NYMEX Natural Gas Future September 2023
| Trading Metrics calculated at close of trading on 11-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2022 |
11-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
3.319 |
3.252 |
-0.067 |
-2.0% |
3.162 |
| High |
3.319 |
3.270 |
-0.049 |
-1.5% |
3.245 |
| Low |
3.242 |
3.233 |
-0.009 |
-0.3% |
3.161 |
| Close |
3.268 |
3.269 |
0.001 |
0.0% |
3.242 |
| Range |
0.077 |
0.037 |
-0.040 |
-51.9% |
0.084 |
| ATR |
0.054 |
0.053 |
-0.001 |
-2.3% |
0.000 |
| Volume |
427 |
559 |
132 |
30.9% |
2,072 |
|
| Daily Pivots for day following 11-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.368 |
3.356 |
3.289 |
|
| R3 |
3.331 |
3.319 |
3.279 |
|
| R2 |
3.294 |
3.294 |
3.276 |
|
| R1 |
3.282 |
3.282 |
3.272 |
3.288 |
| PP |
3.257 |
3.257 |
3.257 |
3.261 |
| S1 |
3.245 |
3.245 |
3.266 |
3.251 |
| S2 |
3.220 |
3.220 |
3.262 |
|
| S3 |
3.183 |
3.208 |
3.259 |
|
| S4 |
3.146 |
3.171 |
3.249 |
|
|
| Weekly Pivots for week ending 07-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.468 |
3.439 |
3.288 |
|
| R3 |
3.384 |
3.355 |
3.265 |
|
| R2 |
3.300 |
3.300 |
3.257 |
|
| R1 |
3.271 |
3.271 |
3.250 |
3.286 |
| PP |
3.216 |
3.216 |
3.216 |
3.223 |
| S1 |
3.187 |
3.187 |
3.234 |
3.202 |
| S2 |
3.132 |
3.132 |
3.227 |
|
| S3 |
3.048 |
3.103 |
3.219 |
|
| S4 |
2.964 |
3.019 |
3.196 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.319 |
3.189 |
0.130 |
4.0% |
0.042 |
1.3% |
62% |
False |
False |
484 |
| 10 |
3.319 |
3.090 |
0.229 |
7.0% |
0.047 |
1.4% |
78% |
False |
False |
389 |
| 20 |
3.319 |
3.090 |
0.229 |
7.0% |
0.044 |
1.4% |
78% |
False |
False |
281 |
| 40 |
3.344 |
3.090 |
0.254 |
7.8% |
0.048 |
1.5% |
70% |
False |
False |
335 |
| 60 |
3.395 |
3.090 |
0.305 |
9.3% |
0.044 |
1.4% |
59% |
False |
False |
307 |
| 80 |
3.395 |
3.000 |
0.395 |
12.1% |
0.041 |
1.3% |
68% |
False |
False |
268 |
| 100 |
3.395 |
2.851 |
0.544 |
16.6% |
0.035 |
1.1% |
77% |
False |
False |
229 |
| 120 |
3.395 |
2.708 |
0.687 |
21.0% |
0.031 |
0.9% |
82% |
False |
False |
223 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.427 |
|
2.618 |
3.367 |
|
1.618 |
3.330 |
|
1.000 |
3.307 |
|
0.618 |
3.293 |
|
HIGH |
3.270 |
|
0.618 |
3.256 |
|
0.500 |
3.252 |
|
0.382 |
3.247 |
|
LOW |
3.233 |
|
0.618 |
3.210 |
|
1.000 |
3.196 |
|
1.618 |
3.173 |
|
2.618 |
3.136 |
|
4.250 |
3.076 |
|
|
| Fisher Pivots for day following 11-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3.263 |
3.269 |
| PP |
3.257 |
3.268 |
| S1 |
3.252 |
3.268 |
|