NYMEX Natural Gas Future October 2024
| Trading Metrics calculated at close of trading on 24-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2024 |
24-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
2.905 |
2.863 |
-0.042 |
-1.4% |
2.980 |
| High |
2.945 |
3.004 |
0.059 |
2.0% |
3.071 |
| Low |
2.866 |
2.850 |
-0.016 |
-0.6% |
2.866 |
| Close |
2.895 |
3.000 |
0.105 |
3.6% |
2.895 |
| Range |
0.079 |
0.154 |
0.075 |
94.9% |
0.205 |
| ATR |
0.132 |
0.133 |
0.002 |
1.2% |
0.000 |
| Volume |
32,821 |
38,632 |
5,811 |
17.7% |
160,862 |
|
| Daily Pivots for day following 24-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.413 |
3.361 |
3.085 |
|
| R3 |
3.259 |
3.207 |
3.042 |
|
| R2 |
3.105 |
3.105 |
3.028 |
|
| R1 |
3.053 |
3.053 |
3.014 |
3.079 |
| PP |
2.951 |
2.951 |
2.951 |
2.965 |
| S1 |
2.899 |
2.899 |
2.986 |
2.925 |
| S2 |
2.797 |
2.797 |
2.972 |
|
| S3 |
2.643 |
2.745 |
2.958 |
|
| S4 |
2.489 |
2.591 |
2.915 |
|
|
| Weekly Pivots for week ending 21-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.559 |
3.432 |
3.008 |
|
| R3 |
3.354 |
3.227 |
2.951 |
|
| R2 |
3.149 |
3.149 |
2.933 |
|
| R1 |
3.022 |
3.022 |
2.914 |
2.983 |
| PP |
2.944 |
2.944 |
2.944 |
2.925 |
| S1 |
2.817 |
2.817 |
2.876 |
2.778 |
| S2 |
2.739 |
2.739 |
2.857 |
|
| S3 |
2.534 |
2.612 |
2.839 |
|
| S4 |
2.329 |
2.407 |
2.782 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.071 |
2.850 |
0.221 |
7.4% |
0.122 |
4.1% |
68% |
False |
True |
39,898 |
| 10 |
3.254 |
2.850 |
0.404 |
13.5% |
0.135 |
4.5% |
37% |
False |
True |
49,132 |
| 20 |
3.254 |
2.685 |
0.569 |
19.0% |
0.138 |
4.6% |
55% |
False |
False |
51,629 |
| 40 |
3.254 |
2.512 |
0.742 |
24.7% |
0.121 |
4.0% |
66% |
False |
False |
50,093 |
| 60 |
3.254 |
2.458 |
0.796 |
26.5% |
0.105 |
3.5% |
68% |
False |
False |
40,827 |
| 80 |
3.254 |
2.458 |
0.796 |
26.5% |
0.096 |
3.2% |
68% |
False |
False |
37,278 |
| 100 |
3.254 |
2.277 |
0.977 |
32.6% |
0.095 |
3.2% |
74% |
False |
False |
36,081 |
| 120 |
3.254 |
2.277 |
0.977 |
32.6% |
0.097 |
3.2% |
74% |
False |
False |
34,475 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.659 |
|
2.618 |
3.407 |
|
1.618 |
3.253 |
|
1.000 |
3.158 |
|
0.618 |
3.099 |
|
HIGH |
3.004 |
|
0.618 |
2.945 |
|
0.500 |
2.927 |
|
0.382 |
2.909 |
|
LOW |
2.850 |
|
0.618 |
2.755 |
|
1.000 |
2.696 |
|
1.618 |
2.601 |
|
2.618 |
2.447 |
|
4.250 |
2.196 |
|
|
| Fisher Pivots for day following 24-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2.976 |
2.987 |
| PP |
2.951 |
2.974 |
| S1 |
2.927 |
2.961 |
|