NYMEX Natural Gas Future August 2024
| Trading Metrics calculated at close of trading on 27-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2024 |
27-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
2.850 |
2.734 |
-0.116 |
-4.1% |
2.930 |
| High |
2.863 |
2.784 |
-0.079 |
-2.8% |
3.027 |
| Low |
2.731 |
2.673 |
-0.058 |
-2.1% |
2.793 |
| Close |
2.745 |
2.685 |
-0.060 |
-2.2% |
2.836 |
| Range |
0.132 |
0.111 |
-0.021 |
-15.9% |
0.234 |
| ATR |
0.147 |
0.144 |
-0.003 |
-1.7% |
0.000 |
| Volume |
141,345 |
139,995 |
-1,350 |
-1.0% |
424,692 |
|
| Daily Pivots for day following 27-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.047 |
2.977 |
2.746 |
|
| R3 |
2.936 |
2.866 |
2.716 |
|
| R2 |
2.825 |
2.825 |
2.705 |
|
| R1 |
2.755 |
2.755 |
2.695 |
2.735 |
| PP |
2.714 |
2.714 |
2.714 |
2.704 |
| S1 |
2.644 |
2.644 |
2.675 |
2.624 |
| S2 |
2.603 |
2.603 |
2.665 |
|
| S3 |
2.492 |
2.533 |
2.654 |
|
| S4 |
2.381 |
2.422 |
2.624 |
|
|
| 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 |
2.953 |
2.673 |
0.280 |
10.4% |
0.126 |
4.7% |
4% |
False |
True |
136,848 |
| 10 |
3.167 |
2.673 |
0.494 |
18.4% |
0.136 |
5.1% |
2% |
False |
True |
117,858 |
| 20 |
3.221 |
2.605 |
0.616 |
22.9% |
0.148 |
5.5% |
13% |
False |
False |
101,798 |
| 40 |
3.221 |
2.380 |
0.841 |
31.3% |
0.136 |
5.1% |
36% |
False |
False |
75,194 |
| 60 |
3.221 |
2.360 |
0.861 |
32.1% |
0.117 |
4.4% |
38% |
False |
False |
58,900 |
| 80 |
3.221 |
2.360 |
0.861 |
32.1% |
0.106 |
4.0% |
38% |
False |
False |
48,979 |
| 100 |
3.221 |
2.207 |
1.014 |
37.8% |
0.103 |
3.8% |
47% |
False |
False |
42,334 |
| 120 |
3.221 |
2.207 |
1.014 |
37.8% |
0.104 |
3.9% |
47% |
False |
False |
37,278 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.256 |
|
2.618 |
3.075 |
|
1.618 |
2.964 |
|
1.000 |
2.895 |
|
0.618 |
2.853 |
|
HIGH |
2.784 |
|
0.618 |
2.742 |
|
0.500 |
2.729 |
|
0.382 |
2.715 |
|
LOW |
2.673 |
|
0.618 |
2.604 |
|
1.000 |
2.562 |
|
1.618 |
2.493 |
|
2.618 |
2.382 |
|
4.250 |
2.201 |
|
|
| Fisher Pivots for day following 27-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2.729 |
2.812 |
| PP |
2.714 |
2.770 |
| S1 |
2.700 |
2.727 |
|