NYMEX Natural Gas Future January 2024
| Trading Metrics calculated at close of trading on 27-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2023 |
27-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
3.620 |
3.525 |
-0.095 |
-2.6% |
3.575 |
| High |
3.624 |
3.584 |
-0.040 |
-1.1% |
3.665 |
| Low |
3.501 |
3.516 |
0.015 |
0.4% |
3.516 |
| Close |
3.519 |
3.551 |
0.032 |
0.9% |
3.555 |
| Range |
0.123 |
0.068 |
-0.055 |
-44.7% |
0.149 |
| ATR |
0.090 |
0.089 |
-0.002 |
-1.8% |
0.000 |
| Volume |
67,019 |
37,457 |
-29,562 |
-44.1% |
184,634 |
|
| Daily Pivots for day following 27-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.754 |
3.721 |
3.588 |
|
| R3 |
3.686 |
3.653 |
3.570 |
|
| R2 |
3.618 |
3.618 |
3.563 |
|
| R1 |
3.585 |
3.585 |
3.557 |
3.602 |
| PP |
3.550 |
3.550 |
3.550 |
3.559 |
| S1 |
3.517 |
3.517 |
3.545 |
3.534 |
| S2 |
3.482 |
3.482 |
3.539 |
|
| S3 |
3.414 |
3.449 |
3.532 |
|
| S4 |
3.346 |
3.381 |
3.514 |
|
|
| 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 |
3.625 |
3.501 |
0.124 |
3.5% |
0.083 |
2.3% |
40% |
False |
False |
41,140 |
| 10 |
3.752 |
3.501 |
0.251 |
7.1% |
0.087 |
2.4% |
20% |
False |
False |
38,787 |
| 20 |
3.896 |
3.501 |
0.395 |
11.1% |
0.087 |
2.5% |
13% |
False |
False |
36,016 |
| 40 |
4.090 |
3.501 |
0.589 |
16.6% |
0.092 |
2.6% |
8% |
False |
False |
29,524 |
| 60 |
4.090 |
3.501 |
0.589 |
16.6% |
0.087 |
2.5% |
8% |
False |
False |
25,091 |
| 80 |
4.090 |
3.501 |
0.589 |
16.6% |
0.088 |
2.5% |
8% |
False |
False |
23,017 |
| 100 |
4.090 |
3.501 |
0.589 |
16.6% |
0.091 |
2.6% |
8% |
False |
False |
21,409 |
| 120 |
4.090 |
3.501 |
0.589 |
16.6% |
0.093 |
2.6% |
8% |
False |
False |
19,757 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.873 |
|
2.618 |
3.762 |
|
1.618 |
3.694 |
|
1.000 |
3.652 |
|
0.618 |
3.626 |
|
HIGH |
3.584 |
|
0.618 |
3.558 |
|
0.500 |
3.550 |
|
0.382 |
3.542 |
|
LOW |
3.516 |
|
0.618 |
3.474 |
|
1.000 |
3.448 |
|
1.618 |
3.406 |
|
2.618 |
3.338 |
|
4.250 |
3.227 |
|
|
| Fisher Pivots for day following 27-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
3.551 |
3.563 |
| PP |
3.550 |
3.559 |
| S1 |
3.550 |
3.555 |
|