NYMEX Natural Gas Future July 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 |
2.585 |
2.619 |
0.034 |
1.3% |
2.720 |
| High |
2.634 |
2.689 |
0.055 |
2.1% |
2.745 |
| Low |
2.571 |
2.608 |
0.037 |
1.4% |
2.534 |
| Close |
2.592 |
2.620 |
0.028 |
1.1% |
2.646 |
| Range |
0.063 |
0.081 |
0.018 |
28.6% |
0.211 |
| ATR |
0.099 |
0.099 |
0.000 |
-0.2% |
0.000 |
| Volume |
9,643 |
8,248 |
-1,395 |
-14.5% |
63,243 |
|
| Daily Pivots for day following 27-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.882 |
2.832 |
2.665 |
|
| R3 |
2.801 |
2.751 |
2.642 |
|
| R2 |
2.720 |
2.720 |
2.635 |
|
| R1 |
2.670 |
2.670 |
2.627 |
2.695 |
| PP |
2.639 |
2.639 |
2.639 |
2.652 |
| S1 |
2.589 |
2.589 |
2.613 |
2.614 |
| S2 |
2.558 |
2.558 |
2.605 |
|
| S3 |
2.477 |
2.508 |
2.598 |
|
| S4 |
2.396 |
2.427 |
2.575 |
|
|
| Weekly Pivots for week ending 22-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.275 |
3.171 |
2.762 |
|
| R3 |
3.064 |
2.960 |
2.704 |
|
| R2 |
2.853 |
2.853 |
2.685 |
|
| R1 |
2.749 |
2.749 |
2.665 |
2.696 |
| PP |
2.642 |
2.642 |
2.642 |
2.615 |
| S1 |
2.538 |
2.538 |
2.627 |
2.485 |
| S2 |
2.431 |
2.431 |
2.607 |
|
| S3 |
2.220 |
2.327 |
2.588 |
|
| S4 |
2.009 |
2.116 |
2.530 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.689 |
2.534 |
0.155 |
5.9% |
0.091 |
3.5% |
55% |
True |
False |
10,585 |
| 10 |
2.745 |
2.477 |
0.268 |
10.2% |
0.100 |
3.8% |
53% |
False |
False |
12,094 |
| 20 |
2.980 |
2.457 |
0.523 |
20.0% |
0.096 |
3.7% |
31% |
False |
False |
12,150 |
| 40 |
3.557 |
2.457 |
1.100 |
42.0% |
0.091 |
3.5% |
15% |
False |
False |
10,036 |
| 60 |
3.557 |
2.457 |
1.100 |
42.0% |
0.084 |
3.2% |
15% |
False |
False |
8,692 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.033 |
|
2.618 |
2.901 |
|
1.618 |
2.820 |
|
1.000 |
2.770 |
|
0.618 |
2.739 |
|
HIGH |
2.689 |
|
0.618 |
2.658 |
|
0.500 |
2.649 |
|
0.382 |
2.639 |
|
LOW |
2.608 |
|
0.618 |
2.558 |
|
1.000 |
2.527 |
|
1.618 |
2.477 |
|
2.618 |
2.396 |
|
4.250 |
2.264 |
|
|
| Fisher Pivots for day following 27-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2.649 |
2.629 |
| PP |
2.639 |
2.626 |
| S1 |
2.630 |
2.623 |
|