NYMEX Natural Gas Future September 2023
| Trading Metrics calculated at close of trading on 27-Jan-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2022 |
27-Jan-2022 |
Change |
Change % |
Previous Week |
| Open |
3.271 |
3.333 |
0.062 |
1.9% |
3.281 |
| High |
3.340 |
3.354 |
0.014 |
0.4% |
3.281 |
| Low |
3.269 |
3.300 |
0.031 |
0.9% |
3.191 |
| Close |
3.332 |
3.354 |
0.022 |
0.7% |
3.222 |
| Range |
0.071 |
0.054 |
-0.017 |
-23.9% |
0.090 |
| ATR |
0.051 |
0.051 |
0.000 |
0.5% |
0.000 |
| Volume |
1,101 |
260 |
-841 |
-76.4% |
2,009 |
|
| Daily Pivots for day following 27-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.498 |
3.480 |
3.384 |
|
| R3 |
3.444 |
3.426 |
3.369 |
|
| R2 |
3.390 |
3.390 |
3.364 |
|
| R1 |
3.372 |
3.372 |
3.359 |
3.381 |
| PP |
3.336 |
3.336 |
3.336 |
3.341 |
| S1 |
3.318 |
3.318 |
3.349 |
3.327 |
| S2 |
3.282 |
3.282 |
3.344 |
|
| S3 |
3.228 |
3.264 |
3.339 |
|
| S4 |
3.174 |
3.210 |
3.324 |
|
|
| Weekly Pivots for week ending 21-Jan-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.501 |
3.452 |
3.272 |
|
| R3 |
3.411 |
3.362 |
3.247 |
|
| R2 |
3.321 |
3.321 |
3.239 |
|
| R1 |
3.272 |
3.272 |
3.230 |
3.252 |
| PP |
3.231 |
3.231 |
3.231 |
3.221 |
| S1 |
3.182 |
3.182 |
3.214 |
3.162 |
| S2 |
3.141 |
3.141 |
3.206 |
|
| S3 |
3.051 |
3.092 |
3.197 |
|
| S4 |
2.961 |
3.002 |
3.173 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.354 |
3.197 |
0.157 |
4.7% |
0.050 |
1.5% |
100% |
True |
False |
454 |
| 10 |
3.354 |
3.191 |
0.163 |
4.9% |
0.048 |
1.4% |
100% |
True |
False |
579 |
| 20 |
3.354 |
3.090 |
0.264 |
7.9% |
0.046 |
1.4% |
100% |
True |
False |
610 |
| 40 |
3.354 |
3.090 |
0.264 |
7.9% |
0.048 |
1.4% |
100% |
True |
False |
440 |
| 60 |
3.354 |
3.090 |
0.264 |
7.9% |
0.047 |
1.4% |
100% |
True |
False |
410 |
| 80 |
3.395 |
3.090 |
0.305 |
9.1% |
0.043 |
1.3% |
87% |
False |
False |
363 |
| 100 |
3.395 |
2.930 |
0.465 |
13.9% |
0.040 |
1.2% |
91% |
False |
False |
308 |
| 120 |
3.395 |
2.818 |
0.577 |
17.2% |
0.034 |
1.0% |
93% |
False |
False |
275 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.584 |
|
2.618 |
3.495 |
|
1.618 |
3.441 |
|
1.000 |
3.408 |
|
0.618 |
3.387 |
|
HIGH |
3.354 |
|
0.618 |
3.333 |
|
0.500 |
3.327 |
|
0.382 |
3.321 |
|
LOW |
3.300 |
|
0.618 |
3.267 |
|
1.000 |
3.246 |
|
1.618 |
3.213 |
|
2.618 |
3.159 |
|
4.250 |
3.071 |
|
|
| Fisher Pivots for day following 27-Jan-2022 |
| Pivot |
1 day |
3 day |
| R1 |
3.345 |
3.331 |
| PP |
3.336 |
3.307 |
| S1 |
3.327 |
3.284 |
|