NYMEX Natural Gas Future January 2024
| Trading Metrics calculated at close of trading on 11-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2023 |
11-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
3.660 |
3.695 |
0.035 |
1.0% |
3.730 |
| High |
3.717 |
3.702 |
-0.015 |
-0.4% |
3.754 |
| Low |
3.652 |
3.653 |
0.001 |
0.0% |
3.645 |
| Close |
3.700 |
3.674 |
-0.026 |
-0.7% |
3.700 |
| Range |
0.065 |
0.049 |
-0.016 |
-24.6% |
0.109 |
| ATR |
0.098 |
0.094 |
-0.003 |
-3.6% |
0.000 |
| Volume |
31,597 |
32,957 |
1,360 |
4.3% |
113,451 |
|
| Daily Pivots for day following 11-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.823 |
3.798 |
3.701 |
|
| R3 |
3.774 |
3.749 |
3.687 |
|
| R2 |
3.725 |
3.725 |
3.683 |
|
| R1 |
3.700 |
3.700 |
3.678 |
3.688 |
| PP |
3.676 |
3.676 |
3.676 |
3.671 |
| S1 |
3.651 |
3.651 |
3.670 |
3.639 |
| S2 |
3.627 |
3.627 |
3.665 |
|
| S3 |
3.578 |
3.602 |
3.661 |
|
| S4 |
3.529 |
3.553 |
3.647 |
|
|
| Weekly Pivots for week ending 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.027 |
3.972 |
3.760 |
|
| R3 |
3.918 |
3.863 |
3.730 |
|
| R2 |
3.809 |
3.809 |
3.720 |
|
| R1 |
3.754 |
3.754 |
3.710 |
3.727 |
| PP |
3.700 |
3.700 |
3.700 |
3.686 |
| S1 |
3.645 |
3.645 |
3.690 |
3.618 |
| S2 |
3.591 |
3.591 |
3.680 |
|
| S3 |
3.482 |
3.536 |
3.670 |
|
| S4 |
3.373 |
3.427 |
3.640 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.754 |
3.645 |
0.109 |
3.0% |
0.070 |
1.9% |
27% |
False |
False |
29,281 |
| 10 |
3.974 |
3.645 |
0.329 |
9.0% |
0.100 |
2.7% |
9% |
False |
False |
29,856 |
| 20 |
4.090 |
3.645 |
0.445 |
12.1% |
0.093 |
2.5% |
7% |
False |
False |
24,565 |
| 40 |
4.090 |
3.645 |
0.445 |
12.1% |
0.090 |
2.4% |
7% |
False |
False |
22,359 |
| 60 |
4.090 |
3.645 |
0.445 |
12.1% |
0.090 |
2.5% |
7% |
False |
False |
20,473 |
| 80 |
4.090 |
3.570 |
0.520 |
14.2% |
0.092 |
2.5% |
20% |
False |
False |
19,116 |
| 100 |
4.090 |
3.570 |
0.520 |
14.2% |
0.092 |
2.5% |
20% |
False |
False |
17,816 |
| 120 |
4.090 |
3.570 |
0.520 |
14.2% |
0.095 |
2.6% |
20% |
False |
False |
16,636 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.910 |
|
2.618 |
3.830 |
|
1.618 |
3.781 |
|
1.000 |
3.751 |
|
0.618 |
3.732 |
|
HIGH |
3.702 |
|
0.618 |
3.683 |
|
0.500 |
3.678 |
|
0.382 |
3.672 |
|
LOW |
3.653 |
|
0.618 |
3.623 |
|
1.000 |
3.604 |
|
1.618 |
3.574 |
|
2.618 |
3.525 |
|
4.250 |
3.445 |
|
|
| Fisher Pivots for day following 11-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
3.678 |
3.688 |
| PP |
3.676 |
3.683 |
| S1 |
3.675 |
3.679 |
|