NYMEX Natural Gas Future December 2024
| Trading Metrics calculated at close of trading on 24-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2024 |
24-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
3.204 |
3.300 |
0.096 |
3.0% |
3.018 |
| High |
3.316 |
3.334 |
0.018 |
0.5% |
3.212 |
| Low |
3.192 |
3.208 |
0.016 |
0.5% |
2.976 |
| Close |
3.292 |
3.230 |
-0.062 |
-1.9% |
3.192 |
| Range |
0.124 |
0.126 |
0.002 |
1.6% |
0.236 |
| ATR |
0.092 |
0.094 |
0.002 |
2.7% |
0.000 |
| Volume |
73,956 |
54,107 |
-19,849 |
-26.8% |
242,619 |
|
| Daily Pivots for day following 24-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.635 |
3.559 |
3.299 |
|
| R3 |
3.509 |
3.433 |
3.265 |
|
| R2 |
3.383 |
3.383 |
3.253 |
|
| R1 |
3.307 |
3.307 |
3.242 |
3.282 |
| PP |
3.257 |
3.257 |
3.257 |
3.245 |
| S1 |
3.181 |
3.181 |
3.218 |
3.156 |
| S2 |
3.131 |
3.131 |
3.207 |
|
| S3 |
3.005 |
3.055 |
3.195 |
|
| S4 |
2.879 |
2.929 |
3.161 |
|
|
| Weekly Pivots for week ending 20-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.835 |
3.749 |
3.322 |
|
| R3 |
3.599 |
3.513 |
3.257 |
|
| R2 |
3.363 |
3.363 |
3.235 |
|
| R1 |
3.277 |
3.277 |
3.214 |
3.320 |
| PP |
3.127 |
3.127 |
3.127 |
3.148 |
| S1 |
3.041 |
3.041 |
3.170 |
3.084 |
| S2 |
2.891 |
2.891 |
3.149 |
|
| S3 |
2.655 |
2.805 |
3.127 |
|
| S4 |
2.419 |
2.569 |
3.062 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.334 |
2.976 |
0.358 |
11.1% |
0.114 |
3.5% |
71% |
True |
False |
57,538 |
| 10 |
3.334 |
2.976 |
0.358 |
11.1% |
0.100 |
3.1% |
71% |
True |
False |
52,676 |
| 20 |
3.334 |
2.975 |
0.359 |
11.1% |
0.090 |
2.8% |
71% |
True |
False |
46,069 |
| 40 |
3.395 |
2.975 |
0.420 |
13.0% |
0.091 |
2.8% |
61% |
False |
False |
36,914 |
| 60 |
3.561 |
2.975 |
0.586 |
18.1% |
0.086 |
2.7% |
44% |
False |
False |
31,155 |
| 80 |
3.959 |
2.975 |
0.984 |
30.5% |
0.091 |
2.8% |
26% |
False |
False |
27,286 |
| 100 |
3.959 |
2.975 |
0.984 |
30.5% |
0.091 |
2.8% |
26% |
False |
False |
24,185 |
| 120 |
3.959 |
2.975 |
0.984 |
30.5% |
0.086 |
2.7% |
26% |
False |
False |
21,373 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.870 |
|
2.618 |
3.664 |
|
1.618 |
3.538 |
|
1.000 |
3.460 |
|
0.618 |
3.412 |
|
HIGH |
3.334 |
|
0.618 |
3.286 |
|
0.500 |
3.271 |
|
0.382 |
3.256 |
|
LOW |
3.208 |
|
0.618 |
3.130 |
|
1.000 |
3.082 |
|
1.618 |
3.004 |
|
2.618 |
2.878 |
|
4.250 |
2.673 |
|
|
| Fisher Pivots for day following 24-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
3.271 |
3.215 |
| PP |
3.257 |
3.199 |
| S1 |
3.244 |
3.184 |
|