NYMEX Natural Gas Future September 2024
| Trading Metrics calculated at close of trading on 27-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2024 |
27-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
2.827 |
2.725 |
-0.102 |
-3.6% |
2.911 |
| High |
2.843 |
2.773 |
-0.070 |
-2.5% |
3.000 |
| Low |
2.724 |
2.665 |
-0.059 |
-2.2% |
2.779 |
| Close |
2.737 |
2.675 |
-0.062 |
-2.3% |
2.811 |
| Range |
0.119 |
0.108 |
-0.011 |
-9.2% |
0.221 |
| ATR |
0.139 |
0.137 |
-0.002 |
-1.6% |
0.000 |
| Volume |
70,505 |
61,987 |
-8,518 |
-12.1% |
249,720 |
|
| Daily Pivots for day following 27-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.028 |
2.960 |
2.734 |
|
| R3 |
2.920 |
2.852 |
2.705 |
|
| R2 |
2.812 |
2.812 |
2.695 |
|
| R1 |
2.744 |
2.744 |
2.685 |
2.724 |
| PP |
2.704 |
2.704 |
2.704 |
2.695 |
| S1 |
2.636 |
2.636 |
2.665 |
2.616 |
| S2 |
2.596 |
2.596 |
2.655 |
|
| S3 |
2.488 |
2.528 |
2.645 |
|
| S4 |
2.380 |
2.420 |
2.616 |
|
|
| 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 |
2.931 |
2.665 |
0.266 |
9.9% |
0.121 |
4.5% |
4% |
False |
True |
61,842 |
| 10 |
3.140 |
2.665 |
0.475 |
17.8% |
0.131 |
4.9% |
2% |
False |
True |
65,762 |
| 20 |
3.193 |
2.596 |
0.597 |
22.3% |
0.140 |
5.2% |
13% |
False |
False |
69,197 |
| 40 |
3.193 |
2.400 |
0.793 |
29.6% |
0.129 |
4.8% |
35% |
False |
False |
57,828 |
| 60 |
3.193 |
2.354 |
0.839 |
31.4% |
0.111 |
4.1% |
38% |
False |
False |
46,862 |
| 80 |
3.193 |
2.354 |
0.839 |
31.4% |
0.101 |
3.8% |
38% |
False |
False |
40,532 |
| 100 |
3.193 |
2.198 |
0.995 |
37.2% |
0.099 |
3.7% |
48% |
False |
False |
36,718 |
| 120 |
3.193 |
2.198 |
0.995 |
37.2% |
0.100 |
3.7% |
48% |
False |
False |
32,829 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.232 |
|
2.618 |
3.056 |
|
1.618 |
2.948 |
|
1.000 |
2.881 |
|
0.618 |
2.840 |
|
HIGH |
2.773 |
|
0.618 |
2.732 |
|
0.500 |
2.719 |
|
0.382 |
2.706 |
|
LOW |
2.665 |
|
0.618 |
2.598 |
|
1.000 |
2.557 |
|
1.618 |
2.490 |
|
2.618 |
2.382 |
|
4.250 |
2.206 |
|
|
| Fisher Pivots for day following 27-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2.719 |
2.798 |
| PP |
2.704 |
2.757 |
| S1 |
2.690 |
2.716 |
|