NYMEX Natural Gas Future January 2024
| Trading Metrics calculated at close of trading on 25-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2023 |
25-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
3.532 |
3.575 |
0.043 |
1.2% |
3.575 |
| High |
3.582 |
3.625 |
0.043 |
1.2% |
3.665 |
| Low |
3.521 |
3.548 |
0.027 |
0.8% |
3.516 |
| Close |
3.555 |
3.612 |
0.057 |
1.6% |
3.555 |
| Range |
0.061 |
0.077 |
0.016 |
26.2% |
0.149 |
| ATR |
0.089 |
0.088 |
-0.001 |
-1.0% |
0.000 |
| Volume |
31,395 |
32,085 |
690 |
2.2% |
184,634 |
|
| Daily Pivots for day following 25-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.826 |
3.796 |
3.654 |
|
| R3 |
3.749 |
3.719 |
3.633 |
|
| R2 |
3.672 |
3.672 |
3.626 |
|
| R1 |
3.642 |
3.642 |
3.619 |
3.657 |
| PP |
3.595 |
3.595 |
3.595 |
3.603 |
| S1 |
3.565 |
3.565 |
3.605 |
3.580 |
| S2 |
3.518 |
3.518 |
3.598 |
|
| S3 |
3.441 |
3.488 |
3.591 |
|
| S4 |
3.364 |
3.411 |
3.570 |
|
|
| Weekly Pivots for week ending 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.026 |
3.939 |
3.637 |
|
| R3 |
3.877 |
3.790 |
3.596 |
|
| R2 |
3.728 |
3.728 |
3.582 |
|
| R1 |
3.641 |
3.641 |
3.569 |
3.610 |
| PP |
3.579 |
3.579 |
3.579 |
3.563 |
| S1 |
3.492 |
3.492 |
3.541 |
3.461 |
| S2 |
3.430 |
3.430 |
3.528 |
|
| S3 |
3.281 |
3.343 |
3.514 |
|
| S4 |
3.132 |
3.194 |
3.473 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.665 |
3.516 |
0.149 |
4.1% |
0.074 |
2.0% |
64% |
False |
False |
36,436 |
| 10 |
3.752 |
3.516 |
0.236 |
6.5% |
0.084 |
2.3% |
41% |
False |
False |
38,433 |
| 20 |
3.974 |
3.516 |
0.458 |
12.7% |
0.092 |
2.5% |
21% |
False |
False |
34,144 |
| 40 |
4.090 |
3.516 |
0.574 |
15.9% |
0.092 |
2.5% |
17% |
False |
False |
27,898 |
| 60 |
4.090 |
3.516 |
0.574 |
15.9% |
0.087 |
2.4% |
17% |
False |
False |
23,753 |
| 80 |
4.090 |
3.516 |
0.574 |
15.9% |
0.088 |
2.4% |
17% |
False |
False |
22,111 |
| 100 |
4.090 |
3.516 |
0.574 |
15.9% |
0.091 |
2.5% |
17% |
False |
False |
20,655 |
| 120 |
4.090 |
3.516 |
0.574 |
15.9% |
0.093 |
2.6% |
17% |
False |
False |
19,043 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.952 |
|
2.618 |
3.827 |
|
1.618 |
3.750 |
|
1.000 |
3.702 |
|
0.618 |
3.673 |
|
HIGH |
3.625 |
|
0.618 |
3.596 |
|
0.500 |
3.587 |
|
0.382 |
3.577 |
|
LOW |
3.548 |
|
0.618 |
3.500 |
|
1.000 |
3.471 |
|
1.618 |
3.423 |
|
2.618 |
3.346 |
|
4.250 |
3.221 |
|
|
| Fisher Pivots for day following 25-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
3.604 |
3.598 |
| PP |
3.595 |
3.584 |
| S1 |
3.587 |
3.571 |
|