NYMEX Natural Gas Future January 2024
| Trading Metrics calculated at close of trading on 29-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2023 |
29-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
3.553 |
3.597 |
0.044 |
1.2% |
3.575 |
| High |
3.605 |
3.632 |
0.027 |
0.7% |
3.632 |
| Low |
3.534 |
3.512 |
-0.022 |
-0.6% |
3.501 |
| Close |
3.593 |
3.565 |
-0.028 |
-0.8% |
3.565 |
| Range |
0.071 |
0.120 |
0.049 |
69.0% |
0.131 |
| ATR |
0.088 |
0.090 |
0.002 |
2.6% |
0.000 |
| Volume |
32,260 |
31,267 |
-993 |
-3.1% |
200,088 |
|
| Daily Pivots for day following 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.930 |
3.867 |
3.631 |
|
| R3 |
3.810 |
3.747 |
3.598 |
|
| R2 |
3.690 |
3.690 |
3.587 |
|
| R1 |
3.627 |
3.627 |
3.576 |
3.599 |
| PP |
3.570 |
3.570 |
3.570 |
3.555 |
| S1 |
3.507 |
3.507 |
3.554 |
3.479 |
| S2 |
3.450 |
3.450 |
3.543 |
|
| S3 |
3.330 |
3.387 |
3.532 |
|
| S4 |
3.210 |
3.267 |
3.499 |
|
|
| Weekly Pivots for week ending 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.959 |
3.893 |
3.637 |
|
| R3 |
3.828 |
3.762 |
3.601 |
|
| R2 |
3.697 |
3.697 |
3.589 |
|
| R1 |
3.631 |
3.631 |
3.577 |
3.599 |
| PP |
3.566 |
3.566 |
3.566 |
3.550 |
| S1 |
3.500 |
3.500 |
3.553 |
3.468 |
| S2 |
3.435 |
3.435 |
3.541 |
|
| S3 |
3.304 |
3.369 |
3.529 |
|
| S4 |
3.173 |
3.238 |
3.493 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.632 |
3.501 |
0.131 |
3.7% |
0.092 |
2.6% |
49% |
True |
False |
40,017 |
| 10 |
3.665 |
3.501 |
0.164 |
4.6% |
0.086 |
2.4% |
39% |
False |
False |
38,472 |
| 20 |
3.876 |
3.501 |
0.375 |
10.5% |
0.084 |
2.4% |
17% |
False |
False |
36,173 |
| 40 |
4.090 |
3.501 |
0.589 |
16.5% |
0.094 |
2.6% |
11% |
False |
False |
30,124 |
| 60 |
4.090 |
3.501 |
0.589 |
16.5% |
0.088 |
2.5% |
11% |
False |
False |
25,761 |
| 80 |
4.090 |
3.501 |
0.589 |
16.5% |
0.088 |
2.5% |
11% |
False |
False |
23,448 |
| 100 |
4.090 |
3.501 |
0.589 |
16.5% |
0.091 |
2.6% |
11% |
False |
False |
21,832 |
| 120 |
4.090 |
3.501 |
0.589 |
16.5% |
0.093 |
2.6% |
11% |
False |
False |
20,068 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.142 |
|
2.618 |
3.946 |
|
1.618 |
3.826 |
|
1.000 |
3.752 |
|
0.618 |
3.706 |
|
HIGH |
3.632 |
|
0.618 |
3.586 |
|
0.500 |
3.572 |
|
0.382 |
3.558 |
|
LOW |
3.512 |
|
0.618 |
3.438 |
|
1.000 |
3.392 |
|
1.618 |
3.318 |
|
2.618 |
3.198 |
|
4.250 |
3.002 |
|
|
| Fisher Pivots for day following 29-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
3.572 |
3.572 |
| PP |
3.570 |
3.570 |
| S1 |
3.567 |
3.567 |
|