NYMEX Natural Gas Future June 2024
| Trading Metrics calculated at close of trading on 20-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2024 |
20-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
2.097 |
2.118 |
0.021 |
1.0% |
2.196 |
| High |
2.129 |
2.131 |
0.002 |
0.1% |
2.204 |
| Low |
2.081 |
2.051 |
-0.030 |
-1.4% |
2.025 |
| Close |
2.109 |
2.074 |
-0.035 |
-1.7% |
2.038 |
| Range |
0.048 |
0.080 |
0.032 |
66.7% |
0.179 |
| ATR |
0.098 |
0.097 |
-0.001 |
-1.3% |
0.000 |
| Volume |
32,347 |
41,643 |
9,296 |
28.7% |
242,645 |
|
| Daily Pivots for day following 20-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.325 |
2.280 |
2.118 |
|
| R3 |
2.245 |
2.200 |
2.096 |
|
| R2 |
2.165 |
2.165 |
2.089 |
|
| R1 |
2.120 |
2.120 |
2.081 |
2.103 |
| PP |
2.085 |
2.085 |
2.085 |
2.077 |
| S1 |
2.040 |
2.040 |
2.067 |
2.023 |
| S2 |
2.005 |
2.005 |
2.059 |
|
| S3 |
1.925 |
1.960 |
2.052 |
|
| S4 |
1.845 |
1.880 |
2.030 |
|
|
| Weekly Pivots for week ending 15-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.626 |
2.511 |
2.136 |
|
| R3 |
2.447 |
2.332 |
2.087 |
|
| R2 |
2.268 |
2.268 |
2.071 |
|
| R1 |
2.153 |
2.153 |
2.054 |
2.121 |
| PP |
2.089 |
2.089 |
2.089 |
2.073 |
| S1 |
1.974 |
1.974 |
2.022 |
1.942 |
| S2 |
1.910 |
1.910 |
2.005 |
|
| S3 |
1.731 |
1.795 |
1.989 |
|
| S4 |
1.552 |
1.616 |
1.940 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.148 |
2.033 |
0.115 |
5.5% |
0.084 |
4.0% |
36% |
False |
False |
39,385 |
| 10 |
2.308 |
2.025 |
0.283 |
13.6% |
0.087 |
4.2% |
17% |
False |
False |
47,634 |
| 20 |
2.392 |
2.025 |
0.367 |
17.7% |
0.094 |
4.5% |
13% |
False |
False |
42,302 |
| 40 |
2.568 |
1.930 |
0.638 |
30.8% |
0.093 |
4.5% |
23% |
False |
False |
36,102 |
| 60 |
2.891 |
1.930 |
0.961 |
46.3% |
0.097 |
4.7% |
15% |
False |
False |
30,054 |
| 80 |
2.964 |
1.930 |
1.034 |
49.9% |
0.098 |
4.7% |
14% |
False |
False |
25,512 |
| 100 |
3.446 |
1.930 |
1.516 |
73.1% |
0.095 |
4.6% |
9% |
False |
False |
21,759 |
| 120 |
3.446 |
1.930 |
1.516 |
73.1% |
0.091 |
4.4% |
9% |
False |
False |
18,858 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.471 |
|
2.618 |
2.340 |
|
1.618 |
2.260 |
|
1.000 |
2.211 |
|
0.618 |
2.180 |
|
HIGH |
2.131 |
|
0.618 |
2.100 |
|
0.500 |
2.091 |
|
0.382 |
2.082 |
|
LOW |
2.051 |
|
0.618 |
2.002 |
|
1.000 |
1.971 |
|
1.618 |
1.922 |
|
2.618 |
1.842 |
|
4.250 |
1.711 |
|
|
| Fisher Pivots for day following 20-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2.091 |
2.091 |
| PP |
2.085 |
2.085 |
| S1 |
2.080 |
2.080 |
|