NYMEX Natural Gas Future August 2024
| Trading Metrics calculated at close of trading on 11-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2024 |
11-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
3.055 |
3.046 |
-0.009 |
-0.3% |
2.716 |
| High |
3.163 |
3.221 |
0.058 |
1.8% |
3.037 |
| Low |
2.945 |
3.031 |
0.086 |
2.9% |
2.656 |
| Close |
2.977 |
3.193 |
0.216 |
7.3% |
2.996 |
| Range |
0.218 |
0.190 |
-0.028 |
-12.8% |
0.381 |
| ATR |
0.147 |
0.154 |
0.007 |
4.7% |
0.000 |
| Volume |
106,181 |
85,324 |
-20,857 |
-19.6% |
429,582 |
|
| Daily Pivots for day following 11-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.718 |
3.646 |
3.298 |
|
| R3 |
3.528 |
3.456 |
3.245 |
|
| R2 |
3.338 |
3.338 |
3.228 |
|
| R1 |
3.266 |
3.266 |
3.210 |
3.302 |
| PP |
3.148 |
3.148 |
3.148 |
3.167 |
| S1 |
3.076 |
3.076 |
3.176 |
3.112 |
| S2 |
2.958 |
2.958 |
3.158 |
|
| S3 |
2.768 |
2.886 |
3.141 |
|
| S4 |
2.578 |
2.696 |
3.089 |
|
|
| Weekly Pivots for week ending 07-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.039 |
3.899 |
3.206 |
|
| R3 |
3.658 |
3.518 |
3.101 |
|
| R2 |
3.277 |
3.277 |
3.066 |
|
| R1 |
3.137 |
3.137 |
3.031 |
3.207 |
| PP |
2.896 |
2.896 |
2.896 |
2.932 |
| S1 |
2.756 |
2.756 |
2.961 |
2.826 |
| S2 |
2.515 |
2.515 |
2.926 |
|
| S3 |
2.134 |
2.375 |
2.891 |
|
| S4 |
1.753 |
1.994 |
2.786 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.221 |
2.681 |
0.540 |
16.9% |
0.179 |
5.6% |
95% |
True |
False |
86,921 |
| 10 |
3.221 |
2.605 |
0.616 |
19.3% |
0.164 |
5.1% |
95% |
True |
False |
80,689 |
| 20 |
3.221 |
2.596 |
0.625 |
19.6% |
0.157 |
4.9% |
96% |
True |
False |
68,701 |
| 40 |
3.221 |
2.360 |
0.861 |
27.0% |
0.123 |
3.9% |
97% |
True |
False |
51,241 |
| 60 |
3.221 |
2.360 |
0.861 |
27.0% |
0.105 |
3.3% |
97% |
True |
False |
41,109 |
| 80 |
3.221 |
2.208 |
1.013 |
31.7% |
0.102 |
3.2% |
97% |
True |
False |
35,338 |
| 100 |
3.221 |
2.207 |
1.014 |
31.8% |
0.099 |
3.1% |
97% |
True |
False |
30,906 |
| 120 |
3.221 |
2.207 |
1.014 |
31.8% |
0.100 |
3.1% |
97% |
True |
False |
27,344 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.029 |
|
2.618 |
3.718 |
|
1.618 |
3.528 |
|
1.000 |
3.411 |
|
0.618 |
3.338 |
|
HIGH |
3.221 |
|
0.618 |
3.148 |
|
0.500 |
3.126 |
|
0.382 |
3.104 |
|
LOW |
3.031 |
|
0.618 |
2.914 |
|
1.000 |
2.841 |
|
1.618 |
2.724 |
|
2.618 |
2.534 |
|
4.250 |
2.224 |
|
|
| Fisher Pivots for day following 11-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
3.171 |
3.144 |
| PP |
3.148 |
3.095 |
| S1 |
3.126 |
3.046 |
|