NYMEX Natural Gas Future January 2024
| Trading Metrics calculated at close of trading on 04-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2023 |
04-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
3.495 |
3.558 |
0.063 |
1.8% |
3.575 |
| High |
3.578 |
3.642 |
0.064 |
1.8% |
3.632 |
| Low |
3.477 |
3.554 |
0.077 |
2.2% |
3.501 |
| Close |
3.563 |
3.571 |
0.008 |
0.2% |
3.565 |
| Range |
0.101 |
0.088 |
-0.013 |
-12.9% |
0.131 |
| ATR |
0.090 |
0.090 |
0.000 |
-0.2% |
0.000 |
| Volume |
27,775 |
39,208 |
11,433 |
41.2% |
200,088 |
|
| Daily Pivots for day following 04-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.853 |
3.800 |
3.619 |
|
| R3 |
3.765 |
3.712 |
3.595 |
|
| R2 |
3.677 |
3.677 |
3.587 |
|
| R1 |
3.624 |
3.624 |
3.579 |
3.651 |
| PP |
3.589 |
3.589 |
3.589 |
3.602 |
| S1 |
3.536 |
3.536 |
3.563 |
3.563 |
| S2 |
3.501 |
3.501 |
3.555 |
|
| S3 |
3.413 |
3.448 |
3.547 |
|
| S4 |
3.325 |
3.360 |
3.523 |
|
|
| 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 |
3.642 |
3.477 |
0.165 |
4.6% |
0.092 |
2.6% |
57% |
True |
False |
32,857 |
| 10 |
3.642 |
3.477 |
0.165 |
4.6% |
0.087 |
2.4% |
57% |
True |
False |
36,999 |
| 20 |
3.752 |
3.477 |
0.275 |
7.7% |
0.084 |
2.4% |
34% |
False |
False |
37,315 |
| 40 |
4.090 |
3.477 |
0.613 |
17.2% |
0.094 |
2.6% |
15% |
False |
False |
31,226 |
| 60 |
4.090 |
3.477 |
0.613 |
17.2% |
0.088 |
2.5% |
15% |
False |
False |
26,670 |
| 80 |
4.090 |
3.477 |
0.613 |
17.2% |
0.089 |
2.5% |
15% |
False |
False |
24,027 |
| 100 |
4.090 |
3.477 |
0.613 |
17.2% |
0.092 |
2.6% |
15% |
False |
False |
22,403 |
| 120 |
4.090 |
3.477 |
0.613 |
17.2% |
0.093 |
2.6% |
15% |
False |
False |
20,613 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.016 |
|
2.618 |
3.872 |
|
1.618 |
3.784 |
|
1.000 |
3.730 |
|
0.618 |
3.696 |
|
HIGH |
3.642 |
|
0.618 |
3.608 |
|
0.500 |
3.598 |
|
0.382 |
3.588 |
|
LOW |
3.554 |
|
0.618 |
3.500 |
|
1.000 |
3.466 |
|
1.618 |
3.412 |
|
2.618 |
3.324 |
|
4.250 |
3.180 |
|
|
| Fisher Pivots for day following 04-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
3.598 |
3.567 |
| PP |
3.589 |
3.563 |
| S1 |
3.580 |
3.560 |
|