NYMEX Natural Gas Future January 2024
| Trading Metrics calculated at close of trading on 20-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2023 |
20-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
3.631 |
3.597 |
-0.034 |
-0.9% |
3.695 |
| High |
3.665 |
3.626 |
-0.039 |
-1.1% |
3.752 |
| Low |
3.605 |
3.540 |
-0.065 |
-1.8% |
3.581 |
| Close |
3.616 |
3.563 |
-0.053 |
-1.5% |
3.595 |
| Range |
0.060 |
0.086 |
0.026 |
43.3% |
0.171 |
| ATR |
0.092 |
0.091 |
0.000 |
-0.5% |
0.000 |
| Volume |
42,255 |
38,702 |
-3,553 |
-8.4% |
200,568 |
|
| Daily Pivots for day following 20-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.834 |
3.785 |
3.610 |
|
| R3 |
3.748 |
3.699 |
3.587 |
|
| R2 |
3.662 |
3.662 |
3.579 |
|
| R1 |
3.613 |
3.613 |
3.571 |
3.595 |
| PP |
3.576 |
3.576 |
3.576 |
3.567 |
| S1 |
3.527 |
3.527 |
3.555 |
3.509 |
| S2 |
3.490 |
3.490 |
3.547 |
|
| S3 |
3.404 |
3.441 |
3.539 |
|
| S4 |
3.318 |
3.355 |
3.516 |
|
|
| 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 |
3.540 |
0.212 |
6.0% |
0.090 |
2.5% |
11% |
False |
True |
36,433 |
| 10 |
3.752 |
3.540 |
0.212 |
6.0% |
0.081 |
2.3% |
11% |
False |
True |
37,632 |
| 20 |
3.974 |
3.540 |
0.434 |
12.2% |
0.097 |
2.7% |
5% |
False |
True |
32,223 |
| 40 |
4.090 |
3.540 |
0.550 |
15.4% |
0.093 |
2.6% |
4% |
False |
True |
26,557 |
| 60 |
4.090 |
3.540 |
0.550 |
15.4% |
0.088 |
2.5% |
4% |
False |
True |
22,856 |
| 80 |
4.090 |
3.540 |
0.550 |
15.4% |
0.089 |
2.5% |
4% |
False |
True |
21,497 |
| 100 |
4.090 |
3.540 |
0.550 |
15.4% |
0.092 |
2.6% |
4% |
False |
True |
20,010 |
| 120 |
4.090 |
3.540 |
0.550 |
15.4% |
0.094 |
2.6% |
4% |
False |
True |
18,456 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.992 |
|
2.618 |
3.851 |
|
1.618 |
3.765 |
|
1.000 |
3.712 |
|
0.618 |
3.679 |
|
HIGH |
3.626 |
|
0.618 |
3.593 |
|
0.500 |
3.583 |
|
0.382 |
3.573 |
|
LOW |
3.540 |
|
0.618 |
3.487 |
|
1.000 |
3.454 |
|
1.618 |
3.401 |
|
2.618 |
3.315 |
|
4.250 |
3.175 |
|
|
| Fisher Pivots for day following 20-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
3.583 |
3.603 |
| PP |
3.576 |
3.589 |
| S1 |
3.570 |
3.576 |
|