NYMEX Natural Gas Future March 2024
| Trading Metrics calculated at close of trading on 24-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2023 |
24-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
2.793 |
2.834 |
0.041 |
1.5% |
2.900 |
| High |
2.848 |
2.883 |
0.035 |
1.2% |
2.925 |
| Low |
2.764 |
2.753 |
-0.011 |
-0.4% |
2.753 |
| Close |
2.830 |
2.804 |
-0.026 |
-0.9% |
2.804 |
| Range |
0.084 |
0.130 |
0.046 |
54.8% |
0.172 |
| ATR |
0.118 |
0.119 |
0.001 |
0.7% |
0.000 |
| Volume |
40,199 |
36,689 |
-3,510 |
-8.7% |
136,179 |
|
| Daily Pivots for day following 24-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.203 |
3.134 |
2.876 |
|
| R3 |
3.073 |
3.004 |
2.840 |
|
| R2 |
2.943 |
2.943 |
2.828 |
|
| R1 |
2.874 |
2.874 |
2.816 |
2.844 |
| PP |
2.813 |
2.813 |
2.813 |
2.798 |
| S1 |
2.744 |
2.744 |
2.792 |
2.714 |
| S2 |
2.683 |
2.683 |
2.780 |
|
| S3 |
2.553 |
2.614 |
2.768 |
|
| S4 |
2.423 |
2.484 |
2.733 |
|
|
| Weekly Pivots for week ending 24-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.343 |
3.246 |
2.899 |
|
| R3 |
3.171 |
3.074 |
2.851 |
|
| R2 |
2.999 |
2.999 |
2.836 |
|
| R1 |
2.902 |
2.902 |
2.820 |
2.865 |
| PP |
2.827 |
2.827 |
2.827 |
2.809 |
| S1 |
2.730 |
2.730 |
2.788 |
2.693 |
| S2 |
2.655 |
2.655 |
2.772 |
|
| S3 |
2.483 |
2.558 |
2.757 |
|
| S4 |
2.311 |
2.386 |
2.709 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.038 |
2.753 |
0.285 |
10.2% |
0.111 |
4.0% |
18% |
False |
True |
35,306 |
| 10 |
3.203 |
2.753 |
0.450 |
16.0% |
0.120 |
4.3% |
11% |
False |
True |
34,522 |
| 20 |
3.520 |
2.753 |
0.767 |
27.4% |
0.122 |
4.4% |
7% |
False |
True |
34,740 |
| 40 |
3.588 |
2.753 |
0.835 |
29.8% |
0.112 |
4.0% |
6% |
False |
True |
30,168 |
| 60 |
3.588 |
2.753 |
0.835 |
29.8% |
0.098 |
3.5% |
6% |
False |
True |
25,719 |
| 80 |
3.650 |
2.753 |
0.897 |
32.0% |
0.095 |
3.4% |
6% |
False |
True |
22,350 |
| 100 |
3.650 |
2.753 |
0.897 |
32.0% |
0.089 |
3.2% |
6% |
False |
True |
19,354 |
| 120 |
3.650 |
2.753 |
0.897 |
32.0% |
0.089 |
3.2% |
6% |
False |
True |
18,157 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.436 |
|
2.618 |
3.223 |
|
1.618 |
3.093 |
|
1.000 |
3.013 |
|
0.618 |
2.963 |
|
HIGH |
2.883 |
|
0.618 |
2.833 |
|
0.500 |
2.818 |
|
0.382 |
2.803 |
|
LOW |
2.753 |
|
0.618 |
2.673 |
|
1.000 |
2.623 |
|
1.618 |
2.543 |
|
2.618 |
2.413 |
|
4.250 |
2.201 |
|
|
| Fisher Pivots for day following 24-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2.818 |
2.818 |
| PP |
2.813 |
2.813 |
| S1 |
2.809 |
2.809 |
|