NYMEX Natural Gas Future January 2024
| Trading Metrics calculated at close of trading on 02-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2023 |
02-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
3.597 |
3.565 |
-0.032 |
-0.9% |
3.575 |
| High |
3.632 |
3.566 |
-0.066 |
-1.8% |
3.632 |
| Low |
3.512 |
3.486 |
-0.026 |
-0.7% |
3.501 |
| Close |
3.565 |
3.492 |
-0.073 |
-2.0% |
3.565 |
| Range |
0.120 |
0.080 |
-0.040 |
-33.3% |
0.131 |
| ATR |
0.090 |
0.089 |
-0.001 |
-0.8% |
0.000 |
| Volume |
31,267 |
33,779 |
2,512 |
8.0% |
200,088 |
|
| Daily Pivots for day following 02-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.755 |
3.703 |
3.536 |
|
| R3 |
3.675 |
3.623 |
3.514 |
|
| R2 |
3.595 |
3.595 |
3.507 |
|
| R1 |
3.543 |
3.543 |
3.499 |
3.529 |
| PP |
3.515 |
3.515 |
3.515 |
3.508 |
| S1 |
3.463 |
3.463 |
3.485 |
3.449 |
| S2 |
3.435 |
3.435 |
3.477 |
|
| S3 |
3.355 |
3.383 |
3.470 |
|
| S4 |
3.275 |
3.303 |
3.448 |
|
|
| 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 |
3.486 |
0.146 |
4.2% |
0.092 |
2.6% |
4% |
False |
True |
40,356 |
| 10 |
3.665 |
3.486 |
0.179 |
5.1% |
0.083 |
2.4% |
3% |
False |
True |
38,396 |
| 20 |
3.754 |
3.486 |
0.268 |
7.7% |
0.082 |
2.4% |
2% |
False |
True |
36,626 |
| 40 |
4.090 |
3.486 |
0.604 |
17.3% |
0.094 |
2.7% |
1% |
False |
True |
30,630 |
| 60 |
4.090 |
3.486 |
0.604 |
17.3% |
0.087 |
2.5% |
1% |
False |
True |
26,108 |
| 80 |
4.090 |
3.486 |
0.604 |
17.3% |
0.088 |
2.5% |
1% |
False |
True |
23,613 |
| 100 |
4.090 |
3.486 |
0.604 |
17.3% |
0.091 |
2.6% |
1% |
False |
True |
22,049 |
| 120 |
4.090 |
3.486 |
0.604 |
17.3% |
0.093 |
2.7% |
1% |
False |
True |
20,223 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.906 |
|
2.618 |
3.775 |
|
1.618 |
3.695 |
|
1.000 |
3.646 |
|
0.618 |
3.615 |
|
HIGH |
3.566 |
|
0.618 |
3.535 |
|
0.500 |
3.526 |
|
0.382 |
3.517 |
|
LOW |
3.486 |
|
0.618 |
3.437 |
|
1.000 |
3.406 |
|
1.618 |
3.357 |
|
2.618 |
3.277 |
|
4.250 |
3.146 |
|
|
| Fisher Pivots for day following 02-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
3.526 |
3.559 |
| PP |
3.515 |
3.537 |
| S1 |
3.503 |
3.514 |
|