NYMEX Natural Gas Future September 2023
| Trading Metrics calculated at close of trading on 06-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2023 |
06-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
3.924 |
3.687 |
-0.237 |
-6.0% |
4.061 |
| High |
3.940 |
3.707 |
-0.233 |
-5.9% |
4.061 |
| Low |
3.638 |
3.524 |
-0.114 |
-3.1% |
3.524 |
| Close |
3.657 |
3.630 |
-0.027 |
-0.7% |
3.630 |
| Range |
0.302 |
0.183 |
-0.119 |
-39.4% |
0.537 |
| ATR |
0.230 |
0.227 |
-0.003 |
-1.5% |
0.000 |
| Volume |
15,132 |
10,002 |
-5,130 |
-33.9% |
45,414 |
|
| Daily Pivots for day following 06-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.169 |
4.083 |
3.731 |
|
| R3 |
3.986 |
3.900 |
3.680 |
|
| R2 |
3.803 |
3.803 |
3.664 |
|
| R1 |
3.717 |
3.717 |
3.647 |
3.669 |
| PP |
3.620 |
3.620 |
3.620 |
3.596 |
| S1 |
3.534 |
3.534 |
3.613 |
3.486 |
| S2 |
3.437 |
3.437 |
3.596 |
|
| S3 |
3.254 |
3.351 |
3.580 |
|
| S4 |
3.071 |
3.168 |
3.529 |
|
|
| Weekly Pivots for week ending 06-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.349 |
5.027 |
3.925 |
|
| R3 |
4.812 |
4.490 |
3.778 |
|
| R2 |
4.275 |
4.275 |
3.728 |
|
| R1 |
3.953 |
3.953 |
3.679 |
3.846 |
| PP |
3.738 |
3.738 |
3.738 |
3.685 |
| S1 |
3.416 |
3.416 |
3.581 |
3.309 |
| S2 |
3.201 |
3.201 |
3.532 |
|
| S3 |
2.664 |
2.879 |
3.482 |
|
| S4 |
2.127 |
2.342 |
3.335 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.171 |
3.524 |
0.647 |
17.8% |
0.208 |
5.7% |
16% |
False |
True |
9,779 |
| 10 |
4.813 |
3.524 |
1.289 |
35.5% |
0.226 |
6.2% |
8% |
False |
True |
7,229 |
| 20 |
5.393 |
3.524 |
1.869 |
51.5% |
0.221 |
6.1% |
6% |
False |
True |
7,306 |
| 40 |
5.396 |
3.524 |
1.872 |
51.6% |
0.204 |
5.6% |
6% |
False |
True |
6,303 |
| 60 |
5.396 |
3.524 |
1.872 |
51.6% |
0.194 |
5.3% |
6% |
False |
True |
5,613 |
| 80 |
5.887 |
3.524 |
2.363 |
65.1% |
0.188 |
5.2% |
4% |
False |
True |
5,099 |
| 100 |
5.925 |
3.524 |
2.401 |
66.1% |
0.187 |
5.1% |
4% |
False |
True |
4,533 |
| 120 |
5.925 |
3.524 |
2.401 |
66.1% |
0.184 |
5.1% |
4% |
False |
True |
4,119 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.485 |
|
2.618 |
4.186 |
|
1.618 |
4.003 |
|
1.000 |
3.890 |
|
0.618 |
3.820 |
|
HIGH |
3.707 |
|
0.618 |
3.637 |
|
0.500 |
3.616 |
|
0.382 |
3.594 |
|
LOW |
3.524 |
|
0.618 |
3.411 |
|
1.000 |
3.341 |
|
1.618 |
3.228 |
|
2.618 |
3.045 |
|
4.250 |
2.746 |
|
|
| Fisher Pivots for day following 06-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
3.625 |
3.737 |
| PP |
3.620 |
3.701 |
| S1 |
3.616 |
3.666 |
|