NYMEX Natural Gas Future March 2024
| Trading Metrics calculated at close of trading on 04-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2024 |
04-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
2.381 |
2.472 |
0.091 |
3.8% |
2.269 |
| High |
2.503 |
2.590 |
0.087 |
3.5% |
2.395 |
| Low |
2.367 |
2.467 |
0.100 |
4.2% |
2.217 |
| Close |
2.448 |
2.559 |
0.111 |
4.5% |
2.327 |
| Range |
0.136 |
0.123 |
-0.013 |
-9.6% |
0.178 |
| ATR |
0.122 |
0.124 |
0.001 |
1.1% |
0.000 |
| Volume |
110,282 |
118,258 |
7,976 |
7.2% |
253,396 |
|
| Daily Pivots for day following 04-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.908 |
2.856 |
2.627 |
|
| R3 |
2.785 |
2.733 |
2.593 |
|
| R2 |
2.662 |
2.662 |
2.582 |
|
| R1 |
2.610 |
2.610 |
2.570 |
2.636 |
| PP |
2.539 |
2.539 |
2.539 |
2.552 |
| S1 |
2.487 |
2.487 |
2.548 |
2.513 |
| S2 |
2.416 |
2.416 |
2.536 |
|
| S3 |
2.293 |
2.364 |
2.525 |
|
| S4 |
2.170 |
2.241 |
2.491 |
|
|
| 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 |
2.590 |
2.266 |
0.324 |
12.7% |
0.118 |
4.6% |
90% |
True |
False |
90,120 |
| 10 |
2.590 |
2.178 |
0.412 |
16.1% |
0.113 |
4.4% |
92% |
True |
False |
78,230 |
| 20 |
2.590 |
2.098 |
0.492 |
19.2% |
0.121 |
4.7% |
94% |
True |
False |
88,399 |
| 40 |
3.303 |
2.098 |
1.205 |
47.1% |
0.116 |
4.6% |
38% |
False |
False |
63,433 |
| 60 |
3.571 |
2.098 |
1.473 |
57.6% |
0.113 |
4.4% |
31% |
False |
False |
51,624 |
| 80 |
3.588 |
2.098 |
1.490 |
58.2% |
0.106 |
4.2% |
31% |
False |
False |
43,927 |
| 100 |
3.650 |
2.098 |
1.552 |
60.6% |
0.101 |
3.9% |
30% |
False |
False |
37,672 |
| 120 |
3.650 |
2.098 |
1.552 |
60.6% |
0.096 |
3.8% |
30% |
False |
False |
33,025 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.113 |
|
2.618 |
2.912 |
|
1.618 |
2.789 |
|
1.000 |
2.713 |
|
0.618 |
2.666 |
|
HIGH |
2.590 |
|
0.618 |
2.543 |
|
0.500 |
2.529 |
|
0.382 |
2.514 |
|
LOW |
2.467 |
|
0.618 |
2.391 |
|
1.000 |
2.344 |
|
1.618 |
2.268 |
|
2.618 |
2.145 |
|
4.250 |
1.944 |
|
|
| Fisher Pivots for day following 04-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2.549 |
2.529 |
| PP |
2.539 |
2.499 |
| S1 |
2.529 |
2.470 |
|