NYMEX Natural Gas Future May 2024
| Trading Metrics calculated at close of trading on 26-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2024 |
26-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
1.817 |
1.805 |
-0.012 |
-0.7% |
1.824 |
| High |
1.825 |
1.830 |
0.005 |
0.3% |
1.900 |
| Low |
1.758 |
1.775 |
0.017 |
1.0% |
1.791 |
| Close |
1.789 |
1.788 |
-0.001 |
-0.1% |
1.812 |
| Range |
0.067 |
0.055 |
-0.012 |
-17.9% |
0.109 |
| ATR |
0.095 |
0.092 |
-0.003 |
-3.0% |
0.000 |
| Volume |
147,531 |
123,173 |
-24,358 |
-16.5% |
626,853 |
|
| Daily Pivots for day following 26-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.963 |
1.930 |
1.818 |
|
| R3 |
1.908 |
1.875 |
1.803 |
|
| R2 |
1.853 |
1.853 |
1.798 |
|
| R1 |
1.820 |
1.820 |
1.793 |
1.809 |
| PP |
1.798 |
1.798 |
1.798 |
1.792 |
| S1 |
1.765 |
1.765 |
1.783 |
1.754 |
| S2 |
1.743 |
1.743 |
1.778 |
|
| S3 |
1.688 |
1.710 |
1.773 |
|
| S4 |
1.633 |
1.655 |
1.758 |
|
|
| Weekly Pivots for week ending 22-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.161 |
2.096 |
1.872 |
|
| R3 |
2.052 |
1.987 |
1.842 |
|
| R2 |
1.943 |
1.943 |
1.832 |
|
| R1 |
1.878 |
1.878 |
1.822 |
1.856 |
| PP |
1.834 |
1.834 |
1.834 |
1.824 |
| S1 |
1.769 |
1.769 |
1.802 |
1.747 |
| S2 |
1.725 |
1.725 |
1.792 |
|
| S3 |
1.616 |
1.660 |
1.782 |
|
| S4 |
1.507 |
1.551 |
1.752 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.900 |
1.758 |
0.142 |
7.9% |
0.065 |
3.6% |
21% |
False |
False |
131,285 |
| 10 |
1.900 |
1.758 |
0.142 |
7.9% |
0.077 |
4.3% |
21% |
False |
False |
132,875 |
| 20 |
2.152 |
1.758 |
0.394 |
22.0% |
0.089 |
5.0% |
8% |
False |
False |
121,626 |
| 40 |
2.265 |
1.740 |
0.525 |
29.4% |
0.093 |
5.2% |
9% |
False |
False |
104,534 |
| 60 |
2.770 |
1.740 |
1.030 |
57.6% |
0.101 |
5.7% |
5% |
False |
False |
83,860 |
| 80 |
2.770 |
1.740 |
1.030 |
57.6% |
0.102 |
5.7% |
5% |
False |
False |
68,824 |
| 100 |
3.343 |
1.740 |
1.603 |
89.7% |
0.099 |
5.5% |
3% |
False |
False |
58,342 |
| 120 |
3.343 |
1.740 |
1.603 |
89.7% |
0.097 |
5.4% |
3% |
False |
False |
50,850 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.064 |
|
2.618 |
1.974 |
|
1.618 |
1.919 |
|
1.000 |
1.885 |
|
0.618 |
1.864 |
|
HIGH |
1.830 |
|
0.618 |
1.809 |
|
0.500 |
1.803 |
|
0.382 |
1.796 |
|
LOW |
1.775 |
|
0.618 |
1.741 |
|
1.000 |
1.720 |
|
1.618 |
1.686 |
|
2.618 |
1.631 |
|
4.250 |
1.541 |
|
|
| Fisher Pivots for day following 26-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.803 |
1.809 |
| PP |
1.798 |
1.802 |
| S1 |
1.793 |
1.795 |
|