NYMEX Natural Gas Future January 2024
| Trading Metrics calculated at close of trading on 05-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2023 |
05-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
3.558 |
3.584 |
0.026 |
0.7% |
3.575 |
| High |
3.642 |
3.787 |
0.145 |
4.0% |
3.632 |
| Low |
3.554 |
3.575 |
0.021 |
0.6% |
3.501 |
| Close |
3.571 |
3.745 |
0.174 |
4.9% |
3.565 |
| Range |
0.088 |
0.212 |
0.124 |
140.9% |
0.131 |
| ATR |
0.090 |
0.099 |
0.009 |
10.0% |
0.000 |
| Volume |
39,208 |
65,651 |
26,443 |
67.4% |
200,088 |
|
| Daily Pivots for day following 05-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.338 |
4.254 |
3.862 |
|
| R3 |
4.126 |
4.042 |
3.803 |
|
| R2 |
3.914 |
3.914 |
3.784 |
|
| R1 |
3.830 |
3.830 |
3.764 |
3.872 |
| PP |
3.702 |
3.702 |
3.702 |
3.724 |
| S1 |
3.618 |
3.618 |
3.726 |
3.660 |
| S2 |
3.490 |
3.490 |
3.706 |
|
| S3 |
3.278 |
3.406 |
3.687 |
|
| S4 |
3.066 |
3.194 |
3.628 |
|
|
| 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 |
3.787 |
3.477 |
0.310 |
8.3% |
0.120 |
3.2% |
86% |
True |
False |
39,536 |
| 10 |
3.787 |
3.477 |
0.310 |
8.3% |
0.100 |
2.7% |
86% |
True |
False |
39,789 |
| 20 |
3.787 |
3.477 |
0.310 |
8.3% |
0.091 |
2.4% |
86% |
True |
False |
39,165 |
| 40 |
4.090 |
3.477 |
0.613 |
16.4% |
0.095 |
2.5% |
44% |
False |
False |
31,720 |
| 60 |
4.090 |
3.477 |
0.613 |
16.4% |
0.090 |
2.4% |
44% |
False |
False |
27,510 |
| 80 |
4.090 |
3.477 |
0.613 |
16.4% |
0.090 |
2.4% |
44% |
False |
False |
24,681 |
| 100 |
4.090 |
3.477 |
0.613 |
16.4% |
0.092 |
2.5% |
44% |
False |
False |
22,845 |
| 120 |
4.090 |
3.477 |
0.613 |
16.4% |
0.093 |
2.5% |
44% |
False |
False |
21,049 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.688 |
|
2.618 |
4.342 |
|
1.618 |
4.130 |
|
1.000 |
3.999 |
|
0.618 |
3.918 |
|
HIGH |
3.787 |
|
0.618 |
3.706 |
|
0.500 |
3.681 |
|
0.382 |
3.656 |
|
LOW |
3.575 |
|
0.618 |
3.444 |
|
1.000 |
3.363 |
|
1.618 |
3.232 |
|
2.618 |
3.020 |
|
4.250 |
2.674 |
|
|
| Fisher Pivots for day following 05-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
3.724 |
3.707 |
| PP |
3.702 |
3.670 |
| S1 |
3.681 |
3.632 |
|