NYMEX Natural Gas Future August 2024
| Trading Metrics calculated at close of trading on 21-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2024 |
21-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
2.995 |
2.838 |
-0.157 |
-5.2% |
2.930 |
| High |
3.027 |
2.888 |
-0.139 |
-4.6% |
3.027 |
| Low |
2.833 |
2.793 |
-0.040 |
-1.4% |
2.793 |
| Close |
2.854 |
2.836 |
-0.018 |
-0.6% |
2.836 |
| Range |
0.194 |
0.095 |
-0.099 |
-51.0% |
0.234 |
| ATR |
0.152 |
0.148 |
-0.004 |
-2.7% |
0.000 |
| Volume |
131,809 |
104,879 |
-26,930 |
-20.4% |
424,692 |
|
| Daily Pivots for day following 21-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.124 |
3.075 |
2.888 |
|
| R3 |
3.029 |
2.980 |
2.862 |
|
| R2 |
2.934 |
2.934 |
2.853 |
|
| R1 |
2.885 |
2.885 |
2.845 |
2.862 |
| PP |
2.839 |
2.839 |
2.839 |
2.828 |
| S1 |
2.790 |
2.790 |
2.827 |
2.767 |
| S2 |
2.744 |
2.744 |
2.819 |
|
| S3 |
2.649 |
2.695 |
2.810 |
|
| S4 |
2.554 |
2.600 |
2.784 |
|
|
| Weekly Pivots for week ending 21-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.587 |
3.446 |
2.965 |
|
| R3 |
3.353 |
3.212 |
2.900 |
|
| R2 |
3.119 |
3.119 |
2.879 |
|
| R1 |
2.978 |
2.978 |
2.857 |
2.932 |
| PP |
2.885 |
2.885 |
2.885 |
2.862 |
| S1 |
2.744 |
2.744 |
2.815 |
2.698 |
| S2 |
2.651 |
2.651 |
2.793 |
|
| S3 |
2.417 |
2.510 |
2.772 |
|
| S4 |
2.183 |
2.276 |
2.707 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.068 |
2.793 |
0.275 |
9.7% |
0.128 |
4.5% |
16% |
False |
True |
100,990 |
| 10 |
3.221 |
2.793 |
0.428 |
15.1% |
0.152 |
5.4% |
10% |
False |
True |
98,528 |
| 20 |
3.221 |
2.605 |
0.616 |
21.7% |
0.158 |
5.6% |
38% |
False |
False |
84,369 |
| 40 |
3.221 |
2.380 |
0.841 |
29.7% |
0.132 |
4.7% |
54% |
False |
False |
64,165 |
| 60 |
3.221 |
2.360 |
0.861 |
30.4% |
0.114 |
4.0% |
55% |
False |
False |
50,872 |
| 80 |
3.221 |
2.360 |
0.861 |
30.4% |
0.104 |
3.7% |
55% |
False |
False |
42,650 |
| 100 |
3.221 |
2.207 |
1.014 |
35.8% |
0.101 |
3.6% |
62% |
False |
False |
36,962 |
| 120 |
3.221 |
2.207 |
1.014 |
35.8% |
0.102 |
3.6% |
62% |
False |
False |
32,788 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.292 |
|
2.618 |
3.137 |
|
1.618 |
3.042 |
|
1.000 |
2.983 |
|
0.618 |
2.947 |
|
HIGH |
2.888 |
|
0.618 |
2.852 |
|
0.500 |
2.841 |
|
0.382 |
2.829 |
|
LOW |
2.793 |
|
0.618 |
2.734 |
|
1.000 |
2.698 |
|
1.618 |
2.639 |
|
2.618 |
2.544 |
|
4.250 |
2.389 |
|
|
| Fisher Pivots for day following 21-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2.841 |
2.910 |
| PP |
2.839 |
2.885 |
| S1 |
2.838 |
2.861 |
|