NYMEX Natural Gas Future June 2024
| Trading Metrics calculated at close of trading on 22-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2023 |
22-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
2.413 |
2.497 |
0.084 |
3.5% |
2.570 |
| High |
2.517 |
2.518 |
0.001 |
0.0% |
2.600 |
| Low |
2.402 |
2.435 |
0.033 |
1.4% |
2.400 |
| Close |
2.497 |
2.509 |
0.012 |
0.5% |
2.509 |
| Range |
0.115 |
0.083 |
-0.032 |
-27.8% |
0.200 |
| ATR |
0.105 |
0.103 |
-0.002 |
-1.5% |
0.000 |
| Volume |
11,585 |
6,978 |
-4,607 |
-39.8% |
55,615 |
|
| Daily Pivots for day following 22-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.736 |
2.706 |
2.555 |
|
| R3 |
2.653 |
2.623 |
2.532 |
|
| R2 |
2.570 |
2.570 |
2.524 |
|
| R1 |
2.540 |
2.540 |
2.517 |
2.555 |
| PP |
2.487 |
2.487 |
2.487 |
2.495 |
| S1 |
2.457 |
2.457 |
2.501 |
2.472 |
| S2 |
2.404 |
2.404 |
2.494 |
|
| S3 |
2.321 |
2.374 |
2.486 |
|
| S4 |
2.238 |
2.291 |
2.463 |
|
|
| Weekly Pivots for week ending 22-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.103 |
3.006 |
2.619 |
|
| R3 |
2.903 |
2.806 |
2.564 |
|
| R2 |
2.703 |
2.703 |
2.546 |
|
| R1 |
2.606 |
2.606 |
2.527 |
2.555 |
| PP |
2.503 |
2.503 |
2.503 |
2.477 |
| S1 |
2.406 |
2.406 |
2.491 |
2.355 |
| S2 |
2.303 |
2.303 |
2.472 |
|
| S3 |
2.103 |
2.206 |
2.454 |
|
| S4 |
1.903 |
2.006 |
2.399 |
|
|
| 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% |
55% |
False |
False |
11,123 |
| 10 |
2.600 |
2.322 |
0.278 |
11.1% |
0.111 |
4.4% |
67% |
False |
False |
13,256 |
| 20 |
2.915 |
2.322 |
0.593 |
23.6% |
0.099 |
4.0% |
32% |
False |
False |
11,942 |
| 40 |
3.446 |
2.322 |
1.124 |
44.8% |
0.093 |
3.7% |
17% |
False |
False |
9,372 |
| 60 |
3.446 |
2.322 |
1.124 |
44.8% |
0.086 |
3.4% |
17% |
False |
False |
7,733 |
| 80 |
3.446 |
2.322 |
1.124 |
44.8% |
0.078 |
3.1% |
17% |
False |
False |
6,435 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.871 |
|
2.618 |
2.735 |
|
1.618 |
2.652 |
|
1.000 |
2.601 |
|
0.618 |
2.569 |
|
HIGH |
2.518 |
|
0.618 |
2.486 |
|
0.500 |
2.477 |
|
0.382 |
2.467 |
|
LOW |
2.435 |
|
0.618 |
2.384 |
|
1.000 |
2.352 |
|
1.618 |
2.301 |
|
2.618 |
2.218 |
|
4.250 |
2.082 |
|
|
| Fisher Pivots for day following 22-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2.498 |
2.492 |
| PP |
2.487 |
2.476 |
| S1 |
2.477 |
2.459 |
|