NYMEX Natural Gas Future June 2024
| Trading Metrics calculated at close of trading on 05-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2024 |
05-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
2.641 |
2.705 |
0.064 |
2.4% |
2.566 |
| High |
2.718 |
2.755 |
0.037 |
1.4% |
2.755 |
| Low |
2.640 |
2.624 |
-0.016 |
-0.6% |
2.537 |
| Close |
2.697 |
2.748 |
0.051 |
1.9% |
2.748 |
| Range |
0.078 |
0.131 |
0.053 |
67.9% |
0.218 |
| ATR |
0.098 |
0.101 |
0.002 |
2.4% |
0.000 |
| Volume |
21,351 |
23,591 |
2,240 |
10.5% |
75,359 |
|
| Daily Pivots for day following 05-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.102 |
3.056 |
2.820 |
|
| R3 |
2.971 |
2.925 |
2.784 |
|
| R2 |
2.840 |
2.840 |
2.772 |
|
| R1 |
2.794 |
2.794 |
2.760 |
2.817 |
| PP |
2.709 |
2.709 |
2.709 |
2.721 |
| S1 |
2.663 |
2.663 |
2.736 |
2.686 |
| S2 |
2.578 |
2.578 |
2.724 |
|
| S3 |
2.447 |
2.532 |
2.712 |
|
| S4 |
2.316 |
2.401 |
2.676 |
|
|
| Weekly Pivots for week ending 05-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.334 |
3.259 |
2.868 |
|
| R3 |
3.116 |
3.041 |
2.808 |
|
| R2 |
2.898 |
2.898 |
2.788 |
|
| R1 |
2.823 |
2.823 |
2.768 |
2.861 |
| PP |
2.680 |
2.680 |
2.680 |
2.699 |
| S1 |
2.605 |
2.605 |
2.728 |
2.643 |
| S2 |
2.462 |
2.462 |
2.708 |
|
| S3 |
2.244 |
2.387 |
2.688 |
|
| S4 |
2.026 |
2.169 |
2.628 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.755 |
2.506 |
0.249 |
9.1% |
0.090 |
3.3% |
97% |
True |
False |
17,774 |
| 10 |
2.755 |
2.402 |
0.353 |
12.8% |
0.089 |
3.2% |
98% |
True |
False |
12,885 |
| 20 |
2.755 |
2.322 |
0.433 |
15.8% |
0.099 |
3.6% |
98% |
True |
False |
13,620 |
| 40 |
3.281 |
2.322 |
0.959 |
34.9% |
0.093 |
3.4% |
44% |
False |
False |
10,723 |
| 60 |
3.446 |
2.322 |
1.124 |
40.9% |
0.087 |
3.2% |
38% |
False |
False |
8,813 |
| 80 |
3.446 |
2.322 |
1.124 |
40.9% |
0.081 |
3.0% |
38% |
False |
False |
7,629 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.312 |
|
2.618 |
3.098 |
|
1.618 |
2.967 |
|
1.000 |
2.886 |
|
0.618 |
2.836 |
|
HIGH |
2.755 |
|
0.618 |
2.705 |
|
0.500 |
2.690 |
|
0.382 |
2.674 |
|
LOW |
2.624 |
|
0.618 |
2.543 |
|
1.000 |
2.493 |
|
1.618 |
2.412 |
|
2.618 |
2.281 |
|
4.250 |
2.067 |
|
|
| Fisher Pivots for day following 05-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2.729 |
2.719 |
| PP |
2.709 |
2.690 |
| S1 |
2.690 |
2.662 |
|