NYMEX Natural Gas Future January 2024
| Trading Metrics calculated at close of trading on 14-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2023 |
14-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
3.705 |
3.681 |
-0.024 |
-0.6% |
3.730 |
| High |
3.721 |
3.752 |
0.031 |
0.8% |
3.754 |
| Low |
3.639 |
3.651 |
0.012 |
0.3% |
3.645 |
| Close |
3.684 |
3.668 |
-0.016 |
-0.4% |
3.700 |
| Range |
0.082 |
0.101 |
0.019 |
23.2% |
0.109 |
| ATR |
0.092 |
0.093 |
0.001 |
0.7% |
0.000 |
| Volume |
47,443 |
38,588 |
-8,855 |
-18.7% |
113,451 |
|
| Daily Pivots for day following 14-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.993 |
3.932 |
3.724 |
|
| R3 |
3.892 |
3.831 |
3.696 |
|
| R2 |
3.791 |
3.791 |
3.687 |
|
| R1 |
3.730 |
3.730 |
3.677 |
3.710 |
| PP |
3.690 |
3.690 |
3.690 |
3.681 |
| S1 |
3.629 |
3.629 |
3.659 |
3.609 |
| S2 |
3.589 |
3.589 |
3.649 |
|
| S3 |
3.488 |
3.528 |
3.640 |
|
| S4 |
3.387 |
3.427 |
3.612 |
|
|
| 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 |
3.752 |
3.639 |
0.113 |
3.1% |
0.076 |
2.1% |
26% |
True |
False |
40,815 |
| 10 |
3.896 |
3.639 |
0.257 |
7.0% |
0.083 |
2.3% |
11% |
False |
False |
33,952 |
| 20 |
3.978 |
3.639 |
0.339 |
9.2% |
0.095 |
2.6% |
9% |
False |
False |
28,153 |
| 40 |
4.090 |
3.639 |
0.451 |
12.3% |
0.091 |
2.5% |
6% |
False |
False |
24,610 |
| 60 |
4.090 |
3.639 |
0.451 |
12.3% |
0.088 |
2.4% |
6% |
False |
False |
21,577 |
| 80 |
4.090 |
3.570 |
0.520 |
14.2% |
0.090 |
2.5% |
19% |
False |
False |
20,284 |
| 100 |
4.090 |
3.570 |
0.520 |
14.2% |
0.092 |
2.5% |
19% |
False |
False |
18,929 |
| 120 |
4.090 |
3.570 |
0.520 |
14.2% |
0.094 |
2.6% |
19% |
False |
False |
17,520 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.181 |
|
2.618 |
4.016 |
|
1.618 |
3.915 |
|
1.000 |
3.853 |
|
0.618 |
3.814 |
|
HIGH |
3.752 |
|
0.618 |
3.713 |
|
0.500 |
3.702 |
|
0.382 |
3.690 |
|
LOW |
3.651 |
|
0.618 |
3.589 |
|
1.000 |
3.550 |
|
1.618 |
3.488 |
|
2.618 |
3.387 |
|
4.250 |
3.222 |
|
|
| Fisher Pivots for day following 14-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
3.702 |
3.696 |
| PP |
3.690 |
3.686 |
| S1 |
3.679 |
3.677 |
|