NYMEX Natural Gas Future June 2024
| Trading Metrics calculated at close of trading on 15-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2023 |
15-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
2.459 |
2.549 |
0.090 |
3.7% |
2.495 |
| High |
2.548 |
2.587 |
0.039 |
1.5% |
2.587 |
| Low |
2.445 |
2.505 |
0.060 |
2.5% |
2.322 |
| Close |
2.527 |
2.570 |
0.043 |
1.7% |
2.570 |
| Range |
0.103 |
0.082 |
-0.021 |
-20.4% |
0.265 |
| ATR |
0.106 |
0.105 |
-0.002 |
-1.6% |
0.000 |
| Volume |
13,199 |
10,836 |
-2,363 |
-17.9% |
76,953 |
|
| Daily Pivots for day following 15-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.800 |
2.767 |
2.615 |
|
| R3 |
2.718 |
2.685 |
2.593 |
|
| R2 |
2.636 |
2.636 |
2.585 |
|
| R1 |
2.603 |
2.603 |
2.578 |
2.620 |
| PP |
2.554 |
2.554 |
2.554 |
2.562 |
| S1 |
2.521 |
2.521 |
2.562 |
2.538 |
| S2 |
2.472 |
2.472 |
2.555 |
|
| S3 |
2.390 |
2.439 |
2.547 |
|
| S4 |
2.308 |
2.357 |
2.525 |
|
|
| Weekly Pivots for week ending 15-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.288 |
3.194 |
2.716 |
|
| R3 |
3.023 |
2.929 |
2.643 |
|
| R2 |
2.758 |
2.758 |
2.619 |
|
| R1 |
2.664 |
2.664 |
2.594 |
2.711 |
| PP |
2.493 |
2.493 |
2.493 |
2.517 |
| S1 |
2.399 |
2.399 |
2.546 |
2.446 |
| S2 |
2.228 |
2.228 |
2.521 |
|
| S3 |
1.963 |
2.134 |
2.497 |
|
| S4 |
1.698 |
1.869 |
2.424 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.587 |
2.322 |
0.265 |
10.3% |
0.122 |
4.7% |
94% |
True |
False |
15,390 |
| 10 |
2.789 |
2.322 |
0.467 |
18.2% |
0.113 |
4.4% |
53% |
False |
False |
14,102 |
| 20 |
3.090 |
2.322 |
0.768 |
29.9% |
0.094 |
3.7% |
32% |
False |
False |
10,758 |
| 40 |
3.446 |
2.322 |
1.124 |
43.7% |
0.088 |
3.4% |
22% |
False |
False |
8,441 |
| 60 |
3.446 |
2.322 |
1.124 |
43.7% |
0.082 |
3.2% |
22% |
False |
False |
6,994 |
| 80 |
3.446 |
2.322 |
1.124 |
43.7% |
0.077 |
3.0% |
22% |
False |
False |
5,846 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.936 |
|
2.618 |
2.802 |
|
1.618 |
2.720 |
|
1.000 |
2.669 |
|
0.618 |
2.638 |
|
HIGH |
2.587 |
|
0.618 |
2.556 |
|
0.500 |
2.546 |
|
0.382 |
2.536 |
|
LOW |
2.505 |
|
0.618 |
2.454 |
|
1.000 |
2.423 |
|
1.618 |
2.372 |
|
2.618 |
2.290 |
|
4.250 |
2.157 |
|
|
| Fisher Pivots for day following 15-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2.562 |
2.534 |
| PP |
2.554 |
2.497 |
| S1 |
2.546 |
2.461 |
|