NYMEX Natural Gas Future January 2024
| Trading Metrics calculated at close of trading on 26-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2023 |
26-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
3.569 |
3.646 |
0.077 |
2.2% |
3.751 |
| High |
3.650 |
3.769 |
0.119 |
3.3% |
3.784 |
| Low |
3.559 |
3.612 |
0.053 |
1.5% |
3.501 |
| Close |
3.620 |
3.707 |
0.087 |
2.4% |
3.508 |
| Range |
0.091 |
0.157 |
0.066 |
72.5% |
0.283 |
| ATR |
0.107 |
0.110 |
0.004 |
3.4% |
0.000 |
| Volume |
34,468 |
64,771 |
30,303 |
87.9% |
266,085 |
|
| Daily Pivots for day following 26-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.167 |
4.094 |
3.793 |
|
| R3 |
4.010 |
3.937 |
3.750 |
|
| R2 |
3.853 |
3.853 |
3.736 |
|
| R1 |
3.780 |
3.780 |
3.721 |
3.817 |
| PP |
3.696 |
3.696 |
3.696 |
3.714 |
| S1 |
3.623 |
3.623 |
3.693 |
3.660 |
| S2 |
3.539 |
3.539 |
3.678 |
|
| S3 |
3.382 |
3.466 |
3.664 |
|
| S4 |
3.225 |
3.309 |
3.621 |
|
|
| Weekly Pivots for week ending 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.447 |
4.260 |
3.664 |
|
| R3 |
4.164 |
3.977 |
3.586 |
|
| R2 |
3.881 |
3.881 |
3.560 |
|
| R1 |
3.694 |
3.694 |
3.534 |
3.646 |
| PP |
3.598 |
3.598 |
3.598 |
3.574 |
| S1 |
3.411 |
3.411 |
3.482 |
3.363 |
| S2 |
3.315 |
3.315 |
3.456 |
|
| S3 |
3.032 |
3.128 |
3.430 |
|
| S4 |
2.749 |
2.845 |
3.352 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.769 |
3.461 |
0.308 |
8.3% |
0.100 |
2.7% |
80% |
True |
False |
47,910 |
| 10 |
3.872 |
3.461 |
0.411 |
11.1% |
0.106 |
2.8% |
60% |
False |
False |
50,119 |
| 20 |
3.975 |
3.461 |
0.514 |
13.9% |
0.116 |
3.1% |
48% |
False |
False |
56,086 |
| 40 |
3.975 |
3.461 |
0.514 |
13.9% |
0.100 |
2.7% |
48% |
False |
False |
46,070 |
| 60 |
4.090 |
3.461 |
0.629 |
17.0% |
0.100 |
2.7% |
39% |
False |
False |
38,547 |
| 80 |
4.090 |
3.461 |
0.629 |
17.0% |
0.094 |
2.5% |
39% |
False |
False |
33,092 |
| 100 |
4.090 |
3.461 |
0.629 |
17.0% |
0.093 |
2.5% |
39% |
False |
False |
29,802 |
| 120 |
4.090 |
3.461 |
0.629 |
17.0% |
0.095 |
2.6% |
39% |
False |
False |
27,371 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.436 |
|
2.618 |
4.180 |
|
1.618 |
4.023 |
|
1.000 |
3.926 |
|
0.618 |
3.866 |
|
HIGH |
3.769 |
|
0.618 |
3.709 |
|
0.500 |
3.691 |
|
0.382 |
3.672 |
|
LOW |
3.612 |
|
0.618 |
3.515 |
|
1.000 |
3.455 |
|
1.618 |
3.358 |
|
2.618 |
3.201 |
|
4.250 |
2.945 |
|
|
| Fisher Pivots for day following 26-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
3.702 |
3.683 |
| PP |
3.696 |
3.658 |
| S1 |
3.691 |
3.634 |
|