NYMEX Natural Gas Future January 2024
| Trading Metrics calculated at close of trading on 19-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2023 |
19-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
3.575 |
3.631 |
0.056 |
1.6% |
3.695 |
| High |
3.650 |
3.665 |
0.015 |
0.4% |
3.752 |
| Low |
3.542 |
3.605 |
0.063 |
1.8% |
3.581 |
| Close |
3.639 |
3.616 |
-0.023 |
-0.6% |
3.595 |
| Range |
0.108 |
0.060 |
-0.048 |
-44.4% |
0.171 |
| ATR |
0.094 |
0.092 |
-0.002 |
-2.6% |
0.000 |
| Volume |
34,536 |
42,255 |
7,719 |
22.4% |
200,568 |
|
| Daily Pivots for day following 19-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.809 |
3.772 |
3.649 |
|
| R3 |
3.749 |
3.712 |
3.633 |
|
| R2 |
3.689 |
3.689 |
3.627 |
|
| R1 |
3.652 |
3.652 |
3.622 |
3.641 |
| PP |
3.629 |
3.629 |
3.629 |
3.623 |
| S1 |
3.592 |
3.592 |
3.611 |
3.581 |
| S2 |
3.569 |
3.569 |
3.605 |
|
| S3 |
3.509 |
3.532 |
3.600 |
|
| S4 |
3.449 |
3.472 |
3.583 |
|
|
| 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% |
0.090 |
2.5% |
35% |
False |
False |
38,181 |
| 10 |
3.752 |
3.542 |
0.210 |
5.8% |
0.079 |
2.2% |
35% |
False |
False |
36,143 |
| 20 |
3.974 |
3.542 |
0.432 |
11.9% |
0.097 |
2.7% |
17% |
False |
False |
31,418 |
| 40 |
4.090 |
3.542 |
0.548 |
15.2% |
0.093 |
2.6% |
14% |
False |
False |
26,027 |
| 60 |
4.090 |
3.542 |
0.548 |
15.2% |
0.088 |
2.4% |
14% |
False |
False |
22,530 |
| 80 |
4.090 |
3.542 |
0.548 |
15.2% |
0.090 |
2.5% |
14% |
False |
False |
21,168 |
| 100 |
4.090 |
3.542 |
0.548 |
15.2% |
0.092 |
2.5% |
14% |
False |
False |
19,688 |
| 120 |
4.090 |
3.542 |
0.548 |
15.2% |
0.094 |
2.6% |
14% |
False |
False |
18,218 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.920 |
|
2.618 |
3.822 |
|
1.618 |
3.762 |
|
1.000 |
3.725 |
|
0.618 |
3.702 |
|
HIGH |
3.665 |
|
0.618 |
3.642 |
|
0.500 |
3.635 |
|
0.382 |
3.628 |
|
LOW |
3.605 |
|
0.618 |
3.568 |
|
1.000 |
3.545 |
|
1.618 |
3.508 |
|
2.618 |
3.448 |
|
4.250 |
3.350 |
|
|
| Fisher Pivots for day following 19-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
3.635 |
3.614 |
| PP |
3.629 |
3.612 |
| S1 |
3.622 |
3.610 |
|