NYMEX Natural Gas Future September 2023
| Trading Metrics calculated at close of trading on 12-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2023 |
12-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
3.544 |
3.589 |
0.045 |
1.3% |
4.061 |
| High |
3.654 |
3.761 |
0.107 |
2.9% |
4.061 |
| Low |
3.413 |
3.562 |
0.149 |
4.4% |
3.524 |
| Close |
3.601 |
3.616 |
0.015 |
0.4% |
3.630 |
| Range |
0.241 |
0.199 |
-0.042 |
-17.4% |
0.537 |
| ATR |
0.231 |
0.229 |
-0.002 |
-1.0% |
0.000 |
| Volume |
10,963 |
10,336 |
-627 |
-5.7% |
45,414 |
|
| Daily Pivots for day following 12-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.243 |
4.129 |
3.725 |
|
| R3 |
4.044 |
3.930 |
3.671 |
|
| R2 |
3.845 |
3.845 |
3.652 |
|
| R1 |
3.731 |
3.731 |
3.634 |
3.788 |
| PP |
3.646 |
3.646 |
3.646 |
3.675 |
| S1 |
3.532 |
3.532 |
3.598 |
3.589 |
| S2 |
3.447 |
3.447 |
3.580 |
|
| S3 |
3.248 |
3.333 |
3.561 |
|
| S4 |
3.049 |
3.134 |
3.507 |
|
|
| 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 |
3.867 |
3.413 |
0.454 |
12.6% |
0.214 |
5.9% |
45% |
False |
False |
11,432 |
| 10 |
4.228 |
3.413 |
0.815 |
22.5% |
0.209 |
5.8% |
25% |
False |
False |
10,065 |
| 20 |
5.393 |
3.413 |
1.980 |
54.8% |
0.223 |
6.2% |
10% |
False |
False |
7,865 |
| 40 |
5.396 |
3.413 |
1.983 |
54.8% |
0.203 |
5.6% |
10% |
False |
False |
6,918 |
| 60 |
5.396 |
3.413 |
1.983 |
54.8% |
0.201 |
5.6% |
10% |
False |
False |
6,171 |
| 80 |
5.500 |
3.413 |
2.087 |
57.7% |
0.186 |
5.1% |
10% |
False |
False |
5,536 |
| 100 |
5.925 |
3.413 |
2.512 |
69.5% |
0.189 |
5.2% |
8% |
False |
False |
4,934 |
| 120 |
5.925 |
3.413 |
2.512 |
69.5% |
0.186 |
5.1% |
8% |
False |
False |
4,456 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.607 |
|
2.618 |
4.282 |
|
1.618 |
4.083 |
|
1.000 |
3.960 |
|
0.618 |
3.884 |
|
HIGH |
3.761 |
|
0.618 |
3.685 |
|
0.500 |
3.662 |
|
0.382 |
3.638 |
|
LOW |
3.562 |
|
0.618 |
3.439 |
|
1.000 |
3.363 |
|
1.618 |
3.240 |
|
2.618 |
3.041 |
|
4.250 |
2.716 |
|
|
| Fisher Pivots for day following 12-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
3.662 |
3.607 |
| PP |
3.646 |
3.597 |
| S1 |
3.631 |
3.588 |
|