NYMEX Natural Gas Future September 2024
| Trading Metrics calculated at close of trading on 01-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2024 |
01-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
2.694 |
2.581 |
-0.113 |
-4.2% |
2.787 |
| High |
2.749 |
2.599 |
-0.150 |
-5.5% |
2.931 |
| Low |
2.591 |
2.474 |
-0.117 |
-4.5% |
2.591 |
| Close |
2.598 |
2.492 |
-0.106 |
-4.1% |
2.598 |
| Range |
0.158 |
0.125 |
-0.033 |
-20.9% |
0.340 |
| ATR |
0.138 |
0.137 |
-0.001 |
-0.7% |
0.000 |
| Volume |
80,146 |
106,995 |
26,849 |
33.5% |
345,374 |
|
| Daily Pivots for day following 01-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.897 |
2.819 |
2.561 |
|
| R3 |
2.772 |
2.694 |
2.526 |
|
| R2 |
2.647 |
2.647 |
2.515 |
|
| R1 |
2.569 |
2.569 |
2.503 |
2.546 |
| PP |
2.522 |
2.522 |
2.522 |
2.510 |
| S1 |
2.444 |
2.444 |
2.481 |
2.421 |
| S2 |
2.397 |
2.397 |
2.469 |
|
| S3 |
2.272 |
2.319 |
2.458 |
|
| S4 |
2.147 |
2.194 |
2.423 |
|
|
| 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 |
2.930 |
2.474 |
0.456 |
18.3% |
0.125 |
5.0% |
4% |
False |
True |
76,239 |
| 10 |
3.000 |
2.474 |
0.526 |
21.1% |
0.129 |
5.2% |
3% |
False |
True |
70,208 |
| 20 |
3.193 |
2.474 |
0.719 |
28.9% |
0.145 |
5.8% |
3% |
False |
True |
73,269 |
| 40 |
3.193 |
2.439 |
0.754 |
30.3% |
0.133 |
5.3% |
7% |
False |
False |
61,234 |
| 60 |
3.193 |
2.354 |
0.839 |
33.7% |
0.113 |
4.6% |
16% |
False |
False |
49,175 |
| 80 |
3.193 |
2.354 |
0.839 |
33.7% |
0.102 |
4.1% |
16% |
False |
False |
42,449 |
| 100 |
3.193 |
2.198 |
0.995 |
39.9% |
0.100 |
4.0% |
30% |
False |
False |
38,317 |
| 120 |
3.193 |
2.198 |
0.995 |
39.9% |
0.100 |
4.0% |
30% |
False |
False |
34,213 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.130 |
|
2.618 |
2.926 |
|
1.618 |
2.801 |
|
1.000 |
2.724 |
|
0.618 |
2.676 |
|
HIGH |
2.599 |
|
0.618 |
2.551 |
|
0.500 |
2.537 |
|
0.382 |
2.522 |
|
LOW |
2.474 |
|
0.618 |
2.397 |
|
1.000 |
2.349 |
|
1.618 |
2.272 |
|
2.618 |
2.147 |
|
4.250 |
1.943 |
|
|
| Fisher Pivots for day following 01-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2.537 |
2.624 |
| PP |
2.522 |
2.580 |
| S1 |
2.507 |
2.536 |
|