NYMEX Natural Gas Future December 2023
| Trading Metrics calculated at close of trading on 24-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2023 |
24-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
2.867 |
2.897 |
0.030 |
1.0% |
2.957 |
| High |
2.922 |
2.951 |
0.029 |
1.0% |
2.959 |
| Low |
2.819 |
2.798 |
-0.021 |
-0.7% |
2.798 |
| Close |
2.897 |
2.855 |
-0.042 |
-1.4% |
2.855 |
| Range |
0.103 |
0.153 |
0.050 |
48.5% |
0.161 |
| ATR |
0.151 |
0.151 |
0.000 |
0.1% |
0.000 |
| Volume |
59,224 |
34,118 |
-25,106 |
-42.4% |
310,717 |
|
| Daily Pivots for day following 24-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.327 |
3.244 |
2.939 |
|
| R3 |
3.174 |
3.091 |
2.897 |
|
| R2 |
3.021 |
3.021 |
2.883 |
|
| R1 |
2.938 |
2.938 |
2.869 |
2.903 |
| PP |
2.868 |
2.868 |
2.868 |
2.851 |
| S1 |
2.785 |
2.785 |
2.841 |
2.750 |
| S2 |
2.715 |
2.715 |
2.827 |
|
| S3 |
2.562 |
2.632 |
2.813 |
|
| S4 |
2.409 |
2.479 |
2.771 |
|
|
| Weekly Pivots for week ending 24-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.354 |
3.265 |
2.944 |
|
| R3 |
3.193 |
3.104 |
2.899 |
|
| R2 |
3.032 |
3.032 |
2.885 |
|
| R1 |
2.943 |
2.943 |
2.870 |
2.907 |
| PP |
2.871 |
2.871 |
2.871 |
2.853 |
| S1 |
2.782 |
2.782 |
2.840 |
2.746 |
| S2 |
2.710 |
2.710 |
2.825 |
|
| S3 |
2.549 |
2.621 |
2.811 |
|
| S4 |
2.388 |
2.460 |
2.766 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.112 |
2.798 |
0.314 |
11.0% |
0.130 |
4.6% |
18% |
False |
True |
94,098 |
| 10 |
3.275 |
2.798 |
0.477 |
16.7% |
0.154 |
5.4% |
12% |
False |
True |
122,299 |
| 20 |
3.643 |
2.798 |
0.845 |
29.6% |
0.160 |
5.6% |
7% |
False |
True |
139,447 |
| 40 |
3.756 |
2.798 |
0.958 |
33.6% |
0.142 |
5.0% |
6% |
False |
True |
113,394 |
| 60 |
3.756 |
2.798 |
0.958 |
33.6% |
0.124 |
4.3% |
6% |
False |
True |
87,145 |
| 80 |
3.902 |
2.798 |
1.104 |
38.7% |
0.120 |
4.2% |
5% |
False |
True |
70,187 |
| 100 |
3.902 |
2.798 |
1.104 |
38.7% |
0.113 |
3.9% |
5% |
False |
True |
58,619 |
| 120 |
3.902 |
2.798 |
1.104 |
38.7% |
0.110 |
3.9% |
5% |
False |
True |
50,440 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.601 |
|
2.618 |
3.352 |
|
1.618 |
3.199 |
|
1.000 |
3.104 |
|
0.618 |
3.046 |
|
HIGH |
2.951 |
|
0.618 |
2.893 |
|
0.500 |
2.875 |
|
0.382 |
2.856 |
|
LOW |
2.798 |
|
0.618 |
2.703 |
|
1.000 |
2.645 |
|
1.618 |
2.550 |
|
2.618 |
2.397 |
|
4.250 |
2.148 |
|
|
| Fisher Pivots for day following 24-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2.875 |
2.875 |
| PP |
2.868 |
2.868 |
| S1 |
2.862 |
2.862 |
|