NYMEX Natural Gas Future November 2024
| Trading Metrics calculated at close of trading on 12-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2024 |
12-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
2.538 |
2.583 |
0.045 |
1.8% |
2.512 |
| High |
2.597 |
2.666 |
0.069 |
2.7% |
2.615 |
| Low |
2.513 |
2.533 |
0.020 |
0.8% |
2.439 |
| Close |
2.577 |
2.633 |
0.056 |
2.2% |
2.597 |
| Range |
0.084 |
0.133 |
0.049 |
58.3% |
0.176 |
| ATR |
0.095 |
0.098 |
0.003 |
2.8% |
0.000 |
| Volume |
114,655 |
138,040 |
23,385 |
20.4% |
295,077 |
|
| Daily Pivots for day following 12-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.010 |
2.954 |
2.706 |
|
| R3 |
2.877 |
2.821 |
2.670 |
|
| R2 |
2.744 |
2.744 |
2.657 |
|
| R1 |
2.688 |
2.688 |
2.645 |
2.716 |
| PP |
2.611 |
2.611 |
2.611 |
2.625 |
| S1 |
2.555 |
2.555 |
2.621 |
2.583 |
| S2 |
2.478 |
2.478 |
2.609 |
|
| S3 |
2.345 |
2.422 |
2.596 |
|
| S4 |
2.212 |
2.289 |
2.560 |
|
|
| Weekly Pivots for week ending 06-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.078 |
3.014 |
2.694 |
|
| R3 |
2.902 |
2.838 |
2.645 |
|
| R2 |
2.726 |
2.726 |
2.629 |
|
| R1 |
2.662 |
2.662 |
2.613 |
2.694 |
| PP |
2.550 |
2.550 |
2.550 |
2.567 |
| S1 |
2.486 |
2.486 |
2.581 |
2.518 |
| S2 |
2.374 |
2.374 |
2.565 |
|
| S3 |
2.198 |
2.310 |
2.549 |
|
| S4 |
2.022 |
2.134 |
2.500 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.666 |
2.497 |
0.169 |
6.4% |
0.086 |
3.3% |
80% |
True |
False |
106,891 |
| 10 |
2.666 |
2.439 |
0.227 |
8.6% |
0.098 |
3.7% |
85% |
True |
False |
89,843 |
| 20 |
2.817 |
2.439 |
0.378 |
14.4% |
0.096 |
3.6% |
51% |
False |
False |
71,767 |
| 40 |
2.885 |
2.439 |
0.446 |
16.9% |
0.099 |
3.8% |
43% |
False |
False |
62,743 |
| 60 |
3.420 |
2.439 |
0.981 |
37.3% |
0.096 |
3.6% |
20% |
False |
False |
51,561 |
| 80 |
3.560 |
2.439 |
1.121 |
42.6% |
0.104 |
4.0% |
17% |
False |
False |
45,221 |
| 100 |
3.560 |
2.439 |
1.121 |
42.6% |
0.099 |
3.8% |
17% |
False |
False |
39,425 |
| 120 |
3.560 |
2.439 |
1.121 |
42.6% |
0.093 |
3.5% |
17% |
False |
False |
34,271 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.231 |
|
2.618 |
3.014 |
|
1.618 |
2.881 |
|
1.000 |
2.799 |
|
0.618 |
2.748 |
|
HIGH |
2.666 |
|
0.618 |
2.615 |
|
0.500 |
2.600 |
|
0.382 |
2.584 |
|
LOW |
2.533 |
|
0.618 |
2.451 |
|
1.000 |
2.400 |
|
1.618 |
2.318 |
|
2.618 |
2.185 |
|
4.250 |
1.968 |
|
|
| Fisher Pivots for day following 12-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2.622 |
2.616 |
| PP |
2.611 |
2.599 |
| S1 |
2.600 |
2.582 |
|