NYMEX Natural Gas Future October 2024
| Trading Metrics calculated at close of trading on 26-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2024 |
26-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
2.583 |
2.640 |
0.057 |
2.2% |
2.298 |
| High |
2.658 |
2.690 |
0.032 |
1.2% |
2.460 |
| Low |
2.563 |
2.524 |
-0.039 |
-1.5% |
2.223 |
| Close |
2.637 |
2.585 |
-0.052 |
-2.0% |
2.434 |
| Range |
0.095 |
0.166 |
0.071 |
74.7% |
0.237 |
| ATR |
0.127 |
0.130 |
0.003 |
2.2% |
0.000 |
| Volume |
91,605 |
4,211 |
-87,394 |
-95.4% |
825,500 |
|
| Daily Pivots for day following 26-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.098 |
3.007 |
2.676 |
|
| R3 |
2.932 |
2.841 |
2.631 |
|
| R2 |
2.766 |
2.766 |
2.615 |
|
| R1 |
2.675 |
2.675 |
2.600 |
2.638 |
| PP |
2.600 |
2.600 |
2.600 |
2.581 |
| S1 |
2.509 |
2.509 |
2.570 |
2.472 |
| S2 |
2.434 |
2.434 |
2.555 |
|
| S3 |
2.268 |
2.343 |
2.539 |
|
| S4 |
2.102 |
2.177 |
2.494 |
|
|
| Weekly Pivots for week ending 20-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.083 |
2.996 |
2.564 |
|
| R3 |
2.846 |
2.759 |
2.499 |
|
| R2 |
2.609 |
2.609 |
2.477 |
|
| R1 |
2.522 |
2.522 |
2.456 |
2.566 |
| PP |
2.372 |
2.372 |
2.372 |
2.394 |
| S1 |
2.285 |
2.285 |
2.412 |
2.329 |
| S2 |
2.135 |
2.135 |
2.391 |
|
| S3 |
1.898 |
2.048 |
2.369 |
|
| S4 |
1.661 |
1.811 |
2.304 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.690 |
2.314 |
0.376 |
14.5% |
0.147 |
5.7% |
72% |
True |
False |
88,813 |
| 10 |
2.690 |
2.223 |
0.467 |
18.1% |
0.135 |
5.2% |
78% |
True |
False |
128,137 |
| 20 |
2.690 |
2.026 |
0.664 |
25.7% |
0.129 |
5.0% |
84% |
True |
False |
153,097 |
| 40 |
2.690 |
1.991 |
0.699 |
27.0% |
0.120 |
4.6% |
85% |
True |
False |
135,480 |
| 60 |
2.690 |
1.991 |
0.699 |
27.0% |
0.113 |
4.4% |
85% |
True |
False |
110,769 |
| 80 |
3.254 |
1.991 |
1.263 |
48.9% |
0.117 |
4.5% |
47% |
False |
False |
95,959 |
| 100 |
3.254 |
1.991 |
1.263 |
48.9% |
0.118 |
4.5% |
47% |
False |
False |
88,046 |
| 120 |
3.254 |
1.991 |
1.263 |
48.9% |
0.110 |
4.3% |
47% |
False |
False |
77,540 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.396 |
|
2.618 |
3.125 |
|
1.618 |
2.959 |
|
1.000 |
2.856 |
|
0.618 |
2.793 |
|
HIGH |
2.690 |
|
0.618 |
2.627 |
|
0.500 |
2.607 |
|
0.382 |
2.587 |
|
LOW |
2.524 |
|
0.618 |
2.421 |
|
1.000 |
2.358 |
|
1.618 |
2.255 |
|
2.618 |
2.089 |
|
4.250 |
1.819 |
|
|
| Fisher Pivots for day following 26-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2.607 |
2.607 |
| PP |
2.600 |
2.600 |
| S1 |
2.592 |
2.592 |
|