NYMEX Natural Gas Future January 2024
| Trading Metrics calculated at close of trading on 19-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2023 |
19-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
3.688 |
3.725 |
0.037 |
1.0% |
3.878 |
| High |
3.776 |
3.739 |
-0.037 |
-1.0% |
3.975 |
| Low |
3.683 |
3.567 |
-0.116 |
-3.1% |
3.762 |
| Close |
3.706 |
3.576 |
-0.130 |
-3.5% |
3.823 |
| Range |
0.093 |
0.172 |
0.079 |
84.9% |
0.213 |
| ATR |
0.109 |
0.114 |
0.004 |
4.1% |
0.000 |
| Volume |
37,877 |
56,996 |
19,119 |
50.5% |
375,592 |
|
| Daily Pivots for day following 19-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.143 |
4.032 |
3.671 |
|
| R3 |
3.971 |
3.860 |
3.623 |
|
| R2 |
3.799 |
3.799 |
3.608 |
|
| R1 |
3.688 |
3.688 |
3.592 |
3.658 |
| PP |
3.627 |
3.627 |
3.627 |
3.612 |
| S1 |
3.516 |
3.516 |
3.560 |
3.486 |
| S2 |
3.455 |
3.455 |
3.544 |
|
| S3 |
3.283 |
3.344 |
3.529 |
|
| S4 |
3.111 |
3.172 |
3.481 |
|
|
| 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 |
3.872 |
3.567 |
0.305 |
8.5% |
0.111 |
3.1% |
3% |
False |
True |
52,329 |
| 10 |
3.975 |
3.567 |
0.408 |
11.4% |
0.123 |
3.4% |
2% |
False |
True |
68,450 |
| 20 |
3.975 |
3.477 |
0.498 |
13.9% |
0.111 |
3.1% |
20% |
False |
False |
54,120 |
| 40 |
3.975 |
3.477 |
0.498 |
13.9% |
0.105 |
2.9% |
20% |
False |
False |
43,661 |
| 60 |
4.090 |
3.477 |
0.613 |
17.1% |
0.100 |
2.8% |
16% |
False |
False |
36,140 |
| 80 |
4.090 |
3.477 |
0.613 |
17.1% |
0.094 |
2.6% |
16% |
False |
False |
30,916 |
| 100 |
4.090 |
3.477 |
0.613 |
17.1% |
0.094 |
2.6% |
16% |
False |
False |
28,251 |
| 120 |
4.090 |
3.477 |
0.613 |
17.1% |
0.094 |
2.6% |
16% |
False |
False |
25,892 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.470 |
|
2.618 |
4.189 |
|
1.618 |
4.017 |
|
1.000 |
3.911 |
|
0.618 |
3.845 |
|
HIGH |
3.739 |
|
0.618 |
3.673 |
|
0.500 |
3.653 |
|
0.382 |
3.633 |
|
LOW |
3.567 |
|
0.618 |
3.461 |
|
1.000 |
3.395 |
|
1.618 |
3.289 |
|
2.618 |
3.117 |
|
4.250 |
2.836 |
|
|
| Fisher Pivots for day following 19-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
3.653 |
3.672 |
| PP |
3.627 |
3.640 |
| S1 |
3.602 |
3.608 |
|