NYMEX Natural Gas Future March 2024
| Trading Metrics calculated at close of trading on 18-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2023 |
18-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
2.280 |
2.334 |
0.054 |
2.4% |
2.300 |
| High |
2.349 |
2.384 |
0.035 |
1.5% |
2.349 |
| Low |
2.244 |
2.302 |
0.058 |
2.6% |
2.098 |
| Close |
2.318 |
2.309 |
-0.009 |
-0.4% |
2.318 |
| Range |
0.105 |
0.082 |
-0.023 |
-21.9% |
0.251 |
| ATR |
0.127 |
0.124 |
-0.003 |
-2.5% |
0.000 |
| Volume |
75,341 |
60,859 |
-14,482 |
-19.2% |
570,643 |
|
| Daily Pivots for day following 18-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.578 |
2.525 |
2.354 |
|
| R3 |
2.496 |
2.443 |
2.332 |
|
| R2 |
2.414 |
2.414 |
2.324 |
|
| R1 |
2.361 |
2.361 |
2.317 |
2.347 |
| PP |
2.332 |
2.332 |
2.332 |
2.324 |
| S1 |
2.279 |
2.279 |
2.301 |
2.265 |
| S2 |
2.250 |
2.250 |
2.294 |
|
| S3 |
2.168 |
2.197 |
2.286 |
|
| S4 |
2.086 |
2.115 |
2.264 |
|
|
| Weekly Pivots for week ending 15-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.008 |
2.914 |
2.456 |
|
| R3 |
2.757 |
2.663 |
2.387 |
|
| R2 |
2.506 |
2.506 |
2.364 |
|
| R1 |
2.412 |
2.412 |
2.341 |
2.459 |
| PP |
2.255 |
2.255 |
2.255 |
2.279 |
| S1 |
2.161 |
2.161 |
2.295 |
2.208 |
| S2 |
2.004 |
2.004 |
2.272 |
|
| S3 |
1.753 |
1.910 |
2.249 |
|
| S4 |
1.502 |
1.659 |
2.180 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.384 |
2.098 |
0.286 |
12.4% |
0.114 |
4.9% |
74% |
True |
False |
96,189 |
| 10 |
2.603 |
2.098 |
0.505 |
21.9% |
0.126 |
5.4% |
42% |
False |
False |
94,376 |
| 20 |
2.925 |
2.098 |
0.827 |
35.8% |
0.111 |
4.8% |
26% |
False |
False |
67,339 |
| 40 |
3.520 |
2.098 |
1.422 |
61.6% |
0.115 |
5.0% |
15% |
False |
False |
49,709 |
| 60 |
3.588 |
2.098 |
1.490 |
64.5% |
0.110 |
4.8% |
14% |
False |
False |
41,449 |
| 80 |
3.588 |
2.098 |
1.490 |
64.5% |
0.102 |
4.4% |
14% |
False |
False |
35,140 |
| 100 |
3.650 |
2.098 |
1.552 |
67.2% |
0.097 |
4.2% |
14% |
False |
False |
30,336 |
| 120 |
3.650 |
2.098 |
1.552 |
67.2% |
0.093 |
4.0% |
14% |
False |
False |
26,425 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.733 |
|
2.618 |
2.599 |
|
1.618 |
2.517 |
|
1.000 |
2.466 |
|
0.618 |
2.435 |
|
HIGH |
2.384 |
|
0.618 |
2.353 |
|
0.500 |
2.343 |
|
0.382 |
2.333 |
|
LOW |
2.302 |
|
0.618 |
2.251 |
|
1.000 |
2.220 |
|
1.618 |
2.169 |
|
2.618 |
2.087 |
|
4.250 |
1.954 |
|
|
| Fisher Pivots for day following 18-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2.343 |
2.301 |
| PP |
2.332 |
2.294 |
| S1 |
2.320 |
2.286 |
|