NYMEX Natural Gas Future September 2024
| Trading Metrics calculated at close of trading on 20-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2024 |
20-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
2.854 |
2.968 |
0.114 |
4.0% |
3.031 |
| High |
2.971 |
3.000 |
0.029 |
1.0% |
3.193 |
| Low |
2.839 |
2.818 |
-0.021 |
-0.7% |
2.928 |
| Close |
2.966 |
2.838 |
-0.128 |
-4.3% |
2.943 |
| Range |
0.132 |
0.182 |
0.050 |
37.9% |
0.265 |
| ATR |
0.141 |
0.144 |
0.003 |
2.1% |
0.000 |
| Volume |
63,593 |
76,502 |
12,909 |
20.3% |
431,348 |
|
| Daily Pivots for day following 20-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.431 |
3.317 |
2.938 |
|
| R3 |
3.249 |
3.135 |
2.888 |
|
| R2 |
3.067 |
3.067 |
2.871 |
|
| R1 |
2.953 |
2.953 |
2.855 |
2.919 |
| PP |
2.885 |
2.885 |
2.885 |
2.869 |
| S1 |
2.771 |
2.771 |
2.821 |
2.737 |
| S2 |
2.703 |
2.703 |
2.805 |
|
| S3 |
2.521 |
2.589 |
2.788 |
|
| S4 |
2.339 |
2.407 |
2.738 |
|
|
| Weekly Pivots for week ending 14-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.816 |
3.645 |
3.089 |
|
| R3 |
3.551 |
3.380 |
3.016 |
|
| R2 |
3.286 |
3.286 |
2.992 |
|
| R1 |
3.115 |
3.115 |
2.967 |
3.068 |
| PP |
3.021 |
3.021 |
3.021 |
2.998 |
| S1 |
2.850 |
2.850 |
2.919 |
2.803 |
| S2 |
2.756 |
2.756 |
2.894 |
|
| S3 |
2.491 |
2.585 |
2.870 |
|
| S4 |
2.226 |
2.320 |
2.797 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.140 |
2.818 |
0.322 |
11.3% |
0.140 |
4.9% |
6% |
False |
True |
69,683 |
| 10 |
3.193 |
2.785 |
0.408 |
14.4% |
0.150 |
5.3% |
13% |
False |
False |
78,103 |
| 20 |
3.193 |
2.596 |
0.597 |
21.0% |
0.157 |
5.5% |
41% |
False |
False |
66,123 |
| 40 |
3.193 |
2.400 |
0.793 |
27.9% |
0.125 |
4.4% |
55% |
False |
False |
53,681 |
| 60 |
3.193 |
2.354 |
0.839 |
29.6% |
0.107 |
3.8% |
58% |
False |
False |
43,397 |
| 80 |
3.193 |
2.354 |
0.839 |
29.6% |
0.099 |
3.5% |
58% |
False |
False |
38,000 |
| 100 |
3.193 |
2.198 |
0.995 |
35.1% |
0.097 |
3.4% |
64% |
False |
False |
34,249 |
| 120 |
3.193 |
2.198 |
0.995 |
35.1% |
0.098 |
3.5% |
64% |
False |
False |
30,580 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.774 |
|
2.618 |
3.476 |
|
1.618 |
3.294 |
|
1.000 |
3.182 |
|
0.618 |
3.112 |
|
HIGH |
3.000 |
|
0.618 |
2.930 |
|
0.500 |
2.909 |
|
0.382 |
2.888 |
|
LOW |
2.818 |
|
0.618 |
2.706 |
|
1.000 |
2.636 |
|
1.618 |
2.524 |
|
2.618 |
2.342 |
|
4.250 |
2.045 |
|
|
| Fisher Pivots for day following 20-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2.909 |
2.909 |
| PP |
2.885 |
2.885 |
| S1 |
2.862 |
2.862 |
|