NYMEX Natural Gas Future December 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 |
3.173 |
3.302 |
0.129 |
4.1% |
3.204 |
| High |
3.332 |
3.368 |
0.036 |
1.1% |
3.334 |
| Low |
3.145 |
3.274 |
0.129 |
4.1% |
3.145 |
| Close |
3.304 |
3.345 |
0.041 |
1.2% |
3.304 |
| Range |
0.187 |
0.094 |
-0.093 |
-49.7% |
0.189 |
| ATR |
0.102 |
0.101 |
-0.001 |
-0.6% |
0.000 |
| Volume |
78,657 |
67,899 |
-10,758 |
-13.7% |
364,456 |
|
| Daily Pivots for day following 30-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.611 |
3.572 |
3.397 |
|
| R3 |
3.517 |
3.478 |
3.371 |
|
| R2 |
3.423 |
3.423 |
3.362 |
|
| R1 |
3.384 |
3.384 |
3.354 |
3.404 |
| PP |
3.329 |
3.329 |
3.329 |
3.339 |
| S1 |
3.290 |
3.290 |
3.336 |
3.310 |
| S2 |
3.235 |
3.235 |
3.328 |
|
| S3 |
3.141 |
3.196 |
3.319 |
|
| S4 |
3.047 |
3.102 |
3.293 |
|
|
| Weekly Pivots for week ending 27-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.828 |
3.755 |
3.408 |
|
| R3 |
3.639 |
3.566 |
3.356 |
|
| R2 |
3.450 |
3.450 |
3.339 |
|
| R1 |
3.377 |
3.377 |
3.321 |
3.414 |
| PP |
3.261 |
3.261 |
3.261 |
3.279 |
| S1 |
3.188 |
3.188 |
3.287 |
3.225 |
| S2 |
3.072 |
3.072 |
3.269 |
|
| S3 |
2.883 |
2.999 |
3.252 |
|
| S4 |
2.694 |
2.810 |
3.200 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.368 |
3.145 |
0.223 |
6.7% |
0.122 |
3.7% |
90% |
True |
False |
71,679 |
| 10 |
3.368 |
2.976 |
0.392 |
11.7% |
0.113 |
3.4% |
94% |
True |
False |
63,457 |
| 20 |
3.368 |
2.975 |
0.393 |
11.7% |
0.099 |
3.0% |
94% |
True |
False |
53,380 |
| 40 |
3.395 |
2.975 |
0.420 |
12.6% |
0.093 |
2.8% |
88% |
False |
False |
41,865 |
| 60 |
3.446 |
2.975 |
0.471 |
14.1% |
0.090 |
2.7% |
79% |
False |
False |
35,020 |
| 80 |
3.959 |
2.975 |
0.984 |
29.4% |
0.091 |
2.7% |
38% |
False |
False |
30,063 |
| 100 |
3.959 |
2.975 |
0.984 |
29.4% |
0.093 |
2.8% |
38% |
False |
False |
26,897 |
| 120 |
3.959 |
2.975 |
0.984 |
29.4% |
0.088 |
2.6% |
38% |
False |
False |
23,719 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.768 |
|
2.618 |
3.614 |
|
1.618 |
3.520 |
|
1.000 |
3.462 |
|
0.618 |
3.426 |
|
HIGH |
3.368 |
|
0.618 |
3.332 |
|
0.500 |
3.321 |
|
0.382 |
3.310 |
|
LOW |
3.274 |
|
0.618 |
3.216 |
|
1.000 |
3.180 |
|
1.618 |
3.122 |
|
2.618 |
3.028 |
|
4.250 |
2.875 |
|
|
| Fisher Pivots for day following 30-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
3.337 |
3.316 |
| PP |
3.329 |
3.286 |
| S1 |
3.321 |
3.257 |
|