NYMEX Natural Gas Future January 2024
| Trading Metrics calculated at close of trading on 18-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2023 |
18-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
3.666 |
3.575 |
-0.091 |
-2.5% |
3.695 |
| High |
3.678 |
3.650 |
-0.028 |
-0.8% |
3.752 |
| Low |
3.581 |
3.542 |
-0.039 |
-1.1% |
3.581 |
| Close |
3.595 |
3.639 |
0.044 |
1.2% |
3.595 |
| Range |
0.097 |
0.108 |
0.011 |
11.3% |
0.171 |
| ATR |
0.093 |
0.094 |
0.001 |
1.1% |
0.000 |
| Volume |
28,087 |
34,536 |
6,449 |
23.0% |
200,568 |
|
| Daily Pivots for day following 18-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.934 |
3.895 |
3.698 |
|
| R3 |
3.826 |
3.787 |
3.669 |
|
| R2 |
3.718 |
3.718 |
3.659 |
|
| R1 |
3.679 |
3.679 |
3.649 |
3.699 |
| PP |
3.610 |
3.610 |
3.610 |
3.620 |
| S1 |
3.571 |
3.571 |
3.629 |
3.591 |
| S2 |
3.502 |
3.502 |
3.619 |
|
| S3 |
3.394 |
3.463 |
3.609 |
|
| S4 |
3.286 |
3.355 |
3.580 |
|
|
| 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 |
3.542 |
0.210 |
5.8% |
0.094 |
2.6% |
46% |
False |
True |
40,429 |
| 10 |
3.754 |
3.542 |
0.212 |
5.8% |
0.082 |
2.2% |
46% |
False |
True |
34,855 |
| 20 |
3.974 |
3.542 |
0.432 |
11.9% |
0.099 |
2.7% |
22% |
False |
True |
30,006 |
| 40 |
4.090 |
3.542 |
0.548 |
15.1% |
0.093 |
2.5% |
18% |
False |
True |
25,341 |
| 60 |
4.090 |
3.542 |
0.548 |
15.1% |
0.089 |
2.4% |
18% |
False |
True |
22,108 |
| 80 |
4.090 |
3.542 |
0.548 |
15.1% |
0.090 |
2.5% |
18% |
False |
True |
20,738 |
| 100 |
4.090 |
3.542 |
0.548 |
15.1% |
0.092 |
2.5% |
18% |
False |
True |
19,401 |
| 120 |
4.090 |
3.542 |
0.548 |
15.1% |
0.094 |
2.6% |
18% |
False |
True |
17,925 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.109 |
|
2.618 |
3.933 |
|
1.618 |
3.825 |
|
1.000 |
3.758 |
|
0.618 |
3.717 |
|
HIGH |
3.650 |
|
0.618 |
3.609 |
|
0.500 |
3.596 |
|
0.382 |
3.583 |
|
LOW |
3.542 |
|
0.618 |
3.475 |
|
1.000 |
3.434 |
|
1.618 |
3.367 |
|
2.618 |
3.259 |
|
4.250 |
3.083 |
|
|
| Fisher Pivots for day following 18-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
3.625 |
3.647 |
| PP |
3.610 |
3.644 |
| S1 |
3.596 |
3.642 |
|