NYMEX Natural Gas Future January 2024
| Trading Metrics calculated at close of trading on 08-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2023 |
08-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
3.677 |
3.660 |
-0.017 |
-0.5% |
3.730 |
| High |
3.727 |
3.717 |
-0.010 |
-0.3% |
3.754 |
| Low |
3.648 |
3.652 |
0.004 |
0.1% |
3.645 |
| Close |
3.675 |
3.700 |
0.025 |
0.7% |
3.700 |
| Range |
0.079 |
0.065 |
-0.014 |
-17.7% |
0.109 |
| ATR |
0.100 |
0.098 |
-0.003 |
-2.5% |
0.000 |
| Volume |
28,670 |
31,597 |
2,927 |
10.2% |
113,451 |
|
| Daily Pivots for day following 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.885 |
3.857 |
3.736 |
|
| R3 |
3.820 |
3.792 |
3.718 |
|
| R2 |
3.755 |
3.755 |
3.712 |
|
| R1 |
3.727 |
3.727 |
3.706 |
3.741 |
| PP |
3.690 |
3.690 |
3.690 |
3.697 |
| S1 |
3.662 |
3.662 |
3.694 |
3.676 |
| S2 |
3.625 |
3.625 |
3.688 |
|
| S3 |
3.560 |
3.597 |
3.682 |
|
| S4 |
3.495 |
3.532 |
3.664 |
|
|
| Weekly Pivots for week ending 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.027 |
3.972 |
3.760 |
|
| R3 |
3.918 |
3.863 |
3.730 |
|
| R2 |
3.809 |
3.809 |
3.720 |
|
| R1 |
3.754 |
3.754 |
3.710 |
3.727 |
| PP |
3.700 |
3.700 |
3.700 |
3.686 |
| S1 |
3.645 |
3.645 |
3.690 |
3.618 |
| S2 |
3.591 |
3.591 |
3.680 |
|
| S3 |
3.482 |
3.536 |
3.670 |
|
| S4 |
3.373 |
3.427 |
3.640 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.876 |
3.645 |
0.231 |
6.2% |
0.081 |
2.2% |
24% |
False |
False |
27,634 |
| 10 |
3.974 |
3.645 |
0.329 |
8.9% |
0.108 |
2.9% |
17% |
False |
False |
28,212 |
| 20 |
4.090 |
3.645 |
0.445 |
12.0% |
0.096 |
2.6% |
12% |
False |
False |
24,433 |
| 40 |
4.090 |
3.645 |
0.445 |
12.0% |
0.090 |
2.4% |
12% |
False |
False |
21,938 |
| 60 |
4.090 |
3.645 |
0.445 |
12.0% |
0.090 |
2.4% |
12% |
False |
False |
20,134 |
| 80 |
4.090 |
3.570 |
0.520 |
14.1% |
0.092 |
2.5% |
25% |
False |
False |
18,877 |
| 100 |
4.090 |
3.570 |
0.520 |
14.1% |
0.093 |
2.5% |
25% |
False |
False |
17,595 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.993 |
|
2.618 |
3.887 |
|
1.618 |
3.822 |
|
1.000 |
3.782 |
|
0.618 |
3.757 |
|
HIGH |
3.717 |
|
0.618 |
3.692 |
|
0.500 |
3.685 |
|
0.382 |
3.677 |
|
LOW |
3.652 |
|
0.618 |
3.612 |
|
1.000 |
3.587 |
|
1.618 |
3.547 |
|
2.618 |
3.482 |
|
4.250 |
3.376 |
|
|
| Fisher Pivots for day following 08-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
3.695 |
3.695 |
| PP |
3.690 |
3.691 |
| S1 |
3.685 |
3.686 |
|