NYMEX Natural Gas Future January 2024
| Trading Metrics calculated at close of trading on 15-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2023 |
15-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
3.681 |
3.666 |
-0.015 |
-0.4% |
3.695 |
| High |
3.752 |
3.678 |
-0.074 |
-2.0% |
3.752 |
| Low |
3.651 |
3.581 |
-0.070 |
-1.9% |
3.581 |
| Close |
3.668 |
3.595 |
-0.073 |
-2.0% |
3.595 |
| Range |
0.101 |
0.097 |
-0.004 |
-4.0% |
0.171 |
| ATR |
0.093 |
0.093 |
0.000 |
0.3% |
0.000 |
| Volume |
38,588 |
28,087 |
-10,501 |
-27.2% |
200,568 |
|
| Daily Pivots for day following 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.909 |
3.849 |
3.648 |
|
| R3 |
3.812 |
3.752 |
3.622 |
|
| R2 |
3.715 |
3.715 |
3.613 |
|
| R1 |
3.655 |
3.655 |
3.604 |
3.637 |
| PP |
3.618 |
3.618 |
3.618 |
3.609 |
| S1 |
3.558 |
3.558 |
3.586 |
3.540 |
| S2 |
3.521 |
3.521 |
3.577 |
|
| S3 |
3.424 |
3.461 |
3.568 |
|
| S4 |
3.327 |
3.364 |
3.542 |
|
|
| Weekly Pivots for week ending 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.156 |
4.046 |
3.689 |
|
| R3 |
3.985 |
3.875 |
3.642 |
|
| R2 |
3.814 |
3.814 |
3.626 |
|
| R1 |
3.704 |
3.704 |
3.611 |
3.674 |
| PP |
3.643 |
3.643 |
3.643 |
3.627 |
| S1 |
3.533 |
3.533 |
3.579 |
3.503 |
| S2 |
3.472 |
3.472 |
3.564 |
|
| S3 |
3.301 |
3.362 |
3.548 |
|
| S4 |
3.130 |
3.191 |
3.501 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.752 |
3.581 |
0.171 |
4.8% |
0.082 |
2.3% |
8% |
False |
True |
40,113 |
| 10 |
3.876 |
3.581 |
0.295 |
8.2% |
0.082 |
2.3% |
5% |
False |
True |
33,874 |
| 20 |
3.974 |
3.581 |
0.393 |
10.9% |
0.098 |
2.7% |
4% |
False |
True |
29,029 |
| 40 |
4.090 |
3.581 |
0.509 |
14.2% |
0.091 |
2.5% |
3% |
False |
True |
24,808 |
| 60 |
4.090 |
3.581 |
0.509 |
14.2% |
0.088 |
2.5% |
3% |
False |
True |
21,781 |
| 80 |
4.090 |
3.570 |
0.520 |
14.5% |
0.090 |
2.5% |
5% |
False |
False |
20,447 |
| 100 |
4.090 |
3.570 |
0.520 |
14.5% |
0.092 |
2.5% |
5% |
False |
False |
19,132 |
| 120 |
4.090 |
3.570 |
0.520 |
14.5% |
0.094 |
2.6% |
5% |
False |
False |
17,691 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.090 |
|
2.618 |
3.932 |
|
1.618 |
3.835 |
|
1.000 |
3.775 |
|
0.618 |
3.738 |
|
HIGH |
3.678 |
|
0.618 |
3.641 |
|
0.500 |
3.630 |
|
0.382 |
3.618 |
|
LOW |
3.581 |
|
0.618 |
3.521 |
|
1.000 |
3.484 |
|
1.618 |
3.424 |
|
2.618 |
3.327 |
|
4.250 |
3.169 |
|
|
| Fisher Pivots for day following 15-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
3.630 |
3.667 |
| PP |
3.618 |
3.643 |
| S1 |
3.607 |
3.619 |
|