NYMEX Natural Gas Future January 2024
| Trading Metrics calculated at close of trading on 09-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2023 |
09-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
3.778 |
3.878 |
0.100 |
2.6% |
3.565 |
| High |
3.893 |
3.975 |
0.082 |
2.1% |
3.893 |
| Low |
3.756 |
3.827 |
0.071 |
1.9% |
3.477 |
| Close |
3.877 |
3.846 |
-0.031 |
-0.8% |
3.877 |
| Range |
0.137 |
0.148 |
0.011 |
8.0% |
0.416 |
| ATR |
0.102 |
0.106 |
0.003 |
3.2% |
0.000 |
| Volume |
98,382 |
72,147 |
-26,235 |
-26.7% |
264,795 |
|
| Daily Pivots for day following 09-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.327 |
4.234 |
3.927 |
|
| R3 |
4.179 |
4.086 |
3.887 |
|
| R2 |
4.031 |
4.031 |
3.873 |
|
| R1 |
3.938 |
3.938 |
3.860 |
3.911 |
| PP |
3.883 |
3.883 |
3.883 |
3.869 |
| S1 |
3.790 |
3.790 |
3.832 |
3.763 |
| S2 |
3.735 |
3.735 |
3.819 |
|
| S3 |
3.587 |
3.642 |
3.805 |
|
| S4 |
3.439 |
3.494 |
3.765 |
|
|
| 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 |
3.975 |
3.477 |
0.498 |
12.9% |
0.137 |
3.6% |
74% |
True |
False |
60,632 |
| 10 |
3.975 |
3.477 |
0.498 |
12.9% |
0.115 |
3.0% |
74% |
True |
False |
50,494 |
| 20 |
3.975 |
3.477 |
0.498 |
12.9% |
0.099 |
2.6% |
74% |
True |
False |
44,463 |
| 40 |
4.090 |
3.477 |
0.613 |
15.9% |
0.096 |
2.5% |
60% |
False |
False |
34,514 |
| 60 |
4.090 |
3.477 |
0.613 |
15.9% |
0.093 |
2.4% |
60% |
False |
False |
29,727 |
| 80 |
4.090 |
3.477 |
0.613 |
15.9% |
0.092 |
2.4% |
60% |
False |
False |
26,471 |
| 100 |
4.090 |
3.477 |
0.613 |
15.9% |
0.093 |
2.4% |
60% |
False |
False |
24,185 |
| 120 |
4.090 |
3.477 |
0.613 |
15.9% |
0.094 |
2.4% |
60% |
False |
False |
22,257 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.604 |
|
2.618 |
4.362 |
|
1.618 |
4.214 |
|
1.000 |
4.123 |
|
0.618 |
4.066 |
|
HIGH |
3.975 |
|
0.618 |
3.918 |
|
0.500 |
3.901 |
|
0.382 |
3.884 |
|
LOW |
3.827 |
|
0.618 |
3.736 |
|
1.000 |
3.679 |
|
1.618 |
3.588 |
|
2.618 |
3.440 |
|
4.250 |
3.198 |
|
|
| Fisher Pivots for day following 09-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
3.901 |
3.822 |
| PP |
3.883 |
3.799 |
| S1 |
3.864 |
3.775 |
|