NYMEX Natural Gas Future December 2024
| Trading Metrics calculated at close of trading on 21-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2024 |
21-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
2.962 |
3.216 |
0.254 |
8.6% |
2.770 |
| High |
3.237 |
3.451 |
0.214 |
6.6% |
3.020 |
| Low |
2.942 |
3.195 |
0.253 |
8.6% |
2.688 |
| Close |
3.193 |
3.339 |
0.146 |
4.6% |
2.823 |
| Range |
0.295 |
0.256 |
-0.039 |
-13.2% |
0.332 |
| ATR |
0.165 |
0.172 |
0.007 |
4.0% |
0.000 |
| Volume |
225,693 |
192,156 |
-33,537 |
-14.9% |
1,106,819 |
|
| Daily Pivots for day following 21-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.096 |
3.974 |
3.480 |
|
| R3 |
3.840 |
3.718 |
3.409 |
|
| R2 |
3.584 |
3.584 |
3.386 |
|
| R1 |
3.462 |
3.462 |
3.362 |
3.523 |
| PP |
3.328 |
3.328 |
3.328 |
3.359 |
| S1 |
3.206 |
3.206 |
3.316 |
3.267 |
| S2 |
3.072 |
3.072 |
3.292 |
|
| S3 |
2.816 |
2.950 |
3.269 |
|
| S4 |
2.560 |
2.694 |
3.198 |
|
|
| Weekly Pivots for week ending 15-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.840 |
3.663 |
3.006 |
|
| R3 |
3.508 |
3.331 |
2.914 |
|
| R2 |
3.176 |
3.176 |
2.884 |
|
| R1 |
2.999 |
2.999 |
2.853 |
3.088 |
| PP |
2.844 |
2.844 |
2.844 |
2.888 |
| S1 |
2.667 |
2.667 |
2.793 |
2.756 |
| S2 |
2.512 |
2.512 |
2.762 |
|
| S3 |
2.180 |
2.335 |
2.732 |
|
| S4 |
1.848 |
2.003 |
2.640 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.451 |
2.688 |
0.763 |
22.9% |
0.201 |
6.0% |
85% |
True |
False |
199,842 |
| 10 |
3.451 |
2.643 |
0.808 |
24.2% |
0.187 |
5.6% |
86% |
True |
False |
208,293 |
| 20 |
3.451 |
2.514 |
0.937 |
28.1% |
0.173 |
5.2% |
88% |
True |
False |
190,877 |
| 40 |
3.451 |
2.514 |
0.937 |
28.1% |
0.142 |
4.3% |
88% |
True |
False |
144,710 |
| 60 |
3.451 |
2.514 |
0.937 |
28.1% |
0.126 |
3.8% |
88% |
True |
False |
113,154 |
| 80 |
3.451 |
2.514 |
0.937 |
28.1% |
0.117 |
3.5% |
88% |
True |
False |
92,141 |
| 100 |
3.494 |
2.514 |
0.980 |
29.4% |
0.109 |
3.3% |
84% |
False |
False |
77,769 |
| 120 |
3.959 |
2.514 |
1.445 |
43.3% |
0.108 |
3.2% |
57% |
False |
False |
67,397 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.539 |
|
2.618 |
4.121 |
|
1.618 |
3.865 |
|
1.000 |
3.707 |
|
0.618 |
3.609 |
|
HIGH |
3.451 |
|
0.618 |
3.353 |
|
0.500 |
3.323 |
|
0.382 |
3.293 |
|
LOW |
3.195 |
|
0.618 |
3.037 |
|
1.000 |
2.939 |
|
1.618 |
2.781 |
|
2.618 |
2.525 |
|
4.250 |
2.107 |
|
|
| Fisher Pivots for day following 21-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
3.334 |
3.285 |
| PP |
3.328 |
3.232 |
| S1 |
3.323 |
3.178 |
|