NYMEX Natural Gas Future July 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 |
2.641 |
2.550 |
-0.091 |
-3.4% |
2.620 |
| High |
2.643 |
2.655 |
0.012 |
0.5% |
2.729 |
| Low |
2.534 |
2.538 |
0.004 |
0.2% |
2.457 |
| Close |
2.574 |
2.634 |
0.060 |
2.3% |
2.715 |
| Range |
0.109 |
0.117 |
0.008 |
7.3% |
0.272 |
| ATR |
0.102 |
0.103 |
0.001 |
1.1% |
0.000 |
| Volume |
17,742 |
10,718 |
-7,024 |
-39.6% |
81,622 |
|
| Daily Pivots for day following 21-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.960 |
2.914 |
2.698 |
|
| R3 |
2.843 |
2.797 |
2.666 |
|
| R2 |
2.726 |
2.726 |
2.655 |
|
| R1 |
2.680 |
2.680 |
2.645 |
2.703 |
| PP |
2.609 |
2.609 |
2.609 |
2.621 |
| S1 |
2.563 |
2.563 |
2.623 |
2.586 |
| S2 |
2.492 |
2.492 |
2.613 |
|
| S3 |
2.375 |
2.446 |
2.602 |
|
| S4 |
2.258 |
2.329 |
2.570 |
|
|
| Weekly Pivots for week ending 15-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.450 |
3.354 |
2.865 |
|
| R3 |
3.178 |
3.082 |
2.790 |
|
| R2 |
2.906 |
2.906 |
2.765 |
|
| R1 |
2.810 |
2.810 |
2.740 |
2.858 |
| PP |
2.634 |
2.634 |
2.634 |
2.658 |
| S1 |
2.538 |
2.538 |
2.690 |
2.586 |
| S2 |
2.362 |
2.362 |
2.665 |
|
| S3 |
2.090 |
2.266 |
2.640 |
|
| S4 |
1.818 |
1.994 |
2.565 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.745 |
2.534 |
0.211 |
8.0% |
0.099 |
3.8% |
47% |
False |
False |
13,840 |
| 10 |
2.745 |
2.457 |
0.288 |
10.9% |
0.110 |
4.2% |
61% |
False |
False |
15,092 |
| 20 |
3.091 |
2.457 |
0.634 |
24.1% |
0.097 |
3.7% |
28% |
False |
False |
12,012 |
| 40 |
3.557 |
2.457 |
1.100 |
41.8% |
0.090 |
3.4% |
16% |
False |
False |
9,810 |
| 60 |
3.557 |
2.457 |
1.100 |
41.8% |
0.083 |
3.1% |
16% |
False |
False |
8,505 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.152 |
|
2.618 |
2.961 |
|
1.618 |
2.844 |
|
1.000 |
2.772 |
|
0.618 |
2.727 |
|
HIGH |
2.655 |
|
0.618 |
2.610 |
|
0.500 |
2.597 |
|
0.382 |
2.583 |
|
LOW |
2.538 |
|
0.618 |
2.466 |
|
1.000 |
2.421 |
|
1.618 |
2.349 |
|
2.618 |
2.232 |
|
4.250 |
2.041 |
|
|
| Fisher Pivots for day following 21-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2.622 |
2.628 |
| PP |
2.609 |
2.621 |
| S1 |
2.597 |
2.615 |
|