NYMEX Natural Gas Future August 2024
| Trading Metrics calculated at close of trading on 27-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2024 |
27-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
2.435 |
2.429 |
-0.006 |
-0.2% |
2.508 |
| High |
2.471 |
2.429 |
-0.042 |
-1.7% |
2.558 |
| Low |
2.420 |
2.369 |
-0.051 |
-2.1% |
2.417 |
| Close |
2.435 |
2.392 |
-0.043 |
-1.8% |
2.433 |
| Range |
0.051 |
0.060 |
0.009 |
17.6% |
0.141 |
| ATR |
0.081 |
0.080 |
-0.001 |
-1.3% |
0.000 |
| Volume |
20,347 |
21,691 |
1,344 |
6.6% |
78,952 |
|
| Daily Pivots for day following 27-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.577 |
2.544 |
2.425 |
|
| R3 |
2.517 |
2.484 |
2.409 |
|
| R2 |
2.457 |
2.457 |
2.403 |
|
| R1 |
2.424 |
2.424 |
2.398 |
2.411 |
| PP |
2.397 |
2.397 |
2.397 |
2.390 |
| S1 |
2.364 |
2.364 |
2.387 |
2.351 |
| S2 |
2.337 |
2.337 |
2.381 |
|
| S3 |
2.277 |
2.304 |
2.376 |
|
| S4 |
2.217 |
2.244 |
2.359 |
|
|
| Weekly Pivots for week ending 22-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.892 |
2.804 |
2.511 |
|
| R3 |
2.751 |
2.663 |
2.472 |
|
| R2 |
2.610 |
2.610 |
2.459 |
|
| R1 |
2.522 |
2.522 |
2.446 |
2.496 |
| PP |
2.469 |
2.469 |
2.469 |
2.456 |
| S1 |
2.381 |
2.381 |
2.420 |
2.355 |
| S2 |
2.328 |
2.328 |
2.407 |
|
| S3 |
2.187 |
2.240 |
2.394 |
|
| S4 |
2.046 |
2.099 |
2.355 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.475 |
2.369 |
0.106 |
4.4% |
0.055 |
2.3% |
22% |
False |
True |
17,694 |
| 10 |
2.563 |
2.369 |
0.194 |
8.1% |
0.067 |
2.8% |
12% |
False |
True |
16,781 |
| 20 |
2.716 |
2.369 |
0.347 |
14.5% |
0.072 |
3.0% |
7% |
False |
True |
18,228 |
| 40 |
2.716 |
2.207 |
0.509 |
21.3% |
0.082 |
3.4% |
36% |
False |
False |
16,403 |
| 60 |
3.057 |
2.207 |
0.850 |
35.5% |
0.090 |
3.8% |
22% |
False |
False |
14,924 |
| 80 |
3.057 |
2.207 |
0.850 |
35.5% |
0.092 |
3.8% |
22% |
False |
False |
13,012 |
| 100 |
3.592 |
2.207 |
1.385 |
57.9% |
0.089 |
3.7% |
13% |
False |
False |
11,228 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.684 |
|
2.618 |
2.586 |
|
1.618 |
2.526 |
|
1.000 |
2.489 |
|
0.618 |
2.466 |
|
HIGH |
2.429 |
|
0.618 |
2.406 |
|
0.500 |
2.399 |
|
0.382 |
2.392 |
|
LOW |
2.369 |
|
0.618 |
2.332 |
|
1.000 |
2.309 |
|
1.618 |
2.272 |
|
2.618 |
2.212 |
|
4.250 |
2.114 |
|
|
| Fisher Pivots for day following 27-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2.399 |
2.420 |
| PP |
2.397 |
2.411 |
| S1 |
2.394 |
2.401 |
|