NYMEX Natural Gas Future January 2024
| Trading Metrics calculated at close of trading on 06-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2023 |
06-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
3.730 |
3.699 |
-0.031 |
-0.8% |
3.940 |
| High |
3.754 |
3.716 |
-0.038 |
-1.0% |
3.974 |
| Low |
3.670 |
3.645 |
-0.025 |
-0.7% |
3.706 |
| Close |
3.706 |
3.677 |
-0.029 |
-0.8% |
3.785 |
| Range |
0.084 |
0.071 |
-0.013 |
-15.5% |
0.268 |
| ATR |
0.104 |
0.102 |
-0.002 |
-2.3% |
0.000 |
| Volume |
29,372 |
23,812 |
-5,560 |
-18.9% |
152,156 |
|
| Daily Pivots for day following 06-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.892 |
3.856 |
3.716 |
|
| R3 |
3.821 |
3.785 |
3.697 |
|
| R2 |
3.750 |
3.750 |
3.690 |
|
| R1 |
3.714 |
3.714 |
3.684 |
3.697 |
| PP |
3.679 |
3.679 |
3.679 |
3.671 |
| S1 |
3.643 |
3.643 |
3.670 |
3.626 |
| S2 |
3.608 |
3.608 |
3.664 |
|
| S3 |
3.537 |
3.572 |
3.657 |
|
| S4 |
3.466 |
3.501 |
3.638 |
|
|
| 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 |
3.896 |
3.645 |
0.251 |
6.8% |
0.105 |
2.9% |
13% |
False |
True |
27,658 |
| 10 |
3.974 |
3.645 |
0.329 |
8.9% |
0.114 |
3.1% |
10% |
False |
True |
26,815 |
| 20 |
4.090 |
3.645 |
0.445 |
12.1% |
0.103 |
2.8% |
7% |
False |
True |
25,137 |
| 40 |
4.090 |
3.645 |
0.445 |
12.1% |
0.090 |
2.4% |
7% |
False |
True |
21,347 |
| 60 |
4.090 |
3.621 |
0.469 |
12.8% |
0.090 |
2.5% |
12% |
False |
False |
19,597 |
| 80 |
4.090 |
3.570 |
0.520 |
14.1% |
0.094 |
2.6% |
21% |
False |
False |
18,675 |
| 100 |
4.090 |
3.570 |
0.520 |
14.1% |
0.094 |
2.6% |
21% |
False |
False |
17,273 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.018 |
|
2.618 |
3.902 |
|
1.618 |
3.831 |
|
1.000 |
3.787 |
|
0.618 |
3.760 |
|
HIGH |
3.716 |
|
0.618 |
3.689 |
|
0.500 |
3.681 |
|
0.382 |
3.672 |
|
LOW |
3.645 |
|
0.618 |
3.601 |
|
1.000 |
3.574 |
|
1.618 |
3.530 |
|
2.618 |
3.459 |
|
4.250 |
3.343 |
|
|
| Fisher Pivots for day following 06-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
3.681 |
3.761 |
| PP |
3.679 |
3.733 |
| S1 |
3.678 |
3.705 |
|