NYMEX Natural Gas Future October 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 |
2.819 |
2.778 |
-0.041 |
-1.5% |
2.863 |
| High |
2.862 |
2.827 |
-0.035 |
-1.2% |
3.004 |
| Low |
2.754 |
2.685 |
-0.069 |
-2.5% |
2.685 |
| Close |
2.762 |
2.692 |
-0.070 |
-2.5% |
2.692 |
| Range |
0.108 |
0.142 |
0.034 |
31.5% |
0.319 |
| ATR |
0.128 |
0.129 |
0.001 |
0.8% |
0.000 |
| Volume |
41,212 |
49,671 |
8,459 |
20.5% |
230,256 |
|
| Daily Pivots for day following 28-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.161 |
3.068 |
2.770 |
|
| R3 |
3.019 |
2.926 |
2.731 |
|
| R2 |
2.877 |
2.877 |
2.718 |
|
| R1 |
2.784 |
2.784 |
2.705 |
2.760 |
| PP |
2.735 |
2.735 |
2.735 |
2.722 |
| S1 |
2.642 |
2.642 |
2.679 |
2.618 |
| S2 |
2.593 |
2.593 |
2.666 |
|
| S3 |
2.451 |
2.500 |
2.653 |
|
| S4 |
2.309 |
2.358 |
2.614 |
|
|
| Weekly Pivots for week ending 28-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.751 |
3.540 |
2.867 |
|
| R3 |
3.432 |
3.221 |
2.780 |
|
| R2 |
3.113 |
3.113 |
2.750 |
|
| R1 |
2.902 |
2.902 |
2.721 |
2.848 |
| PP |
2.794 |
2.794 |
2.794 |
2.767 |
| S1 |
2.583 |
2.583 |
2.663 |
2.529 |
| S2 |
2.475 |
2.475 |
2.634 |
|
| S3 |
2.156 |
2.264 |
2.604 |
|
| S4 |
1.837 |
1.945 |
2.517 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.004 |
2.685 |
0.319 |
11.8% |
0.122 |
4.5% |
2% |
False |
True |
46,051 |
| 10 |
3.096 |
2.685 |
0.411 |
15.3% |
0.117 |
4.3% |
2% |
False |
True |
43,148 |
| 20 |
3.254 |
2.685 |
0.569 |
21.1% |
0.135 |
5.0% |
1% |
False |
True |
51,674 |
| 40 |
3.254 |
2.515 |
0.739 |
27.5% |
0.125 |
4.6% |
24% |
False |
False |
52,007 |
| 60 |
3.254 |
2.458 |
0.796 |
29.6% |
0.107 |
4.0% |
29% |
False |
False |
42,713 |
| 80 |
3.254 |
2.458 |
0.796 |
29.6% |
0.098 |
3.6% |
29% |
False |
False |
38,149 |
| 100 |
3.254 |
2.277 |
0.977 |
36.3% |
0.097 |
3.6% |
42% |
False |
False |
37,167 |
| 120 |
3.254 |
2.277 |
0.977 |
36.3% |
0.098 |
3.6% |
42% |
False |
False |
35,424 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.431 |
|
2.618 |
3.199 |
|
1.618 |
3.057 |
|
1.000 |
2.969 |
|
0.618 |
2.915 |
|
HIGH |
2.827 |
|
0.618 |
2.773 |
|
0.500 |
2.756 |
|
0.382 |
2.739 |
|
LOW |
2.685 |
|
0.618 |
2.597 |
|
1.000 |
2.543 |
|
1.618 |
2.455 |
|
2.618 |
2.313 |
|
4.250 |
2.082 |
|
|
| Fisher Pivots for day following 28-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2.756 |
2.802 |
| PP |
2.735 |
2.765 |
| S1 |
2.713 |
2.729 |
|