NYMEX Natural Gas Future March 2024
| Trading Metrics calculated at close of trading on 21-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2023 |
21-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
2.290 |
2.205 |
-0.085 |
-3.7% |
2.300 |
| High |
2.305 |
2.329 |
0.024 |
1.0% |
2.349 |
| Low |
2.187 |
2.178 |
-0.009 |
-0.4% |
2.098 |
| Close |
2.208 |
2.298 |
0.090 |
4.1% |
2.318 |
| Range |
0.118 |
0.151 |
0.033 |
28.0% |
0.251 |
| ATR |
0.125 |
0.127 |
0.002 |
1.5% |
0.000 |
| Volume |
70,871 |
93,319 |
22,448 |
31.7% |
570,643 |
|
| Daily Pivots for day following 21-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.721 |
2.661 |
2.381 |
|
| R3 |
2.570 |
2.510 |
2.340 |
|
| R2 |
2.419 |
2.419 |
2.326 |
|
| R1 |
2.359 |
2.359 |
2.312 |
2.389 |
| PP |
2.268 |
2.268 |
2.268 |
2.284 |
| S1 |
2.208 |
2.208 |
2.284 |
2.238 |
| S2 |
2.117 |
2.117 |
2.270 |
|
| S3 |
1.966 |
2.057 |
2.256 |
|
| S4 |
1.815 |
1.906 |
2.215 |
|
|
| 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 |
2.178 |
0.206 |
9.0% |
0.120 |
5.2% |
58% |
False |
True |
75,764 |
| 10 |
2.406 |
2.098 |
0.308 |
13.4% |
0.125 |
5.4% |
65% |
False |
False |
97,285 |
| 20 |
2.883 |
2.098 |
0.785 |
34.2% |
0.119 |
5.2% |
25% |
False |
False |
74,496 |
| 40 |
3.520 |
2.098 |
1.422 |
61.9% |
0.120 |
5.2% |
14% |
False |
False |
54,391 |
| 60 |
3.588 |
2.098 |
1.490 |
64.8% |
0.113 |
4.9% |
13% |
False |
False |
44,593 |
| 80 |
3.588 |
2.098 |
1.490 |
64.8% |
0.103 |
4.5% |
13% |
False |
False |
37,652 |
| 100 |
3.650 |
2.098 |
1.552 |
67.5% |
0.099 |
4.3% |
13% |
False |
False |
32,520 |
| 120 |
3.650 |
2.098 |
1.552 |
67.5% |
0.094 |
4.1% |
13% |
False |
False |
28,292 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.971 |
|
2.618 |
2.724 |
|
1.618 |
2.573 |
|
1.000 |
2.480 |
|
0.618 |
2.422 |
|
HIGH |
2.329 |
|
0.618 |
2.271 |
|
0.500 |
2.254 |
|
0.382 |
2.236 |
|
LOW |
2.178 |
|
0.618 |
2.085 |
|
1.000 |
2.027 |
|
1.618 |
1.934 |
|
2.618 |
1.783 |
|
4.250 |
1.536 |
|
|
| Fisher Pivots for day following 21-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2.283 |
2.283 |
| PP |
2.268 |
2.268 |
| S1 |
2.254 |
2.254 |
|