NYMEX Natural Gas Future June 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 |
2.566 |
2.576 |
0.010 |
0.4% |
2.449 |
| High |
2.627 |
2.659 |
0.032 |
1.2% |
2.567 |
| Low |
2.537 |
2.568 |
0.031 |
1.2% |
2.431 |
| Close |
2.578 |
2.620 |
0.042 |
1.6% |
2.519 |
| Range |
0.090 |
0.091 |
0.001 |
1.1% |
0.136 |
| ATR |
0.099 |
0.099 |
-0.001 |
-0.6% |
0.000 |
| Volume |
12,263 |
18,154 |
5,891 |
48.0% |
34,933 |
|
| Daily Pivots for day following 03-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.889 |
2.845 |
2.670 |
|
| R3 |
2.798 |
2.754 |
2.645 |
|
| R2 |
2.707 |
2.707 |
2.637 |
|
| R1 |
2.663 |
2.663 |
2.628 |
2.685 |
| PP |
2.616 |
2.616 |
2.616 |
2.627 |
| S1 |
2.572 |
2.572 |
2.612 |
2.594 |
| S2 |
2.525 |
2.525 |
2.603 |
|
| S3 |
2.434 |
2.481 |
2.595 |
|
| S4 |
2.343 |
2.390 |
2.570 |
|
|
| Weekly Pivots for week ending 29-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.914 |
2.852 |
2.594 |
|
| R3 |
2.778 |
2.716 |
2.556 |
|
| R2 |
2.642 |
2.642 |
2.544 |
|
| R1 |
2.580 |
2.580 |
2.531 |
2.611 |
| PP |
2.506 |
2.506 |
2.506 |
2.521 |
| S1 |
2.444 |
2.444 |
2.507 |
2.475 |
| S2 |
2.370 |
2.370 |
2.494 |
|
| S3 |
2.234 |
2.308 |
2.482 |
|
| S4 |
2.098 |
2.172 |
2.444 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.659 |
2.466 |
0.193 |
7.4% |
0.085 |
3.2% |
80% |
True |
False |
11,875 |
| 10 |
2.659 |
2.400 |
0.259 |
9.9% |
0.092 |
3.5% |
85% |
True |
False |
10,914 |
| 20 |
2.789 |
2.322 |
0.467 |
17.8% |
0.102 |
3.9% |
64% |
False |
False |
12,560 |
| 40 |
3.336 |
2.322 |
1.014 |
38.7% |
0.091 |
3.5% |
29% |
False |
False |
9,914 |
| 60 |
3.446 |
2.322 |
1.124 |
42.9% |
0.087 |
3.3% |
27% |
False |
False |
8,223 |
| 80 |
3.446 |
2.322 |
1.124 |
42.9% |
0.080 |
3.1% |
27% |
False |
False |
7,117 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.046 |
|
2.618 |
2.897 |
|
1.618 |
2.806 |
|
1.000 |
2.750 |
|
0.618 |
2.715 |
|
HIGH |
2.659 |
|
0.618 |
2.624 |
|
0.500 |
2.614 |
|
0.382 |
2.603 |
|
LOW |
2.568 |
|
0.618 |
2.512 |
|
1.000 |
2.477 |
|
1.618 |
2.421 |
|
2.618 |
2.330 |
|
4.250 |
2.181 |
|
|
| Fisher Pivots for day following 03-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2.618 |
2.608 |
| PP |
2.616 |
2.595 |
| S1 |
2.614 |
2.583 |
|