NYMEX Natural Gas Future September 2024
| Trading Metrics calculated at close of trading on 28-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2024 |
28-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
2.725 |
2.694 |
-0.031 |
-1.1% |
2.787 |
| High |
2.773 |
2.749 |
-0.024 |
-0.9% |
2.931 |
| Low |
2.665 |
2.591 |
-0.074 |
-2.8% |
2.591 |
| Close |
2.675 |
2.598 |
-0.077 |
-2.9% |
2.598 |
| Range |
0.108 |
0.158 |
0.050 |
46.3% |
0.340 |
| ATR |
0.137 |
0.138 |
0.002 |
1.1% |
0.000 |
| Volume |
61,987 |
80,146 |
18,159 |
29.3% |
345,374 |
|
| Daily Pivots for day following 28-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.120 |
3.017 |
2.685 |
|
| R3 |
2.962 |
2.859 |
2.641 |
|
| R2 |
2.804 |
2.804 |
2.627 |
|
| R1 |
2.701 |
2.701 |
2.612 |
2.674 |
| PP |
2.646 |
2.646 |
2.646 |
2.632 |
| S1 |
2.543 |
2.543 |
2.584 |
2.516 |
| S2 |
2.488 |
2.488 |
2.569 |
|
| S3 |
2.330 |
2.385 |
2.555 |
|
| S4 |
2.172 |
2.227 |
2.511 |
|
|
| Weekly Pivots for week ending 28-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.727 |
3.502 |
2.785 |
|
| R3 |
3.387 |
3.162 |
2.692 |
|
| R2 |
3.047 |
3.047 |
2.660 |
|
| R1 |
2.822 |
2.822 |
2.629 |
2.765 |
| PP |
2.707 |
2.707 |
2.707 |
2.678 |
| S1 |
2.482 |
2.482 |
2.567 |
2.425 |
| S2 |
2.367 |
2.367 |
2.536 |
|
| S3 |
2.027 |
2.142 |
2.505 |
|
| S4 |
1.687 |
1.802 |
2.411 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.931 |
2.591 |
0.340 |
13.1% |
0.136 |
5.2% |
2% |
False |
True |
69,074 |
| 10 |
3.034 |
2.591 |
0.443 |
17.1% |
0.128 |
4.9% |
2% |
False |
True |
64,700 |
| 20 |
3.193 |
2.591 |
0.602 |
23.2% |
0.144 |
5.5% |
1% |
False |
True |
70,556 |
| 40 |
3.193 |
2.405 |
0.788 |
30.3% |
0.132 |
5.1% |
24% |
False |
False |
59,198 |
| 60 |
3.193 |
2.354 |
0.839 |
32.3% |
0.113 |
4.3% |
29% |
False |
False |
47,814 |
| 80 |
3.193 |
2.354 |
0.839 |
32.3% |
0.102 |
3.9% |
29% |
False |
False |
41,307 |
| 100 |
3.193 |
2.198 |
0.995 |
38.3% |
0.100 |
3.8% |
40% |
False |
False |
37,380 |
| 120 |
3.193 |
2.198 |
0.995 |
38.3% |
0.100 |
3.9% |
40% |
False |
False |
33,421 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.421 |
|
2.618 |
3.163 |
|
1.618 |
3.005 |
|
1.000 |
2.907 |
|
0.618 |
2.847 |
|
HIGH |
2.749 |
|
0.618 |
2.689 |
|
0.500 |
2.670 |
|
0.382 |
2.651 |
|
LOW |
2.591 |
|
0.618 |
2.493 |
|
1.000 |
2.433 |
|
1.618 |
2.335 |
|
2.618 |
2.177 |
|
4.250 |
1.920 |
|
|
| Fisher Pivots for day following 28-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2.670 |
2.717 |
| PP |
2.646 |
2.677 |
| S1 |
2.622 |
2.638 |
|