NYMEX Natural Gas Future January 2024
| Trading Metrics calculated at close of trading on 01-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2023 |
01-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
3.844 |
3.816 |
-0.028 |
-0.7% |
3.940 |
| High |
3.896 |
3.876 |
-0.020 |
-0.5% |
3.974 |
| Low |
3.783 |
3.768 |
-0.015 |
-0.4% |
3.706 |
| Close |
3.835 |
3.785 |
-0.050 |
-1.3% |
3.785 |
| Range |
0.113 |
0.108 |
-0.005 |
-4.4% |
0.268 |
| ATR |
0.103 |
0.103 |
0.000 |
0.4% |
0.000 |
| Volume |
28,871 |
24,723 |
-4,148 |
-14.4% |
152,156 |
|
| Daily Pivots for day following 01-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.134 |
4.067 |
3.844 |
|
| R3 |
4.026 |
3.959 |
3.815 |
|
| R2 |
3.918 |
3.918 |
3.805 |
|
| R1 |
3.851 |
3.851 |
3.795 |
3.831 |
| PP |
3.810 |
3.810 |
3.810 |
3.799 |
| S1 |
3.743 |
3.743 |
3.775 |
3.723 |
| S2 |
3.702 |
3.702 |
3.765 |
|
| S3 |
3.594 |
3.635 |
3.755 |
|
| S4 |
3.486 |
3.527 |
3.726 |
|
|
| Weekly Pivots for week ending 01-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.626 |
4.473 |
3.932 |
|
| R3 |
4.358 |
4.205 |
3.859 |
|
| R2 |
4.090 |
4.090 |
3.834 |
|
| R1 |
3.937 |
3.937 |
3.810 |
3.880 |
| PP |
3.822 |
3.822 |
3.822 |
3.793 |
| S1 |
3.669 |
3.669 |
3.760 |
3.612 |
| S2 |
3.554 |
3.554 |
3.736 |
|
| S3 |
3.286 |
3.401 |
3.711 |
|
| S4 |
3.018 |
3.133 |
3.638 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.974 |
3.706 |
0.268 |
7.1% |
0.131 |
3.5% |
29% |
False |
False |
30,431 |
| 10 |
3.974 |
3.706 |
0.268 |
7.1% |
0.115 |
3.0% |
29% |
False |
False |
25,156 |
| 20 |
4.090 |
3.706 |
0.384 |
10.1% |
0.106 |
2.8% |
21% |
False |
False |
24,634 |
| 40 |
4.090 |
3.655 |
0.435 |
11.5% |
0.089 |
2.4% |
30% |
False |
False |
20,849 |
| 60 |
4.090 |
3.621 |
0.469 |
12.4% |
0.090 |
2.4% |
35% |
False |
False |
19,275 |
| 80 |
4.090 |
3.570 |
0.520 |
13.7% |
0.094 |
2.5% |
41% |
False |
False |
18,405 |
| 100 |
4.090 |
3.570 |
0.520 |
13.7% |
0.095 |
2.5% |
41% |
False |
False |
16,942 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.335 |
|
2.618 |
4.159 |
|
1.618 |
4.051 |
|
1.000 |
3.984 |
|
0.618 |
3.943 |
|
HIGH |
3.876 |
|
0.618 |
3.835 |
|
0.500 |
3.822 |
|
0.382 |
3.809 |
|
LOW |
3.768 |
|
0.618 |
3.701 |
|
1.000 |
3.660 |
|
1.618 |
3.593 |
|
2.618 |
3.485 |
|
4.250 |
3.309 |
|
|
| Fisher Pivots for day following 01-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
3.822 |
3.801 |
| PP |
3.810 |
3.796 |
| S1 |
3.797 |
3.790 |
|