NYMEX Natural Gas Future November 2024
| Trading Metrics calculated at close of trading on 20-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2024 |
20-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
2.568 |
2.603 |
0.035 |
1.4% |
2.580 |
| High |
2.604 |
2.743 |
0.139 |
5.3% |
2.743 |
| Low |
2.505 |
2.582 |
0.077 |
3.1% |
2.505 |
| Close |
2.595 |
2.719 |
0.124 |
4.8% |
2.719 |
| Range |
0.099 |
0.161 |
0.062 |
62.6% |
0.238 |
| ATR |
0.098 |
0.102 |
0.005 |
4.6% |
0.000 |
| Volume |
138,180 |
183,090 |
44,910 |
32.5% |
643,898 |
|
| Daily Pivots for day following 20-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.164 |
3.103 |
2.808 |
|
| R3 |
3.003 |
2.942 |
2.763 |
|
| R2 |
2.842 |
2.842 |
2.749 |
|
| R1 |
2.781 |
2.781 |
2.734 |
2.812 |
| PP |
2.681 |
2.681 |
2.681 |
2.697 |
| S1 |
2.620 |
2.620 |
2.704 |
2.651 |
| S2 |
2.520 |
2.520 |
2.689 |
|
| S3 |
2.359 |
2.459 |
2.675 |
|
| S4 |
2.198 |
2.298 |
2.630 |
|
|
| Weekly Pivots for week ending 20-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.370 |
3.282 |
2.850 |
|
| R3 |
3.132 |
3.044 |
2.784 |
|
| R2 |
2.894 |
2.894 |
2.763 |
|
| R1 |
2.806 |
2.806 |
2.741 |
2.850 |
| PP |
2.656 |
2.656 |
2.656 |
2.678 |
| S1 |
2.568 |
2.568 |
2.697 |
2.612 |
| S2 |
2.418 |
2.418 |
2.675 |
|
| S3 |
2.180 |
2.330 |
2.654 |
|
| S4 |
1.942 |
2.092 |
2.588 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.743 |
2.505 |
0.238 |
8.8% |
0.111 |
4.1% |
90% |
True |
False |
128,779 |
| 10 |
2.743 |
2.497 |
0.246 |
9.0% |
0.102 |
3.7% |
90% |
True |
False |
122,675 |
| 20 |
2.743 |
2.439 |
0.304 |
11.2% |
0.095 |
3.5% |
92% |
True |
False |
93,494 |
| 40 |
2.829 |
2.439 |
0.390 |
14.3% |
0.100 |
3.7% |
72% |
False |
False |
76,913 |
| 60 |
3.242 |
2.439 |
0.803 |
29.5% |
0.096 |
3.5% |
35% |
False |
False |
62,178 |
| 80 |
3.560 |
2.439 |
1.121 |
41.2% |
0.102 |
3.7% |
25% |
False |
False |
52,608 |
| 100 |
3.560 |
2.439 |
1.121 |
41.2% |
0.100 |
3.7% |
25% |
False |
False |
46,368 |
| 120 |
3.560 |
2.439 |
1.121 |
41.2% |
0.095 |
3.5% |
25% |
False |
False |
40,242 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.427 |
|
2.618 |
3.164 |
|
1.618 |
3.003 |
|
1.000 |
2.904 |
|
0.618 |
2.842 |
|
HIGH |
2.743 |
|
0.618 |
2.681 |
|
0.500 |
2.663 |
|
0.382 |
2.644 |
|
LOW |
2.582 |
|
0.618 |
2.483 |
|
1.000 |
2.421 |
|
1.618 |
2.322 |
|
2.618 |
2.161 |
|
4.250 |
1.898 |
|
|
| Fisher Pivots for day following 20-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2.700 |
2.687 |
| PP |
2.681 |
2.656 |
| S1 |
2.663 |
2.624 |
|