NYMEX Natural Gas Future September 2024
| Trading Metrics calculated at close of trading on 03-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2024 |
03-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
2.630 |
2.700 |
0.070 |
2.7% |
2.771 |
| High |
2.687 |
2.820 |
0.133 |
4.9% |
2.865 |
| Low |
2.596 |
2.668 |
0.072 |
2.8% |
2.596 |
| Close |
2.651 |
2.776 |
0.125 |
4.7% |
2.651 |
| Range |
0.091 |
0.152 |
0.061 |
67.0% |
0.269 |
| ATR |
0.117 |
0.120 |
0.004 |
3.2% |
0.000 |
| Volume |
52,738 |
67,214 |
14,476 |
27.4% |
174,056 |
|
| Daily Pivots for day following 03-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.211 |
3.145 |
2.860 |
|
| R3 |
3.059 |
2.993 |
2.818 |
|
| R2 |
2.907 |
2.907 |
2.804 |
|
| R1 |
2.841 |
2.841 |
2.790 |
2.874 |
| PP |
2.755 |
2.755 |
2.755 |
2.771 |
| S1 |
2.689 |
2.689 |
2.762 |
2.722 |
| S2 |
2.603 |
2.603 |
2.748 |
|
| S3 |
2.451 |
2.537 |
2.734 |
|
| S4 |
2.299 |
2.385 |
2.692 |
|
|
| Weekly Pivots for week ending 31-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.511 |
3.350 |
2.799 |
|
| R3 |
3.242 |
3.081 |
2.725 |
|
| R2 |
2.973 |
2.973 |
2.700 |
|
| R1 |
2.812 |
2.812 |
2.676 |
2.758 |
| PP |
2.704 |
2.704 |
2.704 |
2.677 |
| S1 |
2.543 |
2.543 |
2.626 |
2.489 |
| S2 |
2.435 |
2.435 |
2.602 |
|
| S3 |
2.166 |
2.274 |
2.577 |
|
| S4 |
1.897 |
2.005 |
2.503 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.865 |
2.596 |
0.269 |
9.7% |
0.123 |
4.4% |
67% |
False |
False |
48,254 |
| 10 |
3.140 |
2.596 |
0.544 |
19.6% |
0.150 |
5.4% |
33% |
False |
False |
53,527 |
| 20 |
3.140 |
2.508 |
0.632 |
22.8% |
0.123 |
4.4% |
42% |
False |
False |
50,823 |
| 40 |
3.140 |
2.354 |
0.786 |
28.3% |
0.100 |
3.6% |
54% |
False |
False |
38,313 |
| 60 |
3.140 |
2.354 |
0.786 |
28.3% |
0.089 |
3.2% |
54% |
False |
False |
32,825 |
| 80 |
3.140 |
2.198 |
0.942 |
33.9% |
0.090 |
3.3% |
61% |
False |
False |
30,130 |
| 100 |
3.140 |
2.198 |
0.942 |
33.9% |
0.090 |
3.3% |
61% |
False |
False |
26,904 |
| 120 |
3.140 |
2.198 |
0.942 |
33.9% |
0.093 |
3.3% |
61% |
False |
False |
24,038 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.466 |
|
2.618 |
3.218 |
|
1.618 |
3.066 |
|
1.000 |
2.972 |
|
0.618 |
2.914 |
|
HIGH |
2.820 |
|
0.618 |
2.762 |
|
0.500 |
2.744 |
|
0.382 |
2.726 |
|
LOW |
2.668 |
|
0.618 |
2.574 |
|
1.000 |
2.516 |
|
1.618 |
2.422 |
|
2.618 |
2.270 |
|
4.250 |
2.022 |
|
|
| Fisher Pivots for day following 03-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2.765 |
2.753 |
| PP |
2.755 |
2.731 |
| S1 |
2.744 |
2.708 |
|