NYMEX Natural Gas Future March 2022
| Trading Metrics calculated at close of trading on 11-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2022 |
11-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
3.910 |
3.868 |
-0.042 |
-1.1% |
3.554 |
| High |
3.966 |
3.980 |
0.014 |
0.4% |
3.803 |
| Low |
3.764 |
3.787 |
0.023 |
0.6% |
3.500 |
| Close |
3.834 |
3.968 |
0.134 |
3.5% |
3.726 |
| Range |
0.202 |
0.193 |
-0.009 |
-4.5% |
0.303 |
| ATR |
0.224 |
0.222 |
-0.002 |
-1.0% |
0.000 |
| Volume |
89,082 |
76,678 |
-12,404 |
-13.9% |
270,251 |
|
| Daily Pivots for day following 11-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.491 |
4.422 |
4.074 |
|
| R3 |
4.298 |
4.229 |
4.021 |
|
| R2 |
4.105 |
4.105 |
4.003 |
|
| R1 |
4.036 |
4.036 |
3.986 |
4.071 |
| PP |
3.912 |
3.912 |
3.912 |
3.929 |
| S1 |
3.843 |
3.843 |
3.950 |
3.878 |
| S2 |
3.719 |
3.719 |
3.933 |
|
| S3 |
3.526 |
3.650 |
3.915 |
|
| S4 |
3.333 |
3.457 |
3.862 |
|
|
| Weekly Pivots for week ending 07-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.585 |
4.459 |
3.893 |
|
| R3 |
4.282 |
4.156 |
3.809 |
|
| R2 |
3.979 |
3.979 |
3.782 |
|
| R1 |
3.853 |
3.853 |
3.754 |
3.916 |
| PP |
3.676 |
3.676 |
3.676 |
3.708 |
| S1 |
3.550 |
3.550 |
3.698 |
3.613 |
| S2 |
3.373 |
3.373 |
3.670 |
|
| S3 |
3.070 |
3.247 |
3.643 |
|
| S4 |
2.767 |
2.944 |
3.559 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.980 |
3.591 |
0.389 |
9.8% |
0.158 |
4.0% |
97% |
True |
False |
65,377 |
| 10 |
3.980 |
3.416 |
0.564 |
14.2% |
0.200 |
5.0% |
98% |
True |
False |
60,306 |
| 20 |
3.980 |
3.416 |
0.564 |
14.2% |
0.203 |
5.1% |
98% |
True |
False |
51,475 |
| 40 |
5.088 |
3.416 |
1.672 |
42.1% |
0.229 |
5.8% |
33% |
False |
False |
48,462 |
| 60 |
5.825 |
3.416 |
2.409 |
60.7% |
0.253 |
6.4% |
23% |
False |
False |
42,120 |
| 80 |
6.132 |
3.416 |
2.716 |
68.4% |
0.284 |
7.2% |
20% |
False |
False |
39,003 |
| 100 |
6.132 |
3.416 |
2.716 |
68.4% |
0.265 |
6.7% |
20% |
False |
False |
37,510 |
| 120 |
6.132 |
3.416 |
2.716 |
68.4% |
0.238 |
6.0% |
20% |
False |
False |
34,235 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.800 |
|
2.618 |
4.485 |
|
1.618 |
4.292 |
|
1.000 |
4.173 |
|
0.618 |
4.099 |
|
HIGH |
3.980 |
|
0.618 |
3.906 |
|
0.500 |
3.884 |
|
0.382 |
3.861 |
|
LOW |
3.787 |
|
0.618 |
3.668 |
|
1.000 |
3.594 |
|
1.618 |
3.475 |
|
2.618 |
3.282 |
|
4.250 |
2.967 |
|
|
| Fisher Pivots for day following 11-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3.940 |
3.919 |
| PP |
3.912 |
3.871 |
| S1 |
3.884 |
3.822 |
|