NYMEX Natural Gas Future September 2024
| Trading Metrics calculated at close of trading on 12-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2024 |
12-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
3.020 |
3.158 |
0.138 |
4.6% |
2.700 |
| High |
3.193 |
3.167 |
-0.026 |
-0.8% |
3.008 |
| Low |
3.008 |
3.051 |
0.043 |
1.4% |
2.638 |
| Close |
3.167 |
3.094 |
-0.073 |
-2.3% |
2.971 |
| Range |
0.185 |
0.116 |
-0.069 |
-37.3% |
0.370 |
| ATR |
0.144 |
0.142 |
-0.002 |
-1.4% |
0.000 |
| Volume |
88,992 |
99,327 |
10,335 |
11.6% |
331,949 |
|
| Daily Pivots for day following 12-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.452 |
3.389 |
3.158 |
|
| R3 |
3.336 |
3.273 |
3.126 |
|
| R2 |
3.220 |
3.220 |
3.115 |
|
| R1 |
3.157 |
3.157 |
3.105 |
3.131 |
| PP |
3.104 |
3.104 |
3.104 |
3.091 |
| S1 |
3.041 |
3.041 |
3.083 |
3.015 |
| S2 |
2.988 |
2.988 |
3.073 |
|
| S3 |
2.872 |
2.925 |
3.062 |
|
| S4 |
2.756 |
2.809 |
3.030 |
|
|
| 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 |
2.785 |
0.408 |
13.2% |
0.159 |
5.1% |
76% |
False |
False |
86,523 |
| 10 |
3.193 |
2.596 |
0.597 |
19.3% |
0.150 |
4.8% |
83% |
False |
False |
72,633 |
| 20 |
3.193 |
2.596 |
0.597 |
19.3% |
0.148 |
4.8% |
83% |
False |
False |
61,404 |
| 40 |
3.193 |
2.376 |
0.817 |
26.4% |
0.116 |
3.7% |
88% |
False |
False |
47,635 |
| 60 |
3.193 |
2.354 |
0.839 |
27.1% |
0.100 |
3.2% |
88% |
False |
False |
38,952 |
| 80 |
3.193 |
2.198 |
0.995 |
32.2% |
0.098 |
3.2% |
90% |
False |
False |
34,991 |
| 100 |
3.193 |
2.198 |
0.995 |
32.2% |
0.095 |
3.1% |
90% |
False |
False |
31,508 |
| 120 |
3.193 |
2.198 |
0.995 |
32.2% |
0.096 |
3.1% |
90% |
False |
False |
27,924 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.660 |
|
2.618 |
3.471 |
|
1.618 |
3.355 |
|
1.000 |
3.283 |
|
0.618 |
3.239 |
|
HIGH |
3.167 |
|
0.618 |
3.123 |
|
0.500 |
3.109 |
|
0.382 |
3.095 |
|
LOW |
3.051 |
|
0.618 |
2.979 |
|
1.000 |
2.935 |
|
1.618 |
2.863 |
|
2.618 |
2.747 |
|
4.250 |
2.558 |
|
|
| Fisher Pivots for day following 12-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
3.109 |
3.083 |
| PP |
3.104 |
3.072 |
| S1 |
3.099 |
3.061 |
|