NYMEX Natural Gas Future May 2024
| Trading Metrics calculated at close of trading on 27-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2023 |
27-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
2.301 |
2.334 |
0.033 |
1.4% |
2.425 |
| High |
2.339 |
2.413 |
0.074 |
3.2% |
2.451 |
| Low |
2.277 |
2.328 |
0.051 |
2.2% |
2.248 |
| Close |
2.307 |
2.337 |
0.030 |
1.3% |
2.359 |
| Range |
0.062 |
0.085 |
0.023 |
37.1% |
0.203 |
| ATR |
0.105 |
0.105 |
0.000 |
0.1% |
0.000 |
| Volume |
13,603 |
19,415 |
5,812 |
42.7% |
118,775 |
|
| Daily Pivots for day following 27-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.614 |
2.561 |
2.384 |
|
| R3 |
2.529 |
2.476 |
2.360 |
|
| R2 |
2.444 |
2.444 |
2.353 |
|
| R1 |
2.391 |
2.391 |
2.345 |
2.418 |
| PP |
2.359 |
2.359 |
2.359 |
2.373 |
| S1 |
2.306 |
2.306 |
2.329 |
2.333 |
| S2 |
2.274 |
2.274 |
2.321 |
|
| S3 |
2.189 |
2.221 |
2.314 |
|
| S4 |
2.104 |
2.136 |
2.290 |
|
|
| Weekly Pivots for week ending 22-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.962 |
2.863 |
2.471 |
|
| R3 |
2.759 |
2.660 |
2.415 |
|
| R2 |
2.556 |
2.556 |
2.396 |
|
| R1 |
2.457 |
2.457 |
2.378 |
2.405 |
| PP |
2.353 |
2.353 |
2.353 |
2.327 |
| S1 |
2.254 |
2.254 |
2.340 |
2.202 |
| S2 |
2.150 |
2.150 |
2.322 |
|
| S3 |
1.947 |
2.051 |
2.303 |
|
| S4 |
1.744 |
1.848 |
2.247 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.413 |
2.248 |
0.165 |
7.1% |
0.092 |
3.9% |
54% |
True |
False |
21,053 |
| 10 |
2.451 |
2.182 |
0.269 |
11.5% |
0.101 |
4.3% |
58% |
False |
False |
24,106 |
| 20 |
2.700 |
2.180 |
0.520 |
22.3% |
0.101 |
4.3% |
30% |
False |
False |
23,220 |
| 40 |
3.343 |
2.180 |
1.163 |
49.8% |
0.098 |
4.2% |
13% |
False |
False |
20,233 |
| 60 |
3.343 |
2.180 |
1.163 |
49.8% |
0.092 |
3.9% |
13% |
False |
False |
17,603 |
| 80 |
3.343 |
2.180 |
1.163 |
49.8% |
0.083 |
3.5% |
13% |
False |
False |
14,794 |
| 100 |
3.343 |
2.180 |
1.163 |
49.8% |
0.080 |
3.4% |
13% |
False |
False |
13,025 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.774 |
|
2.618 |
2.636 |
|
1.618 |
2.551 |
|
1.000 |
2.498 |
|
0.618 |
2.466 |
|
HIGH |
2.413 |
|
0.618 |
2.381 |
|
0.500 |
2.371 |
|
0.382 |
2.360 |
|
LOW |
2.328 |
|
0.618 |
2.275 |
|
1.000 |
2.243 |
|
1.618 |
2.190 |
|
2.618 |
2.105 |
|
4.250 |
1.967 |
|
|
| Fisher Pivots for day following 27-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2.371 |
2.345 |
| PP |
2.359 |
2.342 |
| S1 |
2.348 |
2.340 |
|