NYMEX Natural Gas Future September 2023
| Trading Metrics calculated at close of trading on 04-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2022 |
04-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
3.162 |
3.214 |
0.052 |
1.6% |
3.160 |
| High |
3.192 |
3.214 |
0.022 |
0.7% |
3.218 |
| Low |
3.161 |
3.166 |
0.005 |
0.2% |
3.090 |
| Close |
3.186 |
3.178 |
-0.008 |
-0.3% |
3.134 |
| Range |
0.031 |
0.048 |
0.017 |
54.8% |
0.128 |
| ATR |
0.056 |
0.056 |
-0.001 |
-1.1% |
0.000 |
| Volume |
252 |
383 |
131 |
52.0% |
1,428 |
|
| Daily Pivots for day following 04-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.330 |
3.302 |
3.204 |
|
| R3 |
3.282 |
3.254 |
3.191 |
|
| R2 |
3.234 |
3.234 |
3.187 |
|
| R1 |
3.206 |
3.206 |
3.182 |
3.196 |
| PP |
3.186 |
3.186 |
3.186 |
3.181 |
| S1 |
3.158 |
3.158 |
3.174 |
3.148 |
| S2 |
3.138 |
3.138 |
3.169 |
|
| S3 |
3.090 |
3.110 |
3.165 |
|
| S4 |
3.042 |
3.062 |
3.152 |
|
|
| Weekly Pivots for week ending 31-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.531 |
3.461 |
3.204 |
|
| R3 |
3.403 |
3.333 |
3.169 |
|
| R2 |
3.275 |
3.275 |
3.157 |
|
| R1 |
3.205 |
3.205 |
3.146 |
3.176 |
| PP |
3.147 |
3.147 |
3.147 |
3.133 |
| S1 |
3.077 |
3.077 |
3.122 |
3.048 |
| S2 |
3.019 |
3.019 |
3.111 |
|
| S3 |
2.891 |
2.949 |
3.099 |
|
| S4 |
2.763 |
2.821 |
3.064 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.218 |
3.090 |
0.128 |
4.0% |
0.052 |
1.6% |
69% |
False |
False |
293 |
| 10 |
3.218 |
3.090 |
0.128 |
4.0% |
0.047 |
1.5% |
69% |
False |
False |
254 |
| 20 |
3.249 |
3.090 |
0.159 |
5.0% |
0.049 |
1.5% |
55% |
False |
False |
243 |
| 40 |
3.344 |
3.090 |
0.254 |
8.0% |
0.049 |
1.5% |
35% |
False |
False |
305 |
| 60 |
3.395 |
3.090 |
0.305 |
9.6% |
0.044 |
1.4% |
29% |
False |
False |
289 |
| 80 |
3.395 |
3.000 |
0.395 |
12.4% |
0.040 |
1.2% |
45% |
False |
False |
246 |
| 100 |
3.395 |
2.818 |
0.577 |
18.2% |
0.034 |
1.1% |
62% |
False |
False |
209 |
| 120 |
3.395 |
2.643 |
0.752 |
23.7% |
0.029 |
0.9% |
71% |
False |
False |
208 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.418 |
|
2.618 |
3.340 |
|
1.618 |
3.292 |
|
1.000 |
3.262 |
|
0.618 |
3.244 |
|
HIGH |
3.214 |
|
0.618 |
3.196 |
|
0.500 |
3.190 |
|
0.382 |
3.184 |
|
LOW |
3.166 |
|
0.618 |
3.136 |
|
1.000 |
3.118 |
|
1.618 |
3.088 |
|
2.618 |
3.040 |
|
4.250 |
2.962 |
|
|
| Fisher Pivots for day following 04-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3.190 |
3.174 |
| PP |
3.186 |
3.171 |
| S1 |
3.182 |
3.167 |
|