NYMEX Natural Gas Future August 2024
| Trading Metrics calculated at close of trading on 20-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2024 |
20-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
2.870 |
2.995 |
0.125 |
4.4% |
3.055 |
| High |
2.997 |
3.027 |
0.030 |
1.0% |
3.221 |
| Low |
2.858 |
2.833 |
-0.025 |
-0.9% |
2.945 |
| Close |
2.990 |
2.854 |
-0.136 |
-4.5% |
2.963 |
| Range |
0.139 |
0.194 |
0.055 |
39.6% |
0.276 |
| ATR |
0.149 |
0.152 |
0.003 |
2.2% |
0.000 |
| Volume |
91,137 |
131,809 |
40,672 |
44.6% |
467,349 |
|
| Daily Pivots for day following 20-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.487 |
3.364 |
2.961 |
|
| R3 |
3.293 |
3.170 |
2.907 |
|
| R2 |
3.099 |
3.099 |
2.890 |
|
| R1 |
2.976 |
2.976 |
2.872 |
2.941 |
| PP |
2.905 |
2.905 |
2.905 |
2.887 |
| S1 |
2.782 |
2.782 |
2.836 |
2.747 |
| S2 |
2.711 |
2.711 |
2.818 |
|
| S3 |
2.517 |
2.588 |
2.801 |
|
| S4 |
2.323 |
2.394 |
2.747 |
|
|
| Weekly Pivots for week ending 14-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.871 |
3.693 |
3.115 |
|
| R3 |
3.595 |
3.417 |
3.039 |
|
| R2 |
3.319 |
3.319 |
3.014 |
|
| R1 |
3.141 |
3.141 |
2.988 |
3.092 |
| PP |
3.043 |
3.043 |
3.043 |
3.019 |
| S1 |
2.865 |
2.865 |
2.938 |
2.816 |
| S2 |
2.767 |
2.767 |
2.912 |
|
| S3 |
2.491 |
2.589 |
2.887 |
|
| S4 |
2.215 |
2.313 |
2.811 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.167 |
2.833 |
0.334 |
11.7% |
0.147 |
5.1% |
6% |
False |
True |
98,868 |
| 10 |
3.221 |
2.796 |
0.425 |
14.9% |
0.158 |
5.5% |
14% |
False |
False |
95,399 |
| 20 |
3.221 |
2.605 |
0.616 |
21.6% |
0.167 |
5.8% |
40% |
False |
False |
82,505 |
| 40 |
3.221 |
2.380 |
0.841 |
29.5% |
0.133 |
4.7% |
56% |
False |
False |
62,128 |
| 60 |
3.221 |
2.360 |
0.861 |
30.2% |
0.113 |
4.0% |
57% |
False |
False |
49,464 |
| 80 |
3.221 |
2.360 |
0.861 |
30.2% |
0.104 |
3.7% |
57% |
False |
False |
41,603 |
| 100 |
3.221 |
2.207 |
1.014 |
35.5% |
0.101 |
3.5% |
64% |
False |
False |
36,046 |
| 120 |
3.221 |
2.207 |
1.014 |
35.5% |
0.102 |
3.6% |
64% |
False |
False |
31,953 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.852 |
|
2.618 |
3.535 |
|
1.618 |
3.341 |
|
1.000 |
3.221 |
|
0.618 |
3.147 |
|
HIGH |
3.027 |
|
0.618 |
2.953 |
|
0.500 |
2.930 |
|
0.382 |
2.907 |
|
LOW |
2.833 |
|
0.618 |
2.713 |
|
1.000 |
2.639 |
|
1.618 |
2.519 |
|
2.618 |
2.325 |
|
4.250 |
2.009 |
|
|
| Fisher Pivots for day following 20-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2.930 |
2.930 |
| PP |
2.905 |
2.905 |
| S1 |
2.879 |
2.879 |
|