NYMEX Natural Gas Future January 2024
| Trading Metrics calculated at close of trading on 22-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2023 |
22-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
3.566 |
3.532 |
-0.034 |
-1.0% |
3.575 |
| High |
3.600 |
3.582 |
-0.018 |
-0.5% |
3.665 |
| Low |
3.516 |
3.521 |
0.005 |
0.1% |
3.516 |
| Close |
3.524 |
3.555 |
0.031 |
0.9% |
3.555 |
| Range |
0.084 |
0.061 |
-0.023 |
-27.4% |
0.149 |
| ATR |
0.091 |
0.089 |
-0.002 |
-2.4% |
0.000 |
| Volume |
37,746 |
31,395 |
-6,351 |
-16.8% |
184,634 |
|
| Daily Pivots for day following 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.736 |
3.706 |
3.589 |
|
| R3 |
3.675 |
3.645 |
3.572 |
|
| R2 |
3.614 |
3.614 |
3.566 |
|
| R1 |
3.584 |
3.584 |
3.561 |
3.599 |
| PP |
3.553 |
3.553 |
3.553 |
3.560 |
| S1 |
3.523 |
3.523 |
3.549 |
3.538 |
| S2 |
3.492 |
3.492 |
3.544 |
|
| S3 |
3.431 |
3.462 |
3.538 |
|
| S4 |
3.370 |
3.401 |
3.521 |
|
|
| Weekly Pivots for week ending 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.026 |
3.939 |
3.637 |
|
| R3 |
3.877 |
3.790 |
3.596 |
|
| R2 |
3.728 |
3.728 |
3.582 |
|
| R1 |
3.641 |
3.641 |
3.569 |
3.610 |
| PP |
3.579 |
3.579 |
3.579 |
3.563 |
| S1 |
3.492 |
3.492 |
3.541 |
3.461 |
| S2 |
3.430 |
3.430 |
3.528 |
|
| S3 |
3.281 |
3.343 |
3.514 |
|
| S4 |
3.132 |
3.194 |
3.473 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.665 |
3.516 |
0.149 |
4.2% |
0.080 |
2.2% |
26% |
False |
False |
36,926 |
| 10 |
3.752 |
3.516 |
0.236 |
6.6% |
0.081 |
2.3% |
17% |
False |
False |
38,520 |
| 20 |
3.974 |
3.516 |
0.458 |
12.9% |
0.094 |
2.7% |
9% |
False |
False |
33,366 |
| 40 |
4.090 |
3.516 |
0.574 |
16.1% |
0.092 |
2.6% |
7% |
False |
False |
27,465 |
| 60 |
4.090 |
3.516 |
0.574 |
16.1% |
0.087 |
2.5% |
7% |
False |
False |
23,437 |
| 80 |
4.090 |
3.516 |
0.574 |
16.1% |
0.088 |
2.5% |
7% |
False |
False |
21,925 |
| 100 |
4.090 |
3.516 |
0.574 |
16.1% |
0.091 |
2.6% |
7% |
False |
False |
20,471 |
| 120 |
4.090 |
3.516 |
0.574 |
16.1% |
0.093 |
2.6% |
7% |
False |
False |
18,897 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.841 |
|
2.618 |
3.742 |
|
1.618 |
3.681 |
|
1.000 |
3.643 |
|
0.618 |
3.620 |
|
HIGH |
3.582 |
|
0.618 |
3.559 |
|
0.500 |
3.552 |
|
0.382 |
3.544 |
|
LOW |
3.521 |
|
0.618 |
3.483 |
|
1.000 |
3.460 |
|
1.618 |
3.422 |
|
2.618 |
3.361 |
|
4.250 |
3.262 |
|
|
| Fisher Pivots for day following 22-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
3.554 |
3.571 |
| PP |
3.553 |
3.566 |
| S1 |
3.552 |
3.560 |
|