NYMEX Natural Gas Future June 2024
| Trading Metrics calculated at close of trading on 21-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2023 |
21-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
2.495 |
2.413 |
-0.082 |
-3.3% |
2.495 |
| High |
2.508 |
2.517 |
0.009 |
0.4% |
2.587 |
| Low |
2.400 |
2.402 |
0.002 |
0.1% |
2.322 |
| Close |
2.435 |
2.497 |
0.062 |
2.5% |
2.570 |
| Range |
0.108 |
0.115 |
0.007 |
6.5% |
0.265 |
| ATR |
0.104 |
0.105 |
0.001 |
0.7% |
0.000 |
| Volume |
12,628 |
11,585 |
-1,043 |
-8.3% |
76,953 |
|
| Daily Pivots for day following 21-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.817 |
2.772 |
2.560 |
|
| R3 |
2.702 |
2.657 |
2.529 |
|
| R2 |
2.587 |
2.587 |
2.518 |
|
| R1 |
2.542 |
2.542 |
2.508 |
2.565 |
| PP |
2.472 |
2.472 |
2.472 |
2.483 |
| S1 |
2.427 |
2.427 |
2.486 |
2.450 |
| S2 |
2.357 |
2.357 |
2.476 |
|
| S3 |
2.242 |
2.312 |
2.465 |
|
| S4 |
2.127 |
2.197 |
2.434 |
|
|
| 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 |
2.600 |
2.400 |
0.200 |
8.0% |
0.100 |
4.0% |
49% |
False |
False |
11,894 |
| 10 |
2.601 |
2.322 |
0.279 |
11.2% |
0.111 |
4.4% |
63% |
False |
False |
13,810 |
| 20 |
2.964 |
2.322 |
0.642 |
25.7% |
0.100 |
4.0% |
27% |
False |
False |
11,884 |
| 40 |
3.446 |
2.322 |
1.124 |
45.0% |
0.093 |
3.7% |
16% |
False |
False |
9,316 |
| 60 |
3.446 |
2.322 |
1.124 |
45.0% |
0.086 |
3.4% |
16% |
False |
False |
7,662 |
| 80 |
3.446 |
2.322 |
1.124 |
45.0% |
0.078 |
3.1% |
16% |
False |
False |
6,375 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.006 |
|
2.618 |
2.818 |
|
1.618 |
2.703 |
|
1.000 |
2.632 |
|
0.618 |
2.588 |
|
HIGH |
2.517 |
|
0.618 |
2.473 |
|
0.500 |
2.460 |
|
0.382 |
2.446 |
|
LOW |
2.402 |
|
0.618 |
2.331 |
|
1.000 |
2.287 |
|
1.618 |
2.216 |
|
2.618 |
2.101 |
|
4.250 |
1.913 |
|
|
| Fisher Pivots for day following 21-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2.485 |
2.490 |
| PP |
2.472 |
2.483 |
| S1 |
2.460 |
2.476 |
|