NYMEX Natural Gas Future January 2024
| Trading Metrics calculated at close of trading on 05-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2023 |
05-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
3.816 |
3.730 |
-0.086 |
-2.3% |
3.940 |
| High |
3.876 |
3.754 |
-0.122 |
-3.1% |
3.974 |
| Low |
3.768 |
3.670 |
-0.098 |
-2.6% |
3.706 |
| Close |
3.785 |
3.706 |
-0.079 |
-2.1% |
3.785 |
| Range |
0.108 |
0.084 |
-0.024 |
-22.2% |
0.268 |
| ATR |
0.103 |
0.104 |
0.001 |
0.8% |
0.000 |
| Volume |
24,723 |
29,372 |
4,649 |
18.8% |
152,156 |
|
| Daily Pivots for day following 05-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.962 |
3.918 |
3.752 |
|
| R3 |
3.878 |
3.834 |
3.729 |
|
| R2 |
3.794 |
3.794 |
3.721 |
|
| R1 |
3.750 |
3.750 |
3.714 |
3.730 |
| PP |
3.710 |
3.710 |
3.710 |
3.700 |
| S1 |
3.666 |
3.666 |
3.698 |
3.646 |
| S2 |
3.626 |
3.626 |
3.691 |
|
| S3 |
3.542 |
3.582 |
3.683 |
|
| S4 |
3.458 |
3.498 |
3.660 |
|
|
| Weekly Pivots for week ending 01-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.626 |
4.473 |
3.932 |
|
| R3 |
4.358 |
4.205 |
3.859 |
|
| R2 |
4.090 |
4.090 |
3.834 |
|
| R1 |
3.937 |
3.937 |
3.810 |
3.880 |
| PP |
3.822 |
3.822 |
3.822 |
3.793 |
| S1 |
3.669 |
3.669 |
3.760 |
3.612 |
| S2 |
3.554 |
3.554 |
3.736 |
|
| S3 |
3.286 |
3.401 |
3.711 |
|
| S4 |
3.018 |
3.133 |
3.638 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.896 |
3.670 |
0.226 |
6.1% |
0.115 |
3.1% |
16% |
False |
True |
30,965 |
| 10 |
3.974 |
3.670 |
0.304 |
8.2% |
0.115 |
3.1% |
12% |
False |
True |
26,693 |
| 20 |
4.090 |
3.670 |
0.420 |
11.3% |
0.105 |
2.8% |
9% |
False |
True |
25,038 |
| 40 |
4.090 |
3.655 |
0.435 |
11.7% |
0.090 |
2.4% |
12% |
False |
False |
21,238 |
| 60 |
4.090 |
3.621 |
0.469 |
12.7% |
0.090 |
2.4% |
18% |
False |
False |
19,434 |
| 80 |
4.090 |
3.570 |
0.520 |
14.0% |
0.094 |
2.5% |
26% |
False |
False |
18,533 |
| 100 |
4.090 |
3.570 |
0.520 |
14.0% |
0.094 |
2.5% |
26% |
False |
False |
17,120 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.111 |
|
2.618 |
3.974 |
|
1.618 |
3.890 |
|
1.000 |
3.838 |
|
0.618 |
3.806 |
|
HIGH |
3.754 |
|
0.618 |
3.722 |
|
0.500 |
3.712 |
|
0.382 |
3.702 |
|
LOW |
3.670 |
|
0.618 |
3.618 |
|
1.000 |
3.586 |
|
1.618 |
3.534 |
|
2.618 |
3.450 |
|
4.250 |
3.313 |
|
|
| Fisher Pivots for day following 05-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
3.712 |
3.783 |
| PP |
3.710 |
3.757 |
| S1 |
3.708 |
3.732 |
|