NYMEX Natural Gas Future January 2024
| Trading Metrics calculated at close of trading on 06-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2023 |
06-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
3.584 |
3.778 |
0.194 |
5.4% |
3.565 |
| High |
3.787 |
3.893 |
0.106 |
2.8% |
3.893 |
| Low |
3.575 |
3.756 |
0.181 |
5.1% |
3.477 |
| Close |
3.745 |
3.877 |
0.132 |
3.5% |
3.877 |
| Range |
0.212 |
0.137 |
-0.075 |
-35.4% |
0.416 |
| ATR |
0.099 |
0.102 |
0.004 |
3.5% |
0.000 |
| Volume |
65,651 |
98,382 |
32,731 |
49.9% |
264,795 |
|
| Daily Pivots for day following 06-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.253 |
4.202 |
3.952 |
|
| R3 |
4.116 |
4.065 |
3.915 |
|
| R2 |
3.979 |
3.979 |
3.902 |
|
| R1 |
3.928 |
3.928 |
3.890 |
3.954 |
| PP |
3.842 |
3.842 |
3.842 |
3.855 |
| S1 |
3.791 |
3.791 |
3.864 |
3.817 |
| S2 |
3.705 |
3.705 |
3.852 |
|
| S3 |
3.568 |
3.654 |
3.839 |
|
| S4 |
3.431 |
3.517 |
3.802 |
|
|
| Weekly Pivots for week ending 06-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.997 |
4.853 |
4.106 |
|
| R3 |
4.581 |
4.437 |
3.991 |
|
| R2 |
4.165 |
4.165 |
3.953 |
|
| R1 |
4.021 |
4.021 |
3.915 |
4.093 |
| PP |
3.749 |
3.749 |
3.749 |
3.785 |
| S1 |
3.605 |
3.605 |
3.839 |
3.677 |
| S2 |
3.333 |
3.333 |
3.801 |
|
| S3 |
2.917 |
3.189 |
3.763 |
|
| S4 |
2.501 |
2.773 |
3.648 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.893 |
3.477 |
0.416 |
10.7% |
0.124 |
3.2% |
96% |
True |
False |
52,959 |
| 10 |
3.893 |
3.477 |
0.416 |
10.7% |
0.108 |
2.8% |
96% |
True |
False |
46,488 |
| 20 |
3.893 |
3.477 |
0.416 |
10.7% |
0.094 |
2.4% |
96% |
True |
False |
42,504 |
| 40 |
4.090 |
3.477 |
0.613 |
15.8% |
0.095 |
2.5% |
65% |
False |
False |
33,468 |
| 60 |
4.090 |
3.477 |
0.613 |
15.8% |
0.091 |
2.4% |
65% |
False |
False |
28,793 |
| 80 |
4.090 |
3.477 |
0.613 |
15.8% |
0.091 |
2.4% |
65% |
False |
False |
25,726 |
| 100 |
4.090 |
3.477 |
0.613 |
15.8% |
0.093 |
2.4% |
65% |
False |
False |
23,603 |
| 120 |
4.090 |
3.477 |
0.613 |
15.8% |
0.093 |
2.4% |
65% |
False |
False |
21,747 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.475 |
|
2.618 |
4.252 |
|
1.618 |
4.115 |
|
1.000 |
4.030 |
|
0.618 |
3.978 |
|
HIGH |
3.893 |
|
0.618 |
3.841 |
|
0.500 |
3.825 |
|
0.382 |
3.808 |
|
LOW |
3.756 |
|
0.618 |
3.671 |
|
1.000 |
3.619 |
|
1.618 |
3.534 |
|
2.618 |
3.397 |
|
4.250 |
3.174 |
|
|
| Fisher Pivots for day following 06-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
3.860 |
3.826 |
| PP |
3.842 |
3.775 |
| S1 |
3.825 |
3.724 |
|