NYMEX Natural Gas Future January 2024
| Trading Metrics calculated at close of trading on 13-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2023 |
13-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
3.891 |
3.861 |
-0.030 |
-0.8% |
3.878 |
| High |
3.927 |
3.872 |
-0.055 |
-1.4% |
3.975 |
| Low |
3.820 |
3.774 |
-0.046 |
-1.2% |
3.762 |
| Close |
3.875 |
3.823 |
-0.052 |
-1.3% |
3.823 |
| Range |
0.107 |
0.098 |
-0.009 |
-8.4% |
0.213 |
| ATR |
0.110 |
0.110 |
-0.001 |
-0.6% |
0.000 |
| Volume |
75,221 |
51,116 |
-24,105 |
-32.0% |
375,592 |
|
| Daily Pivots for day following 13-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.117 |
4.068 |
3.877 |
|
| R3 |
4.019 |
3.970 |
3.850 |
|
| R2 |
3.921 |
3.921 |
3.841 |
|
| R1 |
3.872 |
3.872 |
3.832 |
3.848 |
| PP |
3.823 |
3.823 |
3.823 |
3.811 |
| S1 |
3.774 |
3.774 |
3.814 |
3.750 |
| S2 |
3.725 |
3.725 |
3.805 |
|
| S3 |
3.627 |
3.676 |
3.796 |
|
| S4 |
3.529 |
3.578 |
3.769 |
|
|
| Weekly Pivots for week ending 13-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.492 |
4.371 |
3.940 |
|
| R3 |
4.279 |
4.158 |
3.882 |
|
| R2 |
4.066 |
4.066 |
3.862 |
|
| R1 |
3.945 |
3.945 |
3.843 |
3.899 |
| PP |
3.853 |
3.853 |
3.853 |
3.831 |
| S1 |
3.732 |
3.732 |
3.803 |
3.686 |
| S2 |
3.640 |
3.640 |
3.784 |
|
| S3 |
3.427 |
3.519 |
3.764 |
|
| S4 |
3.214 |
3.306 |
3.706 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.975 |
3.762 |
0.213 |
5.6% |
0.126 |
3.3% |
29% |
False |
False |
75,118 |
| 10 |
3.975 |
3.477 |
0.498 |
13.0% |
0.125 |
3.3% |
69% |
False |
False |
64,038 |
| 20 |
3.975 |
3.477 |
0.498 |
13.0% |
0.105 |
2.8% |
69% |
False |
False |
51,255 |
| 40 |
3.975 |
3.477 |
0.498 |
13.0% |
0.101 |
2.7% |
69% |
False |
False |
40,142 |
| 60 |
4.090 |
3.477 |
0.613 |
16.0% |
0.096 |
2.5% |
56% |
False |
False |
33,624 |
| 80 |
4.090 |
3.477 |
0.613 |
16.0% |
0.093 |
2.4% |
56% |
False |
False |
29,150 |
| 100 |
4.090 |
3.477 |
0.613 |
16.0% |
0.093 |
2.4% |
56% |
False |
False |
26,608 |
| 120 |
4.090 |
3.477 |
0.613 |
16.0% |
0.094 |
2.5% |
56% |
False |
False |
24,486 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.289 |
|
2.618 |
4.129 |
|
1.618 |
4.031 |
|
1.000 |
3.970 |
|
0.618 |
3.933 |
|
HIGH |
3.872 |
|
0.618 |
3.835 |
|
0.500 |
3.823 |
|
0.382 |
3.811 |
|
LOW |
3.774 |
|
0.618 |
3.713 |
|
1.000 |
3.676 |
|
1.618 |
3.615 |
|
2.618 |
3.517 |
|
4.250 |
3.358 |
|
|
| Fisher Pivots for day following 13-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
3.823 |
3.855 |
| PP |
3.823 |
3.844 |
| S1 |
3.823 |
3.834 |
|