NYMEX Natural Gas Future October 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 |
2.920 |
3.043 |
0.123 |
4.2% |
3.100 |
| High |
3.045 |
3.071 |
0.026 |
0.9% |
3.254 |
| Low |
2.917 |
2.903 |
-0.014 |
-0.5% |
2.997 |
| Close |
3.040 |
2.923 |
-0.117 |
-3.8% |
3.013 |
| Range |
0.128 |
0.168 |
0.040 |
31.3% |
0.257 |
| ATR |
0.134 |
0.136 |
0.002 |
1.8% |
0.000 |
| Volume |
33,785 |
55,847 |
22,062 |
65.3% |
291,827 |
|
| Daily Pivots for day following 20-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.470 |
3.364 |
3.015 |
|
| R3 |
3.302 |
3.196 |
2.969 |
|
| R2 |
3.134 |
3.134 |
2.954 |
|
| R1 |
3.028 |
3.028 |
2.938 |
2.997 |
| PP |
2.966 |
2.966 |
2.966 |
2.950 |
| S1 |
2.860 |
2.860 |
2.908 |
2.829 |
| S2 |
2.798 |
2.798 |
2.892 |
|
| S3 |
2.630 |
2.692 |
2.877 |
|
| S4 |
2.462 |
2.524 |
2.831 |
|
|
| Weekly Pivots for week ending 14-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.859 |
3.693 |
3.154 |
|
| R3 |
3.602 |
3.436 |
3.084 |
|
| R2 |
3.345 |
3.345 |
3.060 |
|
| R1 |
3.179 |
3.179 |
3.037 |
3.134 |
| PP |
3.088 |
3.088 |
3.088 |
3.065 |
| S1 |
2.922 |
2.922 |
2.989 |
2.877 |
| S2 |
2.831 |
2.831 |
2.966 |
|
| S3 |
2.574 |
2.665 |
2.942 |
|
| S4 |
2.317 |
2.408 |
2.872 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.208 |
2.899 |
0.309 |
10.6% |
0.132 |
4.5% |
8% |
False |
False |
45,068 |
| 10 |
3.254 |
2.863 |
0.391 |
13.4% |
0.140 |
4.8% |
15% |
False |
False |
52,913 |
| 20 |
3.254 |
2.685 |
0.569 |
19.5% |
0.150 |
5.1% |
42% |
False |
False |
56,477 |
| 40 |
3.254 |
2.512 |
0.742 |
25.4% |
0.119 |
4.1% |
55% |
False |
False |
49,660 |
| 60 |
3.254 |
2.458 |
0.796 |
27.2% |
0.102 |
3.5% |
58% |
False |
False |
40,396 |
| 80 |
3.254 |
2.458 |
0.796 |
27.2% |
0.096 |
3.3% |
58% |
False |
False |
37,426 |
| 100 |
3.254 |
2.277 |
0.977 |
33.4% |
0.095 |
3.2% |
66% |
False |
False |
35,889 |
| 120 |
3.254 |
2.277 |
0.977 |
33.4% |
0.097 |
3.3% |
66% |
False |
False |
34,103 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.785 |
|
2.618 |
3.511 |
|
1.618 |
3.343 |
|
1.000 |
3.239 |
|
0.618 |
3.175 |
|
HIGH |
3.071 |
|
0.618 |
3.007 |
|
0.500 |
2.987 |
|
0.382 |
2.967 |
|
LOW |
2.903 |
|
0.618 |
2.799 |
|
1.000 |
2.735 |
|
1.618 |
2.631 |
|
2.618 |
2.463 |
|
4.250 |
2.189 |
|
|
| Fisher Pivots for day following 20-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2.987 |
2.985 |
| PP |
2.966 |
2.964 |
| S1 |
2.944 |
2.944 |
|