NYMEX Natural Gas Future June 2024
| Trading Metrics calculated at close of trading on 27-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2023 |
27-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
2.449 |
2.481 |
0.032 |
1.3% |
2.570 |
| High |
2.492 |
2.561 |
0.069 |
2.8% |
2.600 |
| Low |
2.431 |
2.478 |
0.047 |
1.9% |
2.400 |
| Close |
2.459 |
2.487 |
0.028 |
1.1% |
2.509 |
| Range |
0.061 |
0.083 |
0.022 |
36.1% |
0.200 |
| ATR |
0.101 |
0.102 |
0.000 |
0.0% |
0.000 |
| Volume |
5,971 |
7,908 |
1,937 |
32.4% |
55,615 |
|
| Daily Pivots for day following 27-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.758 |
2.705 |
2.533 |
|
| R3 |
2.675 |
2.622 |
2.510 |
|
| R2 |
2.592 |
2.592 |
2.502 |
|
| R1 |
2.539 |
2.539 |
2.495 |
2.566 |
| PP |
2.509 |
2.509 |
2.509 |
2.522 |
| S1 |
2.456 |
2.456 |
2.479 |
2.483 |
| S2 |
2.426 |
2.426 |
2.472 |
|
| S3 |
2.343 |
2.373 |
2.464 |
|
| S4 |
2.260 |
2.290 |
2.441 |
|
|
| 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 |
2.561 |
2.400 |
0.161 |
6.5% |
0.090 |
3.6% |
54% |
True |
False |
9,014 |
| 10 |
2.600 |
2.334 |
0.266 |
10.7% |
0.100 |
4.0% |
58% |
False |
False |
10,862 |
| 20 |
2.838 |
2.322 |
0.516 |
20.7% |
0.098 |
3.9% |
32% |
False |
False |
11,869 |
| 40 |
3.446 |
2.322 |
1.124 |
45.2% |
0.094 |
3.8% |
15% |
False |
False |
9,451 |
| 60 |
3.446 |
2.322 |
1.124 |
45.2% |
0.087 |
3.5% |
15% |
False |
False |
7,803 |
| 80 |
3.446 |
2.322 |
1.124 |
45.2% |
0.078 |
3.1% |
15% |
False |
False |
6,572 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.914 |
|
2.618 |
2.778 |
|
1.618 |
2.695 |
|
1.000 |
2.644 |
|
0.618 |
2.612 |
|
HIGH |
2.561 |
|
0.618 |
2.529 |
|
0.500 |
2.520 |
|
0.382 |
2.510 |
|
LOW |
2.478 |
|
0.618 |
2.427 |
|
1.000 |
2.395 |
|
1.618 |
2.344 |
|
2.618 |
2.261 |
|
4.250 |
2.125 |
|
|
| Fisher Pivots for day following 27-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2.520 |
2.496 |
| PP |
2.509 |
2.493 |
| S1 |
2.498 |
2.490 |
|