NYMEX Natural Gas Future March 2024
| Trading Metrics calculated at close of trading on 08-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2024 |
08-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
2.580 |
2.649 |
0.069 |
2.7% |
2.398 |
| High |
2.631 |
2.654 |
0.023 |
0.9% |
2.631 |
| Low |
2.467 |
2.430 |
-0.037 |
-1.5% |
2.349 |
| Close |
2.621 |
2.598 |
-0.023 |
-0.9% |
2.621 |
| Range |
0.164 |
0.224 |
0.060 |
36.6% |
0.282 |
| ATR |
0.127 |
0.134 |
0.007 |
5.5% |
0.000 |
| Volume |
118,414 |
173,145 |
54,731 |
46.2% |
430,684 |
|
| Daily Pivots for day following 08-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.233 |
3.139 |
2.721 |
|
| R3 |
3.009 |
2.915 |
2.660 |
|
| R2 |
2.785 |
2.785 |
2.639 |
|
| R1 |
2.691 |
2.691 |
2.619 |
2.626 |
| PP |
2.561 |
2.561 |
2.561 |
2.528 |
| S1 |
2.467 |
2.467 |
2.577 |
2.402 |
| S2 |
2.337 |
2.337 |
2.557 |
|
| S3 |
2.113 |
2.243 |
2.536 |
|
| S4 |
1.889 |
2.019 |
2.475 |
|
|
| Weekly Pivots for week ending 05-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.380 |
3.282 |
2.776 |
|
| R3 |
3.098 |
3.000 |
2.699 |
|
| R2 |
2.816 |
2.816 |
2.673 |
|
| R1 |
2.718 |
2.718 |
2.647 |
2.767 |
| PP |
2.534 |
2.534 |
2.534 |
2.558 |
| S1 |
2.436 |
2.436 |
2.595 |
2.485 |
| S2 |
2.252 |
2.252 |
2.569 |
|
| S3 |
1.970 |
2.154 |
2.543 |
|
| S4 |
1.688 |
1.872 |
2.466 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.654 |
2.349 |
0.305 |
11.7% |
0.153 |
5.9% |
82% |
True |
False |
120,765 |
| 10 |
2.654 |
2.217 |
0.437 |
16.8% |
0.125 |
4.8% |
87% |
True |
False |
90,967 |
| 20 |
2.654 |
2.098 |
0.556 |
21.4% |
0.125 |
4.8% |
90% |
True |
False |
94,126 |
| 40 |
3.203 |
2.098 |
1.105 |
42.5% |
0.120 |
4.6% |
45% |
False |
False |
68,600 |
| 60 |
3.562 |
2.098 |
1.464 |
56.4% |
0.115 |
4.4% |
34% |
False |
False |
55,352 |
| 80 |
3.588 |
2.098 |
1.490 |
57.4% |
0.109 |
4.2% |
34% |
False |
False |
46,970 |
| 100 |
3.601 |
2.098 |
1.503 |
57.9% |
0.103 |
4.0% |
33% |
False |
False |
40,310 |
| 120 |
3.650 |
2.098 |
1.552 |
59.7% |
0.099 |
3.8% |
32% |
False |
False |
35,329 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.606 |
|
2.618 |
3.240 |
|
1.618 |
3.016 |
|
1.000 |
2.878 |
|
0.618 |
2.792 |
|
HIGH |
2.654 |
|
0.618 |
2.568 |
|
0.500 |
2.542 |
|
0.382 |
2.516 |
|
LOW |
2.430 |
|
0.618 |
2.292 |
|
1.000 |
2.206 |
|
1.618 |
2.068 |
|
2.618 |
1.844 |
|
4.250 |
1.478 |
|
|
| Fisher Pivots for day following 08-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2.579 |
2.579 |
| PP |
2.561 |
2.561 |
| S1 |
2.542 |
2.542 |
|