NYMEX Natural Gas Future September 2023
| Trading Metrics calculated at close of trading on 05-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2022 |
05-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
3.214 |
3.228 |
0.014 |
0.4% |
3.160 |
| High |
3.214 |
3.228 |
0.014 |
0.4% |
3.218 |
| Low |
3.166 |
3.189 |
0.023 |
0.7% |
3.090 |
| Close |
3.178 |
3.212 |
0.034 |
1.1% |
3.134 |
| Range |
0.048 |
0.039 |
-0.009 |
-18.8% |
0.128 |
| ATR |
0.056 |
0.055 |
0.000 |
-0.7% |
0.000 |
| Volume |
383 |
340 |
-43 |
-11.2% |
1,428 |
|
| Daily Pivots for day following 05-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.327 |
3.308 |
3.233 |
|
| R3 |
3.288 |
3.269 |
3.223 |
|
| R2 |
3.249 |
3.249 |
3.219 |
|
| R1 |
3.230 |
3.230 |
3.216 |
3.220 |
| PP |
3.210 |
3.210 |
3.210 |
3.205 |
| S1 |
3.191 |
3.191 |
3.208 |
3.181 |
| S2 |
3.171 |
3.171 |
3.205 |
|
| S3 |
3.132 |
3.152 |
3.201 |
|
| S4 |
3.093 |
3.113 |
3.191 |
|
|
| 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 |
3.228 |
3.090 |
0.138 |
4.3% |
0.046 |
1.4% |
88% |
True |
False |
340 |
| 10 |
3.228 |
3.090 |
0.138 |
4.3% |
0.046 |
1.4% |
88% |
True |
False |
267 |
| 20 |
3.249 |
3.090 |
0.159 |
5.0% |
0.047 |
1.5% |
77% |
False |
False |
245 |
| 40 |
3.344 |
3.090 |
0.254 |
7.9% |
0.049 |
1.5% |
48% |
False |
False |
305 |
| 60 |
3.395 |
3.090 |
0.305 |
9.5% |
0.044 |
1.4% |
40% |
False |
False |
295 |
| 80 |
3.395 |
3.000 |
0.395 |
12.3% |
0.040 |
1.2% |
54% |
False |
False |
250 |
| 100 |
3.395 |
2.818 |
0.577 |
18.0% |
0.034 |
1.1% |
68% |
False |
False |
212 |
| 120 |
3.395 |
2.643 |
0.752 |
23.4% |
0.030 |
0.9% |
76% |
False |
False |
210 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.394 |
|
2.618 |
3.330 |
|
1.618 |
3.291 |
|
1.000 |
3.267 |
|
0.618 |
3.252 |
|
HIGH |
3.228 |
|
0.618 |
3.213 |
|
0.500 |
3.209 |
|
0.382 |
3.204 |
|
LOW |
3.189 |
|
0.618 |
3.165 |
|
1.000 |
3.150 |
|
1.618 |
3.126 |
|
2.618 |
3.087 |
|
4.250 |
3.023 |
|
|
| Fisher Pivots for day following 05-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3.211 |
3.206 |
| PP |
3.210 |
3.200 |
| S1 |
3.209 |
3.195 |
|