NYMEX Natural Gas Future January 2024
| Trading Metrics calculated at close of trading on 11-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2023 |
11-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
3.862 |
3.896 |
0.034 |
0.9% |
3.565 |
| High |
3.905 |
3.947 |
0.042 |
1.1% |
3.893 |
| Low |
3.812 |
3.762 |
-0.050 |
-1.3% |
3.477 |
| Close |
3.887 |
3.889 |
0.002 |
0.1% |
3.877 |
| Range |
0.093 |
0.185 |
0.092 |
98.9% |
0.416 |
| ATR |
0.105 |
0.110 |
0.006 |
5.5% |
0.000 |
| Volume |
85,444 |
91,664 |
6,220 |
7.3% |
264,795 |
|
| Daily Pivots for day following 11-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.421 |
4.340 |
3.991 |
|
| R3 |
4.236 |
4.155 |
3.940 |
|
| R2 |
4.051 |
4.051 |
3.923 |
|
| R1 |
3.970 |
3.970 |
3.906 |
3.918 |
| PP |
3.866 |
3.866 |
3.866 |
3.840 |
| S1 |
3.785 |
3.785 |
3.872 |
3.733 |
| S2 |
3.681 |
3.681 |
3.855 |
|
| S3 |
3.496 |
3.600 |
3.838 |
|
| S4 |
3.311 |
3.415 |
3.787 |
|
|
| Weekly Pivots for week ending 06-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.997 |
4.853 |
4.106 |
|
| R3 |
4.581 |
4.437 |
3.991 |
|
| R2 |
4.165 |
4.165 |
3.953 |
|
| R1 |
4.021 |
4.021 |
3.915 |
4.093 |
| PP |
3.749 |
3.749 |
3.749 |
3.785 |
| S1 |
3.605 |
3.605 |
3.839 |
3.677 |
| S2 |
3.333 |
3.333 |
3.801 |
|
| S3 |
2.917 |
3.189 |
3.763 |
|
| S4 |
2.501 |
2.773 |
3.648 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.975 |
3.575 |
0.400 |
10.3% |
0.155 |
4.0% |
79% |
False |
False |
82,657 |
| 10 |
3.975 |
3.477 |
0.498 |
12.8% |
0.124 |
3.2% |
83% |
False |
False |
57,757 |
| 20 |
3.975 |
3.477 |
0.498 |
12.8% |
0.105 |
2.7% |
83% |
False |
False |
48,272 |
| 40 |
3.989 |
3.477 |
0.512 |
13.2% |
0.099 |
2.5% |
80% |
False |
False |
37,733 |
| 60 |
4.090 |
3.477 |
0.613 |
15.8% |
0.095 |
2.4% |
67% |
False |
False |
32,159 |
| 80 |
4.090 |
3.477 |
0.613 |
15.8% |
0.093 |
2.4% |
67% |
False |
False |
28,017 |
| 100 |
4.090 |
3.477 |
0.613 |
15.8% |
0.093 |
2.4% |
67% |
False |
False |
25,662 |
| 120 |
4.090 |
3.477 |
0.613 |
15.8% |
0.094 |
2.4% |
67% |
False |
False |
23,546 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.733 |
|
2.618 |
4.431 |
|
1.618 |
4.246 |
|
1.000 |
4.132 |
|
0.618 |
4.061 |
|
HIGH |
3.947 |
|
0.618 |
3.876 |
|
0.500 |
3.855 |
|
0.382 |
3.833 |
|
LOW |
3.762 |
|
0.618 |
3.648 |
|
1.000 |
3.577 |
|
1.618 |
3.463 |
|
2.618 |
3.278 |
|
4.250 |
2.976 |
|
|
| Fisher Pivots for day following 11-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
3.878 |
3.882 |
| PP |
3.866 |
3.875 |
| S1 |
3.855 |
3.869 |
|