NYMEX Natural Gas Future October 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 |
2.914 |
2.819 |
-0.095 |
-3.3% |
2.980 |
| High |
2.919 |
2.862 |
-0.057 |
-2.0% |
3.071 |
| Low |
2.816 |
2.754 |
-0.062 |
-2.2% |
2.866 |
| Close |
2.828 |
2.762 |
-0.066 |
-2.3% |
2.895 |
| Range |
0.103 |
0.108 |
0.005 |
4.9% |
0.205 |
| ATR |
0.129 |
0.128 |
-0.002 |
-1.2% |
0.000 |
| Volume |
38,786 |
41,212 |
2,426 |
6.3% |
160,862 |
|
| Daily Pivots for day following 27-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.117 |
3.047 |
2.821 |
|
| R3 |
3.009 |
2.939 |
2.792 |
|
| R2 |
2.901 |
2.901 |
2.782 |
|
| R1 |
2.831 |
2.831 |
2.772 |
2.812 |
| PP |
2.793 |
2.793 |
2.793 |
2.783 |
| S1 |
2.723 |
2.723 |
2.752 |
2.704 |
| S2 |
2.685 |
2.685 |
2.742 |
|
| S3 |
2.577 |
2.615 |
2.732 |
|
| S4 |
2.469 |
2.507 |
2.703 |
|
|
| 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 |
3.004 |
2.754 |
0.250 |
9.1% |
0.110 |
4.0% |
3% |
False |
True |
42,681 |
| 10 |
3.208 |
2.754 |
0.454 |
16.4% |
0.121 |
4.4% |
2% |
False |
True |
43,874 |
| 20 |
3.254 |
2.685 |
0.569 |
20.6% |
0.132 |
4.8% |
14% |
False |
False |
51,974 |
| 40 |
3.254 |
2.512 |
0.742 |
26.9% |
0.122 |
4.4% |
34% |
False |
False |
51,532 |
| 60 |
3.254 |
2.458 |
0.796 |
28.8% |
0.106 |
3.8% |
38% |
False |
False |
42,180 |
| 80 |
3.254 |
2.458 |
0.796 |
28.8% |
0.097 |
3.5% |
38% |
False |
False |
37,908 |
| 100 |
3.254 |
2.277 |
0.977 |
35.4% |
0.096 |
3.5% |
50% |
False |
False |
36,874 |
| 120 |
3.254 |
2.277 |
0.977 |
35.4% |
0.098 |
3.5% |
50% |
False |
False |
35,202 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.321 |
|
2.618 |
3.145 |
|
1.618 |
3.037 |
|
1.000 |
2.970 |
|
0.618 |
2.929 |
|
HIGH |
2.862 |
|
0.618 |
2.821 |
|
0.500 |
2.808 |
|
0.382 |
2.795 |
|
LOW |
2.754 |
|
0.618 |
2.687 |
|
1.000 |
2.646 |
|
1.618 |
2.579 |
|
2.618 |
2.471 |
|
4.250 |
2.295 |
|
|
| Fisher Pivots for day following 27-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2.808 |
2.877 |
| PP |
2.793 |
2.839 |
| S1 |
2.777 |
2.800 |
|