NYMEX Natural Gas Future January 2024
| Trading Metrics calculated at close of trading on 12-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2023 |
12-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
3.695 |
3.689 |
-0.006 |
-0.2% |
3.730 |
| High |
3.702 |
3.740 |
0.038 |
1.0% |
3.754 |
| Low |
3.653 |
3.658 |
0.005 |
0.1% |
3.645 |
| Close |
3.674 |
3.707 |
0.033 |
0.9% |
3.700 |
| Range |
0.049 |
0.082 |
0.033 |
67.3% |
0.109 |
| ATR |
0.094 |
0.093 |
-0.001 |
-0.9% |
0.000 |
| Volume |
32,957 |
53,493 |
20,536 |
62.3% |
113,451 |
|
| Daily Pivots for day following 12-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.948 |
3.909 |
3.752 |
|
| R3 |
3.866 |
3.827 |
3.730 |
|
| R2 |
3.784 |
3.784 |
3.722 |
|
| R1 |
3.745 |
3.745 |
3.715 |
3.765 |
| PP |
3.702 |
3.702 |
3.702 |
3.711 |
| S1 |
3.663 |
3.663 |
3.699 |
3.683 |
| S2 |
3.620 |
3.620 |
3.692 |
|
| S3 |
3.538 |
3.581 |
3.684 |
|
| S4 |
3.456 |
3.499 |
3.662 |
|
|
| 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 |
3.740 |
3.645 |
0.095 |
2.6% |
0.069 |
1.9% |
65% |
True |
False |
34,105 |
| 10 |
3.896 |
3.645 |
0.251 |
6.8% |
0.092 |
2.5% |
25% |
False |
False |
32,535 |
| 20 |
4.090 |
3.645 |
0.445 |
12.0% |
0.095 |
2.6% |
14% |
False |
False |
26,202 |
| 40 |
4.090 |
3.645 |
0.445 |
12.0% |
0.090 |
2.4% |
14% |
False |
False |
23,388 |
| 60 |
4.090 |
3.645 |
0.445 |
12.0% |
0.089 |
2.4% |
14% |
False |
False |
20,800 |
| 80 |
4.090 |
3.570 |
0.520 |
14.0% |
0.091 |
2.5% |
26% |
False |
False |
19,652 |
| 100 |
4.090 |
3.570 |
0.520 |
14.0% |
0.092 |
2.5% |
26% |
False |
False |
18,217 |
| 120 |
4.090 |
3.570 |
0.520 |
14.0% |
0.094 |
2.5% |
26% |
False |
False |
17,002 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.089 |
|
2.618 |
3.955 |
|
1.618 |
3.873 |
|
1.000 |
3.822 |
|
0.618 |
3.791 |
|
HIGH |
3.740 |
|
0.618 |
3.709 |
|
0.500 |
3.699 |
|
0.382 |
3.689 |
|
LOW |
3.658 |
|
0.618 |
3.607 |
|
1.000 |
3.576 |
|
1.618 |
3.525 |
|
2.618 |
3.443 |
|
4.250 |
3.310 |
|
|
| Fisher Pivots for day following 12-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
3.704 |
3.703 |
| PP |
3.702 |
3.700 |
| S1 |
3.699 |
3.696 |
|