NYMEX Natural Gas Future March 2024
| Trading Metrics calculated at close of trading on 05-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2024 |
05-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
2.472 |
2.580 |
0.108 |
4.4% |
2.398 |
| High |
2.590 |
2.631 |
0.041 |
1.6% |
2.631 |
| Low |
2.467 |
2.467 |
0.000 |
0.0% |
2.349 |
| Close |
2.559 |
2.621 |
0.062 |
2.4% |
2.621 |
| Range |
0.123 |
0.164 |
0.041 |
33.3% |
0.282 |
| ATR |
0.124 |
0.127 |
0.003 |
2.3% |
0.000 |
| Volume |
118,258 |
118,414 |
156 |
0.1% |
430,684 |
|
| Daily Pivots for day following 05-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.065 |
3.007 |
2.711 |
|
| R3 |
2.901 |
2.843 |
2.666 |
|
| R2 |
2.737 |
2.737 |
2.651 |
|
| R1 |
2.679 |
2.679 |
2.636 |
2.708 |
| PP |
2.573 |
2.573 |
2.573 |
2.588 |
| S1 |
2.515 |
2.515 |
2.606 |
2.544 |
| S2 |
2.409 |
2.409 |
2.591 |
|
| S3 |
2.245 |
2.351 |
2.576 |
|
| S4 |
2.081 |
2.187 |
2.531 |
|
|
| Weekly Pivots for week ending 05-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.380 |
3.282 |
2.776 |
|
| R3 |
3.098 |
3.000 |
2.699 |
|
| R2 |
2.816 |
2.816 |
2.673 |
|
| R1 |
2.718 |
2.718 |
2.647 |
2.767 |
| PP |
2.534 |
2.534 |
2.534 |
2.558 |
| S1 |
2.436 |
2.436 |
2.595 |
2.485 |
| S2 |
2.252 |
2.252 |
2.569 |
|
| S3 |
1.970 |
2.154 |
2.543 |
|
| S4 |
1.688 |
1.872 |
2.466 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.631 |
2.307 |
0.324 |
12.4% |
0.126 |
4.8% |
97% |
True |
False |
100,112 |
| 10 |
2.631 |
2.178 |
0.453 |
17.3% |
0.117 |
4.5% |
98% |
True |
False |
82,984 |
| 20 |
2.631 |
2.098 |
0.533 |
20.3% |
0.119 |
4.5% |
98% |
True |
False |
90,826 |
| 40 |
3.229 |
2.098 |
1.131 |
43.2% |
0.118 |
4.5% |
46% |
False |
False |
65,447 |
| 60 |
3.571 |
2.098 |
1.473 |
56.2% |
0.114 |
4.4% |
36% |
False |
False |
53,064 |
| 80 |
3.588 |
2.098 |
1.490 |
56.8% |
0.108 |
4.1% |
35% |
False |
False |
45,112 |
| 100 |
3.650 |
2.098 |
1.552 |
59.2% |
0.102 |
3.9% |
34% |
False |
False |
38,754 |
| 120 |
3.650 |
2.098 |
1.552 |
59.2% |
0.097 |
3.7% |
34% |
False |
False |
33,944 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.328 |
|
2.618 |
3.060 |
|
1.618 |
2.896 |
|
1.000 |
2.795 |
|
0.618 |
2.732 |
|
HIGH |
2.631 |
|
0.618 |
2.568 |
|
0.500 |
2.549 |
|
0.382 |
2.530 |
|
LOW |
2.467 |
|
0.618 |
2.366 |
|
1.000 |
2.303 |
|
1.618 |
2.202 |
|
2.618 |
2.038 |
|
4.250 |
1.770 |
|
|
| Fisher Pivots for day following 05-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2.597 |
2.580 |
| PP |
2.573 |
2.540 |
| S1 |
2.549 |
2.499 |
|