NYMEX Natural Gas Future June 2024
| Trading Metrics calculated at close of trading on 11-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2023 |
11-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
2.571 |
2.495 |
-0.076 |
-3.0% |
2.744 |
| High |
2.601 |
2.497 |
-0.104 |
-4.0% |
2.789 |
| Low |
2.519 |
2.322 |
-0.197 |
-7.8% |
2.519 |
| Close |
2.570 |
2.432 |
-0.138 |
-5.4% |
2.570 |
| Range |
0.082 |
0.175 |
0.093 |
113.4% |
0.270 |
| ATR |
0.092 |
0.104 |
0.011 |
12.0% |
0.000 |
| Volume |
12,510 |
22,282 |
9,772 |
78.1% |
64,075 |
|
| Daily Pivots for day following 11-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.942 |
2.862 |
2.528 |
|
| R3 |
2.767 |
2.687 |
2.480 |
|
| R2 |
2.592 |
2.592 |
2.464 |
|
| R1 |
2.512 |
2.512 |
2.448 |
2.465 |
| PP |
2.417 |
2.417 |
2.417 |
2.393 |
| S1 |
2.337 |
2.337 |
2.416 |
2.290 |
| S2 |
2.242 |
2.242 |
2.400 |
|
| S3 |
2.067 |
2.162 |
2.384 |
|
| S4 |
1.892 |
1.987 |
2.336 |
|
|
| Weekly Pivots for week ending 08-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.436 |
3.273 |
2.719 |
|
| R3 |
3.166 |
3.003 |
2.644 |
|
| R2 |
2.896 |
2.896 |
2.620 |
|
| R1 |
2.733 |
2.733 |
2.595 |
2.680 |
| PP |
2.626 |
2.626 |
2.626 |
2.599 |
| S1 |
2.463 |
2.463 |
2.545 |
2.410 |
| S2 |
2.356 |
2.356 |
2.521 |
|
| S3 |
2.086 |
2.193 |
2.496 |
|
| S4 |
1.816 |
1.923 |
2.422 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.789 |
2.322 |
0.467 |
19.2% |
0.123 |
5.0% |
24% |
False |
True |
15,116 |
| 10 |
2.915 |
2.322 |
0.593 |
24.4% |
0.099 |
4.1% |
19% |
False |
True |
12,181 |
| 20 |
3.234 |
2.322 |
0.912 |
37.5% |
0.092 |
3.8% |
12% |
False |
True |
9,259 |
| 40 |
3.446 |
2.322 |
1.124 |
46.2% |
0.085 |
3.5% |
10% |
False |
True |
7,323 |
| 60 |
3.446 |
2.322 |
1.124 |
46.2% |
0.078 |
3.2% |
10% |
False |
True |
6,384 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.241 |
|
2.618 |
2.955 |
|
1.618 |
2.780 |
|
1.000 |
2.672 |
|
0.618 |
2.605 |
|
HIGH |
2.497 |
|
0.618 |
2.430 |
|
0.500 |
2.410 |
|
0.382 |
2.389 |
|
LOW |
2.322 |
|
0.618 |
2.214 |
|
1.000 |
2.147 |
|
1.618 |
2.039 |
|
2.618 |
1.864 |
|
4.250 |
1.578 |
|
|
| Fisher Pivots for day following 11-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2.425 |
2.476 |
| PP |
2.417 |
2.461 |
| S1 |
2.410 |
2.447 |
|