NYMEX Natural Gas Future September 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 |
3.031 |
3.020 |
-0.011 |
-0.4% |
2.700 |
| High |
3.128 |
3.193 |
0.065 |
2.1% |
3.008 |
| Low |
2.929 |
3.008 |
0.079 |
2.7% |
2.638 |
| Close |
2.958 |
3.167 |
0.209 |
7.1% |
2.971 |
| Range |
0.199 |
0.185 |
-0.014 |
-7.0% |
0.370 |
| ATR |
0.137 |
0.144 |
0.007 |
5.1% |
0.000 |
| Volume |
100,350 |
88,992 |
-11,358 |
-11.3% |
331,949 |
|
| Daily Pivots for day following 11-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.678 |
3.607 |
3.269 |
|
| R3 |
3.493 |
3.422 |
3.218 |
|
| R2 |
3.308 |
3.308 |
3.201 |
|
| R1 |
3.237 |
3.237 |
3.184 |
3.273 |
| PP |
3.123 |
3.123 |
3.123 |
3.140 |
| S1 |
3.052 |
3.052 |
3.150 |
3.088 |
| S2 |
2.938 |
2.938 |
3.133 |
|
| S3 |
2.753 |
2.867 |
3.116 |
|
| S4 |
2.568 |
2.682 |
3.065 |
|
|
| Weekly Pivots for week ending 07-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.982 |
3.847 |
3.175 |
|
| R3 |
3.612 |
3.477 |
3.073 |
|
| R2 |
3.242 |
3.242 |
3.039 |
|
| R1 |
3.107 |
3.107 |
3.005 |
3.175 |
| PP |
2.872 |
2.872 |
2.872 |
2.906 |
| S1 |
2.737 |
2.737 |
2.937 |
2.805 |
| S2 |
2.502 |
2.502 |
2.903 |
|
| S3 |
2.132 |
2.367 |
2.869 |
|
| S4 |
1.762 |
1.997 |
2.768 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.193 |
2.665 |
0.528 |
16.7% |
0.171 |
5.4% |
95% |
True |
False |
78,275 |
| 10 |
3.193 |
2.596 |
0.597 |
18.9% |
0.155 |
4.9% |
96% |
True |
False |
66,122 |
| 20 |
3.193 |
2.583 |
0.610 |
19.3% |
0.146 |
4.6% |
96% |
True |
False |
58,334 |
| 40 |
3.193 |
2.354 |
0.839 |
26.5% |
0.116 |
3.7% |
97% |
True |
False |
46,164 |
| 60 |
3.193 |
2.354 |
0.839 |
26.5% |
0.099 |
3.1% |
97% |
True |
False |
37,672 |
| 80 |
3.193 |
2.198 |
0.995 |
31.4% |
0.097 |
3.1% |
97% |
True |
False |
33,923 |
| 100 |
3.193 |
2.198 |
0.995 |
31.4% |
0.095 |
3.0% |
97% |
True |
False |
30,665 |
| 120 |
3.193 |
2.198 |
0.995 |
31.4% |
0.096 |
3.0% |
97% |
True |
False |
27,221 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.979 |
|
2.618 |
3.677 |
|
1.618 |
3.492 |
|
1.000 |
3.378 |
|
0.618 |
3.307 |
|
HIGH |
3.193 |
|
0.618 |
3.122 |
|
0.500 |
3.101 |
|
0.382 |
3.079 |
|
LOW |
3.008 |
|
0.618 |
2.894 |
|
1.000 |
2.823 |
|
1.618 |
2.709 |
|
2.618 |
2.524 |
|
4.250 |
2.222 |
|
|
| Fisher Pivots for day following 11-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
3.145 |
3.119 |
| PP |
3.123 |
3.072 |
| S1 |
3.101 |
3.024 |
|