NYMEX Natural Gas Future January 2024
| Trading Metrics calculated at close of trading on 21-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2023 |
21-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
3.115 |
3.047 |
-0.068 |
-2.2% |
3.313 |
| High |
3.134 |
3.084 |
-0.050 |
-1.6% |
3.465 |
| Low |
3.040 |
2.986 |
-0.054 |
-1.8% |
3.068 |
| Close |
3.050 |
2.993 |
-0.057 |
-1.9% |
3.131 |
| Range |
0.094 |
0.098 |
0.004 |
4.3% |
0.397 |
| ATR |
0.148 |
0.144 |
-0.004 |
-2.4% |
0.000 |
| Volume |
121,192 |
131,766 |
10,574 |
8.7% |
651,755 |
|
| Daily Pivots for day following 21-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.315 |
3.252 |
3.047 |
|
| R3 |
3.217 |
3.154 |
3.020 |
|
| R2 |
3.119 |
3.119 |
3.011 |
|
| R1 |
3.056 |
3.056 |
3.002 |
3.039 |
| PP |
3.021 |
3.021 |
3.021 |
3.012 |
| S1 |
2.958 |
2.958 |
2.984 |
2.941 |
| S2 |
2.923 |
2.923 |
2.975 |
|
| S3 |
2.825 |
2.860 |
2.966 |
|
| S4 |
2.727 |
2.762 |
2.939 |
|
|
| Weekly Pivots for week ending 17-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.412 |
4.169 |
3.349 |
|
| R3 |
4.015 |
3.772 |
3.240 |
|
| R2 |
3.618 |
3.618 |
3.204 |
|
| R1 |
3.375 |
3.375 |
3.167 |
3.298 |
| PP |
3.221 |
3.221 |
3.221 |
3.183 |
| S1 |
2.978 |
2.978 |
3.095 |
2.901 |
| S2 |
2.824 |
2.824 |
3.058 |
|
| S3 |
2.427 |
2.581 |
3.022 |
|
| S4 |
2.030 |
2.184 |
2.913 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.448 |
2.986 |
0.462 |
15.4% |
0.159 |
5.3% |
2% |
False |
True |
135,089 |
| 10 |
3.514 |
2.986 |
0.528 |
17.6% |
0.146 |
4.9% |
1% |
False |
True |
123,441 |
| 20 |
3.865 |
2.986 |
0.879 |
29.4% |
0.148 |
4.9% |
1% |
False |
True |
101,690 |
| 40 |
3.975 |
2.986 |
0.989 |
33.0% |
0.129 |
4.3% |
1% |
False |
True |
78,150 |
| 60 |
3.975 |
2.986 |
0.989 |
33.0% |
0.116 |
3.9% |
1% |
False |
True |
64,153 |
| 80 |
4.090 |
2.986 |
1.104 |
36.9% |
0.111 |
3.7% |
1% |
False |
True |
53,639 |
| 100 |
4.090 |
2.986 |
1.104 |
36.9% |
0.104 |
3.5% |
1% |
False |
True |
46,041 |
| 120 |
4.090 |
2.986 |
1.104 |
36.9% |
0.102 |
3.4% |
1% |
False |
True |
41,183 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.501 |
|
2.618 |
3.341 |
|
1.618 |
3.243 |
|
1.000 |
3.182 |
|
0.618 |
3.145 |
|
HIGH |
3.084 |
|
0.618 |
3.047 |
|
0.500 |
3.035 |
|
0.382 |
3.023 |
|
LOW |
2.986 |
|
0.618 |
2.925 |
|
1.000 |
2.888 |
|
1.618 |
2.827 |
|
2.618 |
2.729 |
|
4.250 |
2.570 |
|
|
| Fisher Pivots for day following 21-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
3.035 |
3.131 |
| PP |
3.021 |
3.085 |
| S1 |
3.007 |
3.039 |
|