NYMEX Natural Gas Future September 2024
| Trading Metrics calculated at close of trading on 21-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2024 |
21-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
2.968 |
2.824 |
-0.144 |
-4.9% |
2.911 |
| High |
3.000 |
2.865 |
-0.135 |
-4.5% |
3.000 |
| Low |
2.818 |
2.779 |
-0.039 |
-1.4% |
2.779 |
| Close |
2.838 |
2.811 |
-0.027 |
-1.0% |
2.811 |
| Range |
0.182 |
0.086 |
-0.096 |
-52.7% |
0.221 |
| ATR |
0.144 |
0.139 |
-0.004 |
-2.9% |
0.000 |
| Volume |
76,502 |
43,983 |
-32,519 |
-42.5% |
249,720 |
|
| Daily Pivots for day following 21-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.076 |
3.030 |
2.858 |
|
| R3 |
2.990 |
2.944 |
2.835 |
|
| R2 |
2.904 |
2.904 |
2.827 |
|
| R1 |
2.858 |
2.858 |
2.819 |
2.838 |
| PP |
2.818 |
2.818 |
2.818 |
2.809 |
| S1 |
2.772 |
2.772 |
2.803 |
2.752 |
| S2 |
2.732 |
2.732 |
2.795 |
|
| S3 |
2.646 |
2.686 |
2.787 |
|
| S4 |
2.560 |
2.600 |
2.764 |
|
|
| Weekly Pivots for week ending 21-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.526 |
3.390 |
2.933 |
|
| R3 |
3.305 |
3.169 |
2.872 |
|
| R2 |
3.084 |
3.084 |
2.852 |
|
| R1 |
2.948 |
2.948 |
2.831 |
2.906 |
| PP |
2.863 |
2.863 |
2.863 |
2.842 |
| S1 |
2.727 |
2.727 |
2.791 |
2.685 |
| S2 |
2.642 |
2.642 |
2.770 |
|
| S3 |
2.421 |
2.506 |
2.750 |
|
| S4 |
2.200 |
2.285 |
2.689 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.034 |
2.779 |
0.255 |
9.1% |
0.119 |
4.2% |
13% |
False |
True |
60,326 |
| 10 |
3.193 |
2.779 |
0.414 |
14.7% |
0.144 |
5.1% |
8% |
False |
True |
77,099 |
| 20 |
3.193 |
2.596 |
0.597 |
21.2% |
0.150 |
5.3% |
36% |
False |
False |
64,457 |
| 40 |
3.193 |
2.400 |
0.793 |
28.2% |
0.124 |
4.4% |
52% |
False |
False |
54,246 |
| 60 |
3.193 |
2.354 |
0.839 |
29.8% |
0.108 |
3.8% |
54% |
False |
False |
43,886 |
| 80 |
3.193 |
2.354 |
0.839 |
29.8% |
0.099 |
3.5% |
54% |
False |
False |
38,276 |
| 100 |
3.193 |
2.198 |
0.995 |
35.4% |
0.097 |
3.4% |
62% |
False |
False |
34,522 |
| 120 |
3.193 |
2.198 |
0.995 |
35.4% |
0.098 |
3.5% |
62% |
False |
False |
30,919 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.231 |
|
2.618 |
3.090 |
|
1.618 |
3.004 |
|
1.000 |
2.951 |
|
0.618 |
2.918 |
|
HIGH |
2.865 |
|
0.618 |
2.832 |
|
0.500 |
2.822 |
|
0.382 |
2.812 |
|
LOW |
2.779 |
|
0.618 |
2.726 |
|
1.000 |
2.693 |
|
1.618 |
2.640 |
|
2.618 |
2.554 |
|
4.250 |
2.414 |
|
|
| Fisher Pivots for day following 21-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2.822 |
2.890 |
| PP |
2.818 |
2.863 |
| S1 |
2.815 |
2.837 |
|