NYMEX Natural Gas Future September 2023
| Trading Metrics calculated at close of trading on 04-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2023 |
04-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
4.061 |
3.832 |
-0.229 |
-5.6% |
4.385 |
| High |
4.061 |
3.949 |
-0.112 |
-2.8% |
4.439 |
| Low |
3.792 |
3.777 |
-0.015 |
-0.4% |
4.058 |
| Close |
3.805 |
3.928 |
0.123 |
3.2% |
4.110 |
| Range |
0.269 |
0.172 |
-0.097 |
-36.1% |
0.381 |
| ATR |
0.229 |
0.225 |
-0.004 |
-1.8% |
0.000 |
| Volume |
11,396 |
8,884 |
-2,512 |
-22.0% |
15,587 |
|
| Daily Pivots for day following 04-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.401 |
4.336 |
4.023 |
|
| R3 |
4.229 |
4.164 |
3.975 |
|
| R2 |
4.057 |
4.057 |
3.960 |
|
| R1 |
3.992 |
3.992 |
3.944 |
4.025 |
| PP |
3.885 |
3.885 |
3.885 |
3.901 |
| S1 |
3.820 |
3.820 |
3.912 |
3.853 |
| S2 |
3.713 |
3.713 |
3.896 |
|
| S3 |
3.541 |
3.648 |
3.881 |
|
| S4 |
3.369 |
3.476 |
3.833 |
|
|
| Weekly Pivots for week ending 30-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.345 |
5.109 |
4.320 |
|
| R3 |
4.964 |
4.728 |
4.215 |
|
| R2 |
4.583 |
4.583 |
4.180 |
|
| R1 |
4.347 |
4.347 |
4.145 |
4.275 |
| PP |
4.202 |
4.202 |
4.202 |
4.166 |
| S1 |
3.966 |
3.966 |
4.075 |
3.894 |
| S2 |
3.821 |
3.821 |
4.040 |
|
| S3 |
3.440 |
3.585 |
4.005 |
|
| S4 |
3.059 |
3.204 |
3.900 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.308 |
3.777 |
0.531 |
13.5% |
0.185 |
4.7% |
28% |
False |
True |
6,619 |
| 10 |
5.014 |
3.777 |
1.237 |
31.5% |
0.223 |
5.7% |
12% |
False |
True |
5,861 |
| 20 |
5.393 |
3.777 |
1.616 |
41.1% |
0.216 |
5.5% |
9% |
False |
True |
6,660 |
| 40 |
5.396 |
3.777 |
1.619 |
41.2% |
0.206 |
5.2% |
9% |
False |
True |
6,076 |
| 60 |
5.396 |
3.777 |
1.619 |
41.2% |
0.190 |
4.8% |
9% |
False |
True |
5,300 |
| 80 |
5.887 |
3.777 |
2.110 |
53.7% |
0.185 |
4.7% |
7% |
False |
True |
4,833 |
| 100 |
5.925 |
3.777 |
2.148 |
54.7% |
0.186 |
4.7% |
7% |
False |
True |
4,313 |
| 120 |
5.925 |
3.777 |
2.148 |
54.7% |
0.182 |
4.6% |
7% |
False |
True |
3,927 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.680 |
|
2.618 |
4.399 |
|
1.618 |
4.227 |
|
1.000 |
4.121 |
|
0.618 |
4.055 |
|
HIGH |
3.949 |
|
0.618 |
3.883 |
|
0.500 |
3.863 |
|
0.382 |
3.843 |
|
LOW |
3.777 |
|
0.618 |
3.671 |
|
1.000 |
3.605 |
|
1.618 |
3.499 |
|
2.618 |
3.327 |
|
4.250 |
3.046 |
|
|
| Fisher Pivots for day following 04-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
3.906 |
3.974 |
| PP |
3.885 |
3.959 |
| S1 |
3.863 |
3.943 |
|