NYMEX Natural Gas Future January 2024
| Trading Metrics calculated at close of trading on 28-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2023 |
28-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
3.525 |
3.553 |
0.028 |
0.8% |
3.575 |
| High |
3.584 |
3.605 |
0.021 |
0.6% |
3.665 |
| Low |
3.516 |
3.534 |
0.018 |
0.5% |
3.516 |
| Close |
3.551 |
3.593 |
0.042 |
1.2% |
3.555 |
| Range |
0.068 |
0.071 |
0.003 |
4.4% |
0.149 |
| ATR |
0.089 |
0.088 |
-0.001 |
-1.4% |
0.000 |
| Volume |
37,457 |
32,260 |
-5,197 |
-13.9% |
184,634 |
|
| Daily Pivots for day following 28-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.790 |
3.763 |
3.632 |
|
| R3 |
3.719 |
3.692 |
3.613 |
|
| R2 |
3.648 |
3.648 |
3.606 |
|
| R1 |
3.621 |
3.621 |
3.600 |
3.635 |
| PP |
3.577 |
3.577 |
3.577 |
3.584 |
| S1 |
3.550 |
3.550 |
3.586 |
3.564 |
| S2 |
3.506 |
3.506 |
3.580 |
|
| S3 |
3.435 |
3.479 |
3.573 |
|
| S4 |
3.364 |
3.408 |
3.554 |
|
|
| 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 |
3.625 |
3.501 |
0.124 |
3.5% |
0.080 |
2.2% |
74% |
False |
False |
40,043 |
| 10 |
3.678 |
3.501 |
0.177 |
4.9% |
0.084 |
2.3% |
52% |
False |
False |
38,154 |
| 20 |
3.896 |
3.501 |
0.395 |
11.0% |
0.083 |
2.3% |
23% |
False |
False |
36,053 |
| 40 |
4.090 |
3.501 |
0.589 |
16.4% |
0.092 |
2.6% |
16% |
False |
False |
29,777 |
| 60 |
4.090 |
3.501 |
0.589 |
16.4% |
0.087 |
2.4% |
16% |
False |
False |
25,427 |
| 80 |
4.090 |
3.501 |
0.589 |
16.4% |
0.088 |
2.4% |
16% |
False |
False |
23,230 |
| 100 |
4.090 |
3.501 |
0.589 |
16.4% |
0.091 |
2.5% |
16% |
False |
False |
21,628 |
| 120 |
4.090 |
3.501 |
0.589 |
16.4% |
0.093 |
2.6% |
16% |
False |
False |
19,949 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.907 |
|
2.618 |
3.791 |
|
1.618 |
3.720 |
|
1.000 |
3.676 |
|
0.618 |
3.649 |
|
HIGH |
3.605 |
|
0.618 |
3.578 |
|
0.500 |
3.570 |
|
0.382 |
3.561 |
|
LOW |
3.534 |
|
0.618 |
3.490 |
|
1.000 |
3.463 |
|
1.618 |
3.419 |
|
2.618 |
3.348 |
|
4.250 |
3.232 |
|
|
| Fisher Pivots for day following 28-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
3.585 |
3.583 |
| PP |
3.577 |
3.573 |
| S1 |
3.570 |
3.563 |
|