NYMEX Natural Gas Future January 2024
Trading Metrics calculated at close of trading on 21-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2023 |
21-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
3.597 |
3.566 |
-0.031 |
-0.9% |
3.695 |
High |
3.626 |
3.600 |
-0.026 |
-0.7% |
3.752 |
Low |
3.540 |
3.516 |
-0.024 |
-0.7% |
3.581 |
Close |
3.563 |
3.524 |
-0.039 |
-1.1% |
3.595 |
Range |
0.086 |
0.084 |
-0.002 |
-2.3% |
0.171 |
ATR |
0.091 |
0.091 |
-0.001 |
-0.6% |
0.000 |
Volume |
38,702 |
37,746 |
-956 |
-2.5% |
200,568 |
|
Daily Pivots for day following 21-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.799 |
3.745 |
3.570 |
|
R3 |
3.715 |
3.661 |
3.547 |
|
R2 |
3.631 |
3.631 |
3.539 |
|
R1 |
3.577 |
3.577 |
3.532 |
3.562 |
PP |
3.547 |
3.547 |
3.547 |
3.539 |
S1 |
3.493 |
3.493 |
3.516 |
3.478 |
S2 |
3.463 |
3.463 |
3.509 |
|
S3 |
3.379 |
3.409 |
3.501 |
|
S4 |
3.295 |
3.325 |
3.478 |
|
|
Weekly Pivots for week ending 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.156 |
4.046 |
3.689 |
|
R3 |
3.985 |
3.875 |
3.642 |
|
R2 |
3.814 |
3.814 |
3.626 |
|
R1 |
3.704 |
3.704 |
3.611 |
3.674 |
PP |
3.643 |
3.643 |
3.643 |
3.627 |
S1 |
3.533 |
3.533 |
3.579 |
3.503 |
S2 |
3.472 |
3.472 |
3.564 |
|
S3 |
3.301 |
3.362 |
3.548 |
|
S4 |
3.130 |
3.191 |
3.501 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.678 |
3.516 |
0.162 |
4.6% |
0.087 |
2.5% |
5% |
False |
True |
36,265 |
10 |
3.752 |
3.516 |
0.236 |
6.7% |
0.081 |
2.3% |
3% |
False |
True |
38,540 |
20 |
3.974 |
3.516 |
0.458 |
13.0% |
0.098 |
2.8% |
2% |
False |
True |
33,202 |
40 |
4.090 |
3.516 |
0.574 |
16.3% |
0.094 |
2.7% |
1% |
False |
True |
27,150 |
60 |
4.090 |
3.516 |
0.574 |
16.3% |
0.088 |
2.5% |
1% |
False |
True |
23,181 |
80 |
4.090 |
3.516 |
0.574 |
16.3% |
0.089 |
2.5% |
1% |
False |
True |
21,784 |
100 |
4.090 |
3.516 |
0.574 |
16.3% |
0.091 |
2.6% |
1% |
False |
True |
20,247 |
120 |
4.090 |
3.516 |
0.574 |
16.3% |
0.093 |
2.7% |
1% |
False |
True |
18,697 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.957 |
2.618 |
3.820 |
1.618 |
3.736 |
1.000 |
3.684 |
0.618 |
3.652 |
HIGH |
3.600 |
0.618 |
3.568 |
0.500 |
3.558 |
0.382 |
3.548 |
LOW |
3.516 |
0.618 |
3.464 |
1.000 |
3.432 |
1.618 |
3.380 |
2.618 |
3.296 |
4.250 |
3.159 |
|
|
Fisher Pivots for day following 21-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
3.558 |
3.591 |
PP |
3.547 |
3.568 |
S1 |
3.535 |
3.546 |
|