NYMEX Natural Gas Future January 2024
| Trading Metrics calculated at close of trading on 21-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2023 |
21-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
2.557 |
2.427 |
-0.130 |
-5.1% |
2.490 |
| High |
2.590 |
2.604 |
0.014 |
0.5% |
2.544 |
| Low |
2.410 |
2.408 |
-0.002 |
-0.1% |
2.235 |
| Close |
2.447 |
2.572 |
0.125 |
5.1% |
2.491 |
| Range |
0.180 |
0.196 |
0.016 |
8.9% |
0.309 |
| ATR |
0.149 |
0.153 |
0.003 |
2.2% |
0.000 |
| Volume |
125,263 |
84,545 |
-40,718 |
-32.5% |
1,157,673 |
|
| Daily Pivots for day following 21-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.116 |
3.040 |
2.680 |
|
| R3 |
2.920 |
2.844 |
2.626 |
|
| R2 |
2.724 |
2.724 |
2.608 |
|
| R1 |
2.648 |
2.648 |
2.590 |
2.686 |
| PP |
2.528 |
2.528 |
2.528 |
2.547 |
| S1 |
2.452 |
2.452 |
2.554 |
2.490 |
| S2 |
2.332 |
2.332 |
2.536 |
|
| S3 |
2.136 |
2.256 |
2.518 |
|
| S4 |
1.940 |
2.060 |
2.464 |
|
|
| Weekly Pivots for week ending 15-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.350 |
3.230 |
2.661 |
|
| R3 |
3.041 |
2.921 |
2.576 |
|
| R2 |
2.732 |
2.732 |
2.548 |
|
| R1 |
2.612 |
2.612 |
2.519 |
2.672 |
| PP |
2.423 |
2.423 |
2.423 |
2.454 |
| S1 |
2.303 |
2.303 |
2.463 |
2.363 |
| S2 |
2.114 |
2.114 |
2.434 |
|
| S3 |
1.805 |
1.994 |
2.406 |
|
| S4 |
1.496 |
1.685 |
2.321 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.604 |
2.380 |
0.224 |
8.7% |
0.166 |
6.4% |
86% |
True |
False |
144,756 |
| 10 |
2.610 |
2.235 |
0.375 |
14.6% |
0.153 |
5.9% |
90% |
False |
False |
188,320 |
| 20 |
3.095 |
2.235 |
0.860 |
33.4% |
0.142 |
5.5% |
39% |
False |
False |
176,236 |
| 40 |
3.865 |
2.235 |
1.630 |
63.4% |
0.145 |
5.6% |
21% |
False |
False |
141,589 |
| 60 |
3.975 |
2.235 |
1.740 |
67.7% |
0.134 |
5.2% |
19% |
False |
False |
112,547 |
| 80 |
3.975 |
2.235 |
1.740 |
67.7% |
0.122 |
4.8% |
19% |
False |
False |
93,414 |
| 100 |
4.090 |
2.235 |
1.855 |
72.1% |
0.117 |
4.6% |
18% |
False |
False |
79,338 |
| 120 |
4.090 |
2.235 |
1.855 |
72.1% |
0.111 |
4.3% |
18% |
False |
False |
68,819 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.437 |
|
2.618 |
3.117 |
|
1.618 |
2.921 |
|
1.000 |
2.800 |
|
0.618 |
2.725 |
|
HIGH |
2.604 |
|
0.618 |
2.529 |
|
0.500 |
2.506 |
|
0.382 |
2.483 |
|
LOW |
2.408 |
|
0.618 |
2.287 |
|
1.000 |
2.212 |
|
1.618 |
2.091 |
|
2.618 |
1.895 |
|
4.250 |
1.575 |
|
|
| Fisher Pivots for day following 21-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2.550 |
2.546 |
| PP |
2.528 |
2.520 |
| S1 |
2.506 |
2.495 |
|