NYMEX Natural Gas Future January 2024
| Trading Metrics calculated at close of trading on 07-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2023 |
07-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
3.699 |
3.677 |
-0.022 |
-0.6% |
3.940 |
| High |
3.716 |
3.727 |
0.011 |
0.3% |
3.974 |
| Low |
3.645 |
3.648 |
0.003 |
0.1% |
3.706 |
| Close |
3.677 |
3.675 |
-0.002 |
-0.1% |
3.785 |
| Range |
0.071 |
0.079 |
0.008 |
11.3% |
0.268 |
| ATR |
0.102 |
0.100 |
-0.002 |
-1.6% |
0.000 |
| Volume |
23,812 |
28,670 |
4,858 |
20.4% |
152,156 |
|
| Daily Pivots for day following 07-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.920 |
3.877 |
3.718 |
|
| R3 |
3.841 |
3.798 |
3.697 |
|
| R2 |
3.762 |
3.762 |
3.689 |
|
| R1 |
3.719 |
3.719 |
3.682 |
3.701 |
| PP |
3.683 |
3.683 |
3.683 |
3.675 |
| S1 |
3.640 |
3.640 |
3.668 |
3.622 |
| S2 |
3.604 |
3.604 |
3.661 |
|
| S3 |
3.525 |
3.561 |
3.653 |
|
| S4 |
3.446 |
3.482 |
3.632 |
|
|
| 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% |
0.091 |
2.5% |
12% |
False |
False |
27,089 |
| 10 |
3.974 |
3.645 |
0.329 |
9.0% |
0.114 |
3.1% |
9% |
False |
False |
27,864 |
| 20 |
4.090 |
3.645 |
0.445 |
12.1% |
0.099 |
2.7% |
7% |
False |
False |
24,275 |
| 40 |
4.090 |
3.645 |
0.445 |
12.1% |
0.090 |
2.4% |
7% |
False |
False |
21,683 |
| 60 |
4.090 |
3.645 |
0.445 |
12.1% |
0.090 |
2.5% |
7% |
False |
False |
19,853 |
| 80 |
4.090 |
3.570 |
0.520 |
14.1% |
0.093 |
2.5% |
20% |
False |
False |
18,765 |
| 100 |
4.090 |
3.570 |
0.520 |
14.1% |
0.094 |
2.5% |
20% |
False |
False |
17,426 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.063 |
|
2.618 |
3.934 |
|
1.618 |
3.855 |
|
1.000 |
3.806 |
|
0.618 |
3.776 |
|
HIGH |
3.727 |
|
0.618 |
3.697 |
|
0.500 |
3.688 |
|
0.382 |
3.678 |
|
LOW |
3.648 |
|
0.618 |
3.599 |
|
1.000 |
3.569 |
|
1.618 |
3.520 |
|
2.618 |
3.441 |
|
4.250 |
3.312 |
|
|
| Fisher Pivots for day following 07-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
3.688 |
3.700 |
| PP |
3.683 |
3.691 |
| S1 |
3.679 |
3.683 |
|