.858 |
1.836 |
1.843 |
| PP |
1.828 |
1.828 |
1.828 |
1.820 |
| S1 |
1.800 |
1.800 |
1.826 |
1.785 |
| S2 |
1.770 |
1.770 |
1.820 |
|
| S3 |
1.712 |
1.742 |
1.815 |
|
| S4 |
1.654 |
1.684 |
1.799 |
|
|
| 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 |
1.781 |
0.119 |
6.5% |
0.077 |
4.2% |
42% |
False |
False |
131,787 |
| 10 |
1.961 |
1.761 |
0.200 |
10.9% |
0.087 |
4.7% |
35% |
False |
False |
139,272 |
| 20 |
2.152 |
1.761 |
0.391 |
21.4% |
0.097 |
5.3% |
18% |
False |
False |
116,467 |
| 40 |
2.411 |
1.740 |
0.671 |
36.6% |
0.097 |
5.3% |
14% |
False |
False |
98,636 |
| 60 |
2.770 |
1.740 |
1.030 |
56.3% |
0.102 |
5.6% |
9% |
False |
False |
78,520 |
| 80 |
2.776 |
1.740 |
1.036 |
56.6% |
0.102 |
5.6% |
9% |
False |
False |
64,676 |
| 100 |
3.343 |
1.740 |
1.603 |
87.5% |
0.100 |
5.5% |
6% |
False |
False |
55,132 |
| 120 |
3.343 |
1.740 |
1.603 |
87.5% |
0.097 |
5.3% |
6% |
False |
False |
47,920 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.102 |
|
2.618 |
2.007 |
|
1.618 |
1.949 |
|
1.000 |
1.913 |
|
0.618 |
1.891 |
|
HIGH |
1.855 |
|
0.618 |
1.833 |
|
0.500 |
1.826 |
|
0.382 |
1.819 |
|
LOW |
1.797 |
|
0.618 |
1.761 |
|
1.000 |
1.739 |
|
1.618 |
1.703 |
|
2.618 |
1.645 |
|
4.250 |
1.551 |
|
|
| Fisher Pivots for day following 21-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.829 |
1.849 |
| PP |
1.828 |
1.843 |
| S1 |
1.826 |
1.837 |
|