NYMEX Natural Gas Future March 2024
| Trading Metrics calculated at close of trading on 03-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2024 |
03-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
2.398 |
2.381 |
-0.017 |
-0.7% |
2.269 |
| High |
2.467 |
2.503 |
0.036 |
1.5% |
2.395 |
| Low |
2.349 |
2.367 |
0.018 |
0.8% |
2.217 |
| Close |
2.386 |
2.448 |
0.062 |
2.6% |
2.327 |
| Range |
0.118 |
0.136 |
0.018 |
15.3% |
0.178 |
| ATR |
0.121 |
0.122 |
0.001 |
0.9% |
0.000 |
| Volume |
83,730 |
110,282 |
26,552 |
31.7% |
253,396 |
|
| Daily Pivots for day following 03-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.847 |
2.784 |
2.523 |
|
| R3 |
2.711 |
2.648 |
2.485 |
|
| R2 |
2.575 |
2.575 |
2.473 |
|
| R1 |
2.512 |
2.512 |
2.460 |
2.544 |
| PP |
2.439 |
2.439 |
2.439 |
2.455 |
| S1 |
2.376 |
2.376 |
2.436 |
2.408 |
| S2 |
2.303 |
2.303 |
2.423 |
|
| S3 |
2.167 |
2.240 |
2.411 |
|
| S4 |
2.031 |
2.104 |
2.373 |
|
|
| Weekly Pivots for week ending 29-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.847 |
2.765 |
2.425 |
|
| R3 |
2.669 |
2.587 |
2.376 |
|
| R2 |
2.491 |
2.491 |
2.360 |
|
| R1 |
2.409 |
2.409 |
2.343 |
2.450 |
| PP |
2.313 |
2.313 |
2.313 |
2.334 |
| S1 |
2.231 |
2.231 |
2.311 |
2.272 |
| S2 |
2.135 |
2.135 |
2.294 |
|
| S3 |
1.957 |
2.053 |
2.278 |
|
| S4 |
1.779 |
1.875 |
2.229 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.503 |
2.266 |
0.237 |
9.7% |
0.116 |
4.7% |
77% |
True |
False |
79,195 |
| 10 |
2.503 |
2.178 |
0.325 |
13.3% |
0.115 |
4.7% |
83% |
True |
False |
74,247 |
| 20 |
2.603 |
2.098 |
0.505 |
20.6% |
0.120 |
4.9% |
69% |
False |
False |
84,312 |
| 40 |
3.381 |
2.098 |
1.283 |
52.4% |
0.116 |
4.7% |
27% |
False |
False |
61,372 |
| 60 |
3.588 |
2.098 |
1.490 |
60.9% |
0.113 |
4.6% |
23% |
False |
False |
50,097 |
| 80 |
3.588 |
2.098 |
1.490 |
60.9% |
0.105 |
4.3% |
23% |
False |
False |
42,675 |
| 100 |
3.650 |
2.098 |
1.552 |
63.4% |
0.101 |
4.1% |
23% |
False |
False |
36,625 |
| 120 |
3.650 |
2.098 |
1.552 |
63.4% |
0.096 |
3.9% |
23% |
False |
False |
32,104 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.081 |
|
2.618 |
2.859 |
|
1.618 |
2.723 |
|
1.000 |
2.639 |
|
0.618 |
2.587 |
|
HIGH |
2.503 |
|
0.618 |
2.451 |
|
0.500 |
2.435 |
|
0.382 |
2.419 |
|
LOW |
2.367 |
|
0.618 |
2.283 |
|
1.000 |
2.231 |
|
1.618 |
2.147 |
|
2.618 |
2.011 |
|
4.250 |
1.789 |
|
|
| Fisher Pivots for day following 03-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2.444 |
2.434 |
| PP |
2.439 |
2.419 |
| S1 |
2.435 |
2.405 |
|