NYMEX Natural Gas Future September 2023
| Trading Metrics calculated at close of trading on 05-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2023 |
05-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
3.832 |
3.924 |
0.092 |
2.4% |
4.385 |
| High |
3.949 |
3.940 |
-0.009 |
-0.2% |
4.439 |
| Low |
3.777 |
3.638 |
-0.139 |
-3.7% |
4.058 |
| Close |
3.928 |
3.657 |
-0.271 |
-6.9% |
4.110 |
| Range |
0.172 |
0.302 |
0.130 |
75.6% |
0.381 |
| ATR |
0.225 |
0.230 |
0.006 |
2.5% |
0.000 |
| Volume |
8,884 |
15,132 |
6,248 |
70.3% |
15,587 |
|
| Daily Pivots for day following 05-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.651 |
4.456 |
3.823 |
|
| R3 |
4.349 |
4.154 |
3.740 |
|
| R2 |
4.047 |
4.047 |
3.712 |
|
| R1 |
3.852 |
3.852 |
3.685 |
3.799 |
| PP |
3.745 |
3.745 |
3.745 |
3.718 |
| S1 |
3.550 |
3.550 |
3.629 |
3.497 |
| S2 |
3.443 |
3.443 |
3.602 |
|
| S3 |
3.141 |
3.248 |
3.574 |
|
| S4 |
2.839 |
2.946 |
3.491 |
|
|
| Weekly Pivots for week ending 30-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.345 |
5.109 |
4.320 |
|
| R3 |
4.964 |
4.728 |
4.215 |
|
| R2 |
4.583 |
4.583 |
4.180 |
|
| R1 |
4.347 |
4.347 |
4.145 |
4.275 |
| PP |
4.202 |
4.202 |
4.202 |
4.166 |
| S1 |
3.966 |
3.966 |
4.075 |
3.894 |
| S2 |
3.821 |
3.821 |
4.040 |
|
| S3 |
3.440 |
3.585 |
4.005 |
|
| S4 |
3.059 |
3.204 |
3.900 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.228 |
3.638 |
0.590 |
16.1% |
0.204 |
5.6% |
3% |
False |
True |
8,697 |
| 10 |
4.813 |
3.638 |
1.175 |
32.1% |
0.220 |
6.0% |
2% |
False |
True |
6,760 |
| 20 |
5.393 |
3.638 |
1.755 |
48.0% |
0.222 |
6.1% |
1% |
False |
True |
7,165 |
| 40 |
5.396 |
3.638 |
1.758 |
48.1% |
0.205 |
5.6% |
1% |
False |
True |
6,266 |
| 60 |
5.396 |
3.638 |
1.758 |
48.1% |
0.193 |
5.3% |
1% |
False |
True |
5,509 |
| 80 |
5.887 |
3.638 |
2.249 |
61.5% |
0.187 |
5.1% |
1% |
False |
True |
4,998 |
| 100 |
5.925 |
3.638 |
2.287 |
62.5% |
0.187 |
5.1% |
1% |
False |
True |
4,449 |
| 120 |
5.925 |
3.638 |
2.287 |
62.5% |
0.183 |
5.0% |
1% |
False |
True |
4,046 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.224 |
|
2.618 |
4.731 |
|
1.618 |
4.429 |
|
1.000 |
4.242 |
|
0.618 |
4.127 |
|
HIGH |
3.940 |
|
0.618 |
3.825 |
|
0.500 |
3.789 |
|
0.382 |
3.753 |
|
LOW |
3.638 |
|
0.618 |
3.451 |
|
1.000 |
3.336 |
|
1.618 |
3.149 |
|
2.618 |
2.847 |
|
4.250 |
2.355 |
|
|
| Fisher Pivots for day following 05-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
3.789 |
3.850 |
| PP |
3.745 |
3.785 |
| S1 |
3.701 |
3.721 |
|