NYMEX Natural Gas Future January 2024
| Trading Metrics calculated at close of trading on 03-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2023 |
03-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
3.565 |
3.495 |
-0.070 |
-2.0% |
3.575 |
| High |
3.566 |
3.578 |
0.012 |
0.3% |
3.632 |
| Low |
3.486 |
3.477 |
-0.009 |
-0.3% |
3.501 |
| Close |
3.492 |
3.563 |
0.071 |
2.0% |
3.565 |
| Range |
0.080 |
0.101 |
0.021 |
26.3% |
0.131 |
| ATR |
0.089 |
0.090 |
0.001 |
0.9% |
0.000 |
| Volume |
33,779 |
27,775 |
-6,004 |
-17.8% |
200,088 |
|
| Daily Pivots for day following 03-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.842 |
3.804 |
3.619 |
|
| R3 |
3.741 |
3.703 |
3.591 |
|
| R2 |
3.640 |
3.640 |
3.582 |
|
| R1 |
3.602 |
3.602 |
3.572 |
3.621 |
| PP |
3.539 |
3.539 |
3.539 |
3.549 |
| S1 |
3.501 |
3.501 |
3.554 |
3.520 |
| S2 |
3.438 |
3.438 |
3.544 |
|
| S3 |
3.337 |
3.400 |
3.535 |
|
| S4 |
3.236 |
3.299 |
3.507 |
|
|
| Weekly Pivots for week ending 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.959 |
3.893 |
3.637 |
|
| R3 |
3.828 |
3.762 |
3.601 |
|
| R2 |
3.697 |
3.697 |
3.589 |
|
| R1 |
3.631 |
3.631 |
3.577 |
3.599 |
| PP |
3.566 |
3.566 |
3.566 |
3.550 |
| S1 |
3.500 |
3.500 |
3.553 |
3.468 |
| S2 |
3.435 |
3.435 |
3.541 |
|
| S3 |
3.304 |
3.369 |
3.529 |
|
| S4 |
3.173 |
3.238 |
3.493 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.632 |
3.477 |
0.155 |
4.4% |
0.088 |
2.5% |
55% |
False |
True |
32,507 |
| 10 |
3.632 |
3.477 |
0.155 |
4.4% |
0.087 |
2.4% |
55% |
False |
True |
36,948 |
| 20 |
3.752 |
3.477 |
0.275 |
7.7% |
0.083 |
2.3% |
31% |
False |
True |
36,546 |
| 40 |
4.090 |
3.477 |
0.613 |
17.2% |
0.094 |
2.6% |
14% |
False |
True |
30,792 |
| 60 |
4.090 |
3.477 |
0.613 |
17.2% |
0.088 |
2.5% |
14% |
False |
True |
26,340 |
| 80 |
4.090 |
3.477 |
0.613 |
17.2% |
0.088 |
2.5% |
14% |
False |
True |
23,712 |
| 100 |
4.090 |
3.477 |
0.613 |
17.2% |
0.092 |
2.6% |
14% |
False |
True |
22,135 |
| 120 |
4.090 |
3.477 |
0.613 |
17.2% |
0.093 |
2.6% |
14% |
False |
True |
20,358 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.007 |
|
2.618 |
3.842 |
|
1.618 |
3.741 |
|
1.000 |
3.679 |
|
0.618 |
3.640 |
|
HIGH |
3.578 |
|
0.618 |
3.539 |
|
0.500 |
3.528 |
|
0.382 |
3.516 |
|
LOW |
3.477 |
|
0.618 |
3.415 |
|
1.000 |
3.376 |
|
1.618 |
3.314 |
|
2.618 |
3.213 |
|
4.250 |
3.048 |
|
|
| Fisher Pivots for day following 03-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
3.551 |
3.560 |
| PP |
3.539 |
3.557 |
| S1 |
3.528 |
3.555 |
|