NYMEX Natural Gas Future January 2024
| Trading Metrics calculated at close of trading on 11-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2023 |
11-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
2.559 |
2.490 |
-0.069 |
-2.7% |
2.728 |
| High |
2.610 |
2.490 |
-0.120 |
-4.6% |
2.786 |
| Low |
2.538 |
2.294 |
-0.244 |
-9.6% |
2.489 |
| Close |
2.581 |
2.431 |
-0.150 |
-5.8% |
2.581 |
| Range |
0.072 |
0.196 |
0.124 |
172.2% |
0.297 |
| ATR |
0.136 |
0.147 |
0.011 |
7.9% |
0.000 |
| Volume |
190,998 |
330,300 |
139,302 |
72.9% |
939,528 |
|
| Daily Pivots for day following 11-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.993 |
2.908 |
2.539 |
|
| R3 |
2.797 |
2.712 |
2.485 |
|
| R2 |
2.601 |
2.601 |
2.467 |
|
| R1 |
2.516 |
2.516 |
2.449 |
2.461 |
| PP |
2.405 |
2.405 |
2.405 |
2.377 |
| S1 |
2.320 |
2.320 |
2.413 |
2.265 |
| S2 |
2.209 |
2.209 |
2.395 |
|
| S3 |
2.013 |
2.124 |
2.377 |
|
| S4 |
1.817 |
1.928 |
2.323 |
|
|
| Weekly Pivots for week ending 08-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.510 |
3.342 |
2.744 |
|
| R3 |
3.213 |
3.045 |
2.663 |
|
| R2 |
2.916 |
2.916 |
2.635 |
|
| R1 |
2.748 |
2.748 |
2.608 |
2.684 |
| PP |
2.619 |
2.619 |
2.619 |
2.586 |
| S1 |
2.451 |
2.451 |
2.554 |
2.387 |
| S2 |
2.322 |
2.322 |
2.527 |
|
| S3 |
2.025 |
2.154 |
2.499 |
|
| S4 |
1.728 |
1.857 |
2.418 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.786 |
2.294 |
0.492 |
20.2% |
0.145 |
6.0% |
28% |
False |
True |
221,608 |
| 10 |
2.992 |
2.294 |
0.698 |
28.7% |
0.133 |
5.5% |
20% |
False |
True |
187,955 |
| 20 |
3.465 |
2.294 |
1.171 |
48.2% |
0.138 |
5.7% |
12% |
False |
True |
160,353 |
| 40 |
3.865 |
2.294 |
1.571 |
64.6% |
0.134 |
5.5% |
9% |
False |
True |
117,174 |
| 60 |
3.975 |
2.294 |
1.681 |
69.1% |
0.124 |
5.1% |
8% |
False |
True |
95,201 |
| 80 |
3.975 |
2.294 |
1.681 |
69.1% |
0.118 |
4.8% |
8% |
False |
True |
78,658 |
| 100 |
4.090 |
2.294 |
1.796 |
73.9% |
0.111 |
4.6% |
8% |
False |
True |
67,044 |
| 120 |
4.090 |
2.294 |
1.796 |
73.9% |
0.106 |
4.4% |
8% |
False |
True |
58,491 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.323 |
|
2.618 |
3.003 |
|
1.618 |
2.807 |
|
1.000 |
2.686 |
|
0.618 |
2.611 |
|
HIGH |
2.490 |
|
0.618 |
2.415 |
|
0.500 |
2.392 |
|
0.382 |
2.369 |
|
LOW |
2.294 |
|
0.618 |
2.173 |
|
1.000 |
2.098 |
|
1.618 |
1.977 |
|
2.618 |
1.781 |
|
4.250 |
1.461 |
|
|
| Fisher Pivots for day following 11-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2.418 |
2.458 |
| PP |
2.405 |
2.449 |
| S1 |
2.392 |
2.440 |
|