NYMEX Natural Gas Future January 2024
| Trading Metrics calculated at close of trading on 13-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2023 |
13-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
3.689 |
3.705 |
0.016 |
0.4% |
3.730 |
| High |
3.740 |
3.721 |
-0.019 |
-0.5% |
3.754 |
| Low |
3.658 |
3.639 |
-0.019 |
-0.5% |
3.645 |
| Close |
3.707 |
3.684 |
-0.023 |
-0.6% |
3.700 |
| Range |
0.082 |
0.082 |
0.000 |
0.0% |
0.109 |
| ATR |
0.093 |
0.092 |
-0.001 |
-0.9% |
0.000 |
| Volume |
53,493 |
47,443 |
-6,050 |
-11.3% |
113,451 |
|
| Daily Pivots for day following 13-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.927 |
3.888 |
3.729 |
|
| R3 |
3.845 |
3.806 |
3.707 |
|
| R2 |
3.763 |
3.763 |
3.699 |
|
| R1 |
3.724 |
3.724 |
3.692 |
3.703 |
| PP |
3.681 |
3.681 |
3.681 |
3.671 |
| S1 |
3.642 |
3.642 |
3.676 |
3.621 |
| S2 |
3.599 |
3.599 |
3.669 |
|
| S3 |
3.517 |
3.560 |
3.661 |
|
| S4 |
3.435 |
3.478 |
3.639 |
|
|
| 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 |
3.740 |
3.639 |
0.101 |
2.7% |
0.071 |
1.9% |
45% |
False |
True |
38,832 |
| 10 |
3.896 |
3.639 |
0.257 |
7.0% |
0.088 |
2.4% |
18% |
False |
True |
33,245 |
| 20 |
3.989 |
3.639 |
0.350 |
9.5% |
0.093 |
2.5% |
13% |
False |
True |
27,195 |
| 40 |
4.090 |
3.639 |
0.451 |
12.2% |
0.090 |
2.4% |
10% |
False |
True |
24,103 |
| 60 |
4.090 |
3.639 |
0.451 |
12.2% |
0.089 |
2.4% |
10% |
False |
True |
21,265 |
| 80 |
4.090 |
3.570 |
0.520 |
14.1% |
0.090 |
2.4% |
22% |
False |
False |
20,009 |
| 100 |
4.090 |
3.570 |
0.520 |
14.1% |
0.092 |
2.5% |
22% |
False |
False |
18,601 |
| 120 |
4.090 |
3.570 |
0.520 |
14.1% |
0.094 |
2.5% |
22% |
False |
False |
17,272 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.070 |
|
2.618 |
3.936 |
|
1.618 |
3.854 |
|
1.000 |
3.803 |
|
0.618 |
3.772 |
|
HIGH |
3.721 |
|
0.618 |
3.690 |
|
0.500 |
3.680 |
|
0.382 |
3.670 |
|
LOW |
3.639 |
|
0.618 |
3.588 |
|
1.000 |
3.557 |
|
1.618 |
3.506 |
|
2.618 |
3.424 |
|
4.250 |
3.291 |
|
|
| Fisher Pivots for day following 13-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
3.683 |
3.690 |
| PP |
3.681 |
3.688 |
| S1 |
3.680 |
3.686 |
|