NYMEX Natural Gas Future January 2024
| Trading Metrics calculated at close of trading on 26-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2023 |
26-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
3.575 |
3.620 |
0.045 |
1.3% |
3.575 |
| High |
3.625 |
3.624 |
-0.001 |
0.0% |
3.665 |
| Low |
3.548 |
3.501 |
-0.047 |
-1.3% |
3.516 |
| Close |
3.612 |
3.519 |
-0.093 |
-2.6% |
3.555 |
| Range |
0.077 |
0.123 |
0.046 |
59.7% |
0.149 |
| ATR |
0.088 |
0.090 |
0.003 |
2.8% |
0.000 |
| Volume |
32,085 |
67,019 |
34,934 |
108.9% |
184,634 |
|
| Daily Pivots for day following 26-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.917 |
3.841 |
3.587 |
|
| R3 |
3.794 |
3.718 |
3.553 |
|
| R2 |
3.671 |
3.671 |
3.542 |
|
| R1 |
3.595 |
3.595 |
3.530 |
3.572 |
| PP |
3.548 |
3.548 |
3.548 |
3.536 |
| S1 |
3.472 |
3.472 |
3.508 |
3.449 |
| S2 |
3.425 |
3.425 |
3.496 |
|
| S3 |
3.302 |
3.349 |
3.485 |
|
| S4 |
3.179 |
3.226 |
3.451 |
|
|
| 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 |
3.626 |
3.501 |
0.125 |
3.6% |
0.086 |
2.4% |
14% |
False |
True |
41,389 |
| 10 |
3.752 |
3.501 |
0.251 |
7.1% |
0.088 |
2.5% |
7% |
False |
True |
39,785 |
| 20 |
3.896 |
3.501 |
0.395 |
11.2% |
0.090 |
2.6% |
5% |
False |
True |
36,160 |
| 40 |
4.090 |
3.501 |
0.589 |
16.7% |
0.093 |
2.7% |
3% |
False |
True |
29,128 |
| 60 |
4.090 |
3.501 |
0.589 |
16.7% |
0.087 |
2.5% |
3% |
False |
True |
24,634 |
| 80 |
4.090 |
3.501 |
0.589 |
16.7% |
0.088 |
2.5% |
3% |
False |
True |
22,700 |
| 100 |
4.090 |
3.501 |
0.589 |
16.7% |
0.091 |
2.6% |
3% |
False |
True |
21,198 |
| 120 |
4.090 |
3.501 |
0.589 |
16.7% |
0.093 |
2.7% |
3% |
False |
True |
19,522 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.147 |
|
2.618 |
3.946 |
|
1.618 |
3.823 |
|
1.000 |
3.747 |
|
0.618 |
3.700 |
|
HIGH |
3.624 |
|
0.618 |
3.577 |
|
0.500 |
3.563 |
|
0.382 |
3.548 |
|
LOW |
3.501 |
|
0.618 |
3.425 |
|
1.000 |
3.378 |
|
1.618 |
3.302 |
|
2.618 |
3.179 |
|
4.250 |
2.978 |
|
|
| Fisher Pivots for day following 26-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
3.563 |
3.563 |
| PP |
3.548 |
3.548 |
| S1 |
3.534 |
3.534 |
|