NYMEX Natural Gas Future July 2024
| Trading Metrics calculated at close of trading on 11-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2024 |
11-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
2.951 |
2.858 |
-0.093 |
-3.2% |
2.711 |
| High |
2.952 |
2.946 |
-0.006 |
-0.2% |
2.886 |
| Low |
2.828 |
2.815 |
-0.013 |
-0.5% |
2.669 |
| Close |
2.869 |
2.855 |
-0.014 |
-0.5% |
2.881 |
| Range |
0.124 |
0.131 |
0.007 |
5.6% |
0.217 |
| ATR |
0.110 |
0.111 |
0.002 |
1.4% |
0.000 |
| Volume |
23,717 |
25,064 |
1,347 |
5.7% |
91,484 |
|
| Daily Pivots for day following 11-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.265 |
3.191 |
2.927 |
|
| R3 |
3.134 |
3.060 |
2.891 |
|
| R2 |
3.003 |
3.003 |
2.879 |
|
| R1 |
2.929 |
2.929 |
2.867 |
2.901 |
| PP |
2.872 |
2.872 |
2.872 |
2.858 |
| S1 |
2.798 |
2.798 |
2.843 |
2.770 |
| S2 |
2.741 |
2.741 |
2.831 |
|
| S3 |
2.610 |
2.667 |
2.819 |
|
| S4 |
2.479 |
2.536 |
2.783 |
|
|
| Weekly Pivots for week ending 05-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.463 |
3.389 |
3.000 |
|
| R3 |
3.246 |
3.172 |
2.941 |
|
| R2 |
3.029 |
3.029 |
2.921 |
|
| R1 |
2.955 |
2.955 |
2.901 |
2.992 |
| PP |
2.812 |
2.812 |
2.812 |
2.831 |
| S1 |
2.738 |
2.738 |
2.861 |
2.775 |
| S2 |
2.595 |
2.595 |
2.841 |
|
| S3 |
2.378 |
2.521 |
2.821 |
|
| S4 |
2.161 |
2.304 |
2.762 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.020 |
2.733 |
0.287 |
10.1% |
0.148 |
5.2% |
43% |
False |
False |
25,494 |
| 10 |
3.020 |
2.600 |
0.420 |
14.7% |
0.113 |
4.0% |
61% |
False |
False |
22,150 |
| 20 |
3.020 |
2.477 |
0.543 |
19.0% |
0.107 |
3.7% |
70% |
False |
False |
17,122 |
| 40 |
3.350 |
2.457 |
0.893 |
31.3% |
0.097 |
3.4% |
45% |
False |
False |
13,488 |
| 60 |
3.557 |
2.457 |
1.100 |
38.5% |
0.090 |
3.2% |
36% |
False |
False |
11,174 |
| 80 |
3.557 |
2.457 |
1.100 |
38.5% |
0.083 |
2.9% |
36% |
False |
False |
9,837 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.503 |
|
2.618 |
3.289 |
|
1.618 |
3.158 |
|
1.000 |
3.077 |
|
0.618 |
3.027 |
|
HIGH |
2.946 |
|
0.618 |
2.896 |
|
0.500 |
2.881 |
|
0.382 |
2.865 |
|
LOW |
2.815 |
|
0.618 |
2.734 |
|
1.000 |
2.684 |
|
1.618 |
2.603 |
|
2.618 |
2.472 |
|
4.250 |
2.258 |
|
|
| Fisher Pivots for day following 11-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2.881 |
2.918 |
| PP |
2.872 |
2.897 |
| S1 |
2.864 |
2.876 |
|