NYMEX Natural Gas Future February 2024
| Trading Metrics calculated at close of trading on 28-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2023 |
28-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
2.429 |
2.455 |
0.026 |
1.1% |
2.434 |
| High |
2.570 |
2.576 |
0.006 |
0.2% |
2.509 |
| Low |
2.429 |
2.412 |
-0.017 |
-0.7% |
2.288 |
| Close |
2.437 |
2.557 |
0.120 |
4.9% |
2.490 |
| Range |
0.141 |
0.164 |
0.023 |
16.3% |
0.221 |
| ATR |
0.138 |
0.140 |
0.002 |
1.4% |
0.000 |
| Volume |
129,265 |
116,059 |
-13,206 |
-10.2% |
568,922 |
|
| Daily Pivots for day following 28-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.007 |
2.946 |
2.647 |
|
| R3 |
2.843 |
2.782 |
2.602 |
|
| R2 |
2.679 |
2.679 |
2.587 |
|
| R1 |
2.618 |
2.618 |
2.572 |
2.649 |
| PP |
2.515 |
2.515 |
2.515 |
2.530 |
| S1 |
2.454 |
2.454 |
2.542 |
2.485 |
| S2 |
2.351 |
2.351 |
2.527 |
|
| S3 |
2.187 |
2.290 |
2.512 |
|
| S4 |
2.023 |
2.126 |
2.467 |
|
|
| Weekly Pivots for week ending 22-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.092 |
3.012 |
2.612 |
|
| R3 |
2.871 |
2.791 |
2.551 |
|
| R2 |
2.650 |
2.650 |
2.531 |
|
| R1 |
2.570 |
2.570 |
2.510 |
2.610 |
| PP |
2.429 |
2.429 |
2.429 |
2.449 |
| S1 |
2.349 |
2.349 |
2.470 |
2.389 |
| S2 |
2.208 |
2.208 |
2.449 |
|
| S3 |
1.987 |
2.128 |
2.429 |
|
| S4 |
1.766 |
1.907 |
2.368 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.576 |
2.313 |
0.263 |
10.3% |
0.133 |
5.2% |
93% |
True |
False |
117,994 |
| 10 |
2.576 |
2.280 |
0.296 |
11.6% |
0.128 |
5.0% |
94% |
True |
False |
114,484 |
| 20 |
2.814 |
2.187 |
0.627 |
24.5% |
0.129 |
5.0% |
59% |
False |
False |
101,866 |
| 40 |
3.792 |
2.187 |
1.605 |
62.8% |
0.131 |
5.1% |
23% |
False |
False |
68,565 |
| 60 |
3.892 |
2.187 |
1.705 |
66.7% |
0.128 |
5.0% |
22% |
False |
False |
53,080 |
| 80 |
3.892 |
2.187 |
1.705 |
66.7% |
0.116 |
4.5% |
22% |
False |
False |
42,566 |
| 100 |
3.993 |
2.187 |
1.806 |
70.6% |
0.113 |
4.4% |
20% |
False |
False |
35,655 |
| 120 |
3.993 |
2.187 |
1.806 |
70.6% |
0.106 |
4.1% |
20% |
False |
False |
30,554 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.273 |
|
2.618 |
3.005 |
|
1.618 |
2.841 |
|
1.000 |
2.740 |
|
0.618 |
2.677 |
|
HIGH |
2.576 |
|
0.618 |
2.513 |
|
0.500 |
2.494 |
|
0.382 |
2.475 |
|
LOW |
2.412 |
|
0.618 |
2.311 |
|
1.000 |
2.248 |
|
1.618 |
2.147 |
|
2.618 |
1.983 |
|
4.250 |
1.715 |
|
|
| Fisher Pivots for day following 28-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2.536 |
2.527 |
| PP |
2.515 |
2.496 |
| S1 |
2.494 |
2.466 |
|