NYMEX Natural Gas Future November 2024
| Trading Metrics calculated at close of trading on 30-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2024 |
30-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
2.744 |
2.899 |
0.155 |
5.6% |
2.735 |
| High |
2.932 |
2.948 |
0.016 |
0.5% |
2.932 |
| Low |
2.720 |
2.865 |
0.145 |
5.3% |
2.720 |
| Close |
2.902 |
2.923 |
0.021 |
0.7% |
2.902 |
| Range |
0.212 |
0.083 |
-0.129 |
-60.8% |
0.212 |
| ATR |
0.117 |
0.114 |
-0.002 |
-2.1% |
0.000 |
| Volume |
224,258 |
156,783 |
-67,475 |
-30.1% |
960,341 |
|
| Daily Pivots for day following 30-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.161 |
3.125 |
2.969 |
|
| R3 |
3.078 |
3.042 |
2.946 |
|
| R2 |
2.995 |
2.995 |
2.938 |
|
| R1 |
2.959 |
2.959 |
2.931 |
2.977 |
| PP |
2.912 |
2.912 |
2.912 |
2.921 |
| S1 |
2.876 |
2.876 |
2.915 |
2.894 |
| S2 |
2.829 |
2.829 |
2.908 |
|
| S3 |
2.746 |
2.793 |
2.900 |
|
| S4 |
2.663 |
2.710 |
2.877 |
|
|
| 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 |
2.948 |
2.720 |
0.228 |
7.8% |
0.132 |
4.5% |
89% |
True |
False |
180,977 |
| 10 |
2.948 |
2.505 |
0.443 |
15.2% |
0.125 |
4.3% |
94% |
True |
False |
165,217 |
| 20 |
2.948 |
2.439 |
0.509 |
17.4% |
0.113 |
3.9% |
95% |
True |
False |
131,947 |
| 40 |
2.948 |
2.439 |
0.509 |
17.4% |
0.106 |
3.6% |
95% |
True |
False |
98,247 |
| 60 |
2.958 |
2.439 |
0.519 |
17.8% |
0.101 |
3.4% |
93% |
False |
False |
77,984 |
| 80 |
3.560 |
2.439 |
1.121 |
38.4% |
0.102 |
3.5% |
43% |
False |
False |
64,635 |
| 100 |
3.560 |
2.439 |
1.121 |
38.4% |
0.104 |
3.6% |
43% |
False |
False |
56,684 |
| 120 |
3.560 |
2.439 |
1.121 |
38.4% |
0.098 |
3.4% |
43% |
False |
False |
49,090 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.301 |
|
2.618 |
3.165 |
|
1.618 |
3.082 |
|
1.000 |
3.031 |
|
0.618 |
2.999 |
|
HIGH |
2.948 |
|
0.618 |
2.916 |
|
0.500 |
2.907 |
|
0.382 |
2.897 |
|
LOW |
2.865 |
|
0.618 |
2.814 |
|
1.000 |
2.782 |
|
1.618 |
2.731 |
|
2.618 |
2.648 |
|
4.250 |
2.512 |
|
|
| Fisher Pivots for day following 30-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2.918 |
2.893 |
| PP |
2.912 |
2.864 |
| S1 |
2.907 |
2.834 |
|