NYMEX Natural Gas Future November 2024
| Trading Metrics calculated at close of trading on 27-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2024 |
27-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
2.829 |
2.744 |
-0.085 |
-3.0% |
2.735 |
| High |
2.883 |
2.932 |
0.049 |
1.7% |
2.932 |
| Low |
2.731 |
2.720 |
-0.011 |
-0.4% |
2.720 |
| Close |
2.753 |
2.902 |
0.149 |
5.4% |
2.902 |
| Range |
0.152 |
0.212 |
0.060 |
39.5% |
0.212 |
| ATR |
0.109 |
0.117 |
0.007 |
6.7% |
0.000 |
| Volume |
187,374 |
224,258 |
36,884 |
19.7% |
960,341 |
|
| Daily Pivots for day following 27-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.487 |
3.407 |
3.019 |
|
| R3 |
3.275 |
3.195 |
2.960 |
|
| R2 |
3.063 |
3.063 |
2.941 |
|
| R1 |
2.983 |
2.983 |
2.921 |
3.023 |
| PP |
2.851 |
2.851 |
2.851 |
2.872 |
| S1 |
2.771 |
2.771 |
2.883 |
2.811 |
| S2 |
2.639 |
2.639 |
2.863 |
|
| S3 |
2.427 |
2.559 |
2.844 |
|
| S4 |
2.215 |
2.347 |
2.785 |
|
|
| Weekly Pivots for week ending 27-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.487 |
3.407 |
3.019 |
|
| R3 |
3.275 |
3.195 |
2.960 |
|
| R2 |
3.063 |
3.063 |
2.941 |
|
| R1 |
2.983 |
2.983 |
2.921 |
3.023 |
| PP |
2.851 |
2.851 |
2.851 |
2.872 |
| S1 |
2.771 |
2.771 |
2.883 |
2.811 |
| S2 |
2.639 |
2.639 |
2.863 |
|
| S3 |
2.427 |
2.559 |
2.844 |
|
| S4 |
2.215 |
2.347 |
2.785 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.932 |
2.720 |
0.212 |
7.3% |
0.144 |
5.0% |
86% |
True |
True |
192,068 |
| 10 |
2.932 |
2.505 |
0.427 |
14.7% |
0.127 |
4.4% |
93% |
True |
False |
160,423 |
| 20 |
2.932 |
2.439 |
0.493 |
17.0% |
0.112 |
3.9% |
94% |
True |
False |
127,457 |
| 40 |
2.932 |
2.439 |
0.493 |
17.0% |
0.106 |
3.7% |
94% |
True |
False |
95,570 |
| 60 |
2.985 |
2.439 |
0.546 |
18.8% |
0.101 |
3.5% |
85% |
False |
False |
75,912 |
| 80 |
3.560 |
2.439 |
1.121 |
38.6% |
0.103 |
3.6% |
41% |
False |
False |
63,023 |
| 100 |
3.560 |
2.439 |
1.121 |
38.6% |
0.104 |
3.6% |
41% |
False |
False |
55,339 |
| 120 |
3.560 |
2.439 |
1.121 |
38.6% |
0.098 |
3.4% |
41% |
False |
False |
47,880 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.833 |
|
2.618 |
3.487 |
|
1.618 |
3.275 |
|
1.000 |
3.144 |
|
0.618 |
3.063 |
|
HIGH |
2.932 |
|
0.618 |
2.851 |
|
0.500 |
2.826 |
|
0.382 |
2.801 |
|
LOW |
2.720 |
|
0.618 |
2.589 |
|
1.000 |
2.508 |
|
1.618 |
2.377 |
|
2.618 |
2.165 |
|
4.250 |
1.819 |
|
|
| Fisher Pivots for day following 27-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2.877 |
2.877 |
| PP |
2.851 |
2.851 |
| S1 |
2.826 |
2.826 |
|