NYMEX Natural Gas Future May 2024
| Trading Metrics calculated at close of trading on 27-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2024 |
27-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
1.805 |
1.789 |
-0.016 |
-0.9% |
1.824 |
| High |
1.830 |
1.789 |
-0.041 |
-2.2% |
1.900 |
| Low |
1.775 |
1.704 |
-0.071 |
-4.0% |
1.791 |
| Close |
1.788 |
1.718 |
-0.070 |
-3.9% |
1.812 |
| Range |
0.055 |
0.085 |
0.030 |
54.5% |
0.109 |
| ATR |
0.092 |
0.091 |
0.000 |
-0.5% |
0.000 |
| Volume |
123,173 |
144,888 |
21,715 |
17.6% |
626,853 |
|
| Daily Pivots for day following 27-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.992 |
1.940 |
1.765 |
|
| R3 |
1.907 |
1.855 |
1.741 |
|
| R2 |
1.822 |
1.822 |
1.734 |
|
| R1 |
1.770 |
1.770 |
1.726 |
1.754 |
| PP |
1.737 |
1.737 |
1.737 |
1.729 |
| S1 |
1.685 |
1.685 |
1.710 |
1.669 |
| S2 |
1.652 |
1.652 |
1.702 |
|
| S3 |
1.567 |
1.600 |
1.695 |
|
| S4 |
1.482 |
1.515 |
1.671 |
|
|
| 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 |
1.859 |
1.704 |
0.155 |
9.0% |
0.067 |
3.9% |
9% |
False |
True |
132,897 |
| 10 |
1.900 |
1.704 |
0.196 |
11.4% |
0.079 |
4.6% |
7% |
False |
True |
131,610 |
| 20 |
2.152 |
1.704 |
0.448 |
26.1% |
0.087 |
5.1% |
3% |
False |
True |
124,512 |
| 40 |
2.265 |
1.704 |
0.561 |
32.7% |
0.094 |
5.5% |
2% |
False |
True |
107,041 |
| 60 |
2.770 |
1.704 |
1.066 |
62.0% |
0.101 |
5.9% |
1% |
False |
True |
85,917 |
| 80 |
2.770 |
1.704 |
1.066 |
62.0% |
0.102 |
5.9% |
1% |
False |
True |
70,414 |
| 100 |
3.343 |
1.704 |
1.639 |
95.4% |
0.099 |
5.8% |
1% |
False |
True |
59,662 |
| 120 |
3.343 |
1.704 |
1.639 |
95.4% |
0.097 |
5.6% |
1% |
False |
True |
51,906 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.150 |
|
2.618 |
2.012 |
|
1.618 |
1.927 |
|
1.000 |
1.874 |
|
0.618 |
1.842 |
|
HIGH |
1.789 |
|
0.618 |
1.757 |
|
0.500 |
1.747 |
|
0.382 |
1.736 |
|
LOW |
1.704 |
|
0.618 |
1.651 |
|
1.000 |
1.619 |
|
1.618 |
1.566 |
|
2.618 |
1.481 |
|
4.250 |
1.343 |
|
|
| Fisher Pivots for day following 27-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.747 |
1.767 |
| PP |
1.737 |
1.751 |
| S1 |
1.728 |
1.734 |
|