NYMEX Natural Gas Future May 2024
| Trading Metrics calculated at close of trading on 12-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2024 |
12-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
2.595 |
2.591 |
-0.004 |
-0.2% |
2.637 |
| High |
2.679 |
2.650 |
-0.029 |
-1.1% |
2.770 |
| Low |
2.543 |
2.568 |
0.025 |
1.0% |
2.455 |
| Close |
2.580 |
2.631 |
0.051 |
2.0% |
2.631 |
| Range |
0.136 |
0.082 |
-0.054 |
-39.7% |
0.315 |
| ATR |
0.122 |
0.120 |
-0.003 |
-2.4% |
0.000 |
| Volume |
51,008 |
42,612 |
-8,396 |
-16.5% |
253,030 |
|
| Daily Pivots for day following 12-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.862 |
2.829 |
2.676 |
|
| R3 |
2.780 |
2.747 |
2.654 |
|
| R2 |
2.698 |
2.698 |
2.646 |
|
| R1 |
2.665 |
2.665 |
2.639 |
2.682 |
| PP |
2.616 |
2.616 |
2.616 |
2.625 |
| S1 |
2.583 |
2.583 |
2.623 |
2.600 |
| S2 |
2.534 |
2.534 |
2.616 |
|
| S3 |
2.452 |
2.501 |
2.608 |
|
| S4 |
2.370 |
2.419 |
2.586 |
|
|
| Weekly Pivots for week ending 12-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.564 |
3.412 |
2.804 |
|
| R3 |
3.249 |
3.097 |
2.718 |
|
| R2 |
2.934 |
2.934 |
2.689 |
|
| R1 |
2.782 |
2.782 |
2.660 |
2.701 |
| PP |
2.619 |
2.619 |
2.619 |
2.578 |
| S1 |
2.467 |
2.467 |
2.602 |
2.386 |
| S2 |
2.304 |
2.304 |
2.573 |
|
| S3 |
1.989 |
2.152 |
2.544 |
|
| S4 |
1.674 |
1.837 |
2.458 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.770 |
2.455 |
0.315 |
12.0% |
0.152 |
5.8% |
56% |
False |
False |
50,606 |
| 10 |
2.770 |
2.354 |
0.416 |
15.8% |
0.126 |
4.8% |
67% |
False |
False |
42,715 |
| 20 |
2.770 |
2.248 |
0.522 |
19.8% |
0.111 |
4.2% |
73% |
False |
False |
33,014 |
| 40 |
3.112 |
2.180 |
0.932 |
35.4% |
0.106 |
4.0% |
48% |
False |
False |
26,142 |
| 60 |
3.343 |
2.180 |
1.163 |
44.2% |
0.098 |
3.7% |
39% |
False |
False |
22,547 |
| 80 |
3.343 |
2.180 |
1.163 |
44.2% |
0.092 |
3.5% |
39% |
False |
False |
19,640 |
| 100 |
3.343 |
2.180 |
1.163 |
44.2% |
0.087 |
3.3% |
39% |
False |
False |
16,760 |
| 120 |
3.343 |
2.180 |
1.163 |
44.2% |
0.082 |
3.1% |
39% |
False |
False |
14,891 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.999 |
|
2.618 |
2.865 |
|
1.618 |
2.783 |
|
1.000 |
2.732 |
|
0.618 |
2.701 |
|
HIGH |
2.650 |
|
0.618 |
2.619 |
|
0.500 |
2.609 |
|
0.382 |
2.599 |
|
LOW |
2.568 |
|
0.618 |
2.517 |
|
1.000 |
2.486 |
|
1.618 |
2.435 |
|
2.618 |
2.353 |
|
4.250 |
2.220 |
|
|
| Fisher Pivots for day following 12-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2.624 |
2.628 |
| PP |
2.616 |
2.625 |
| S1 |
2.609 |
2.622 |
|