NYMEX Natural Gas Future January 2024
| Trading Metrics calculated at close of trading on 12-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2023 |
12-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
3.896 |
3.891 |
-0.005 |
-0.1% |
3.565 |
| High |
3.947 |
3.927 |
-0.020 |
-0.5% |
3.893 |
| Low |
3.762 |
3.820 |
0.058 |
1.5% |
3.477 |
| Close |
3.889 |
3.875 |
-0.014 |
-0.4% |
3.877 |
| Range |
0.185 |
0.107 |
-0.078 |
-42.2% |
0.416 |
| ATR |
0.110 |
0.110 |
0.000 |
-0.2% |
0.000 |
| Volume |
91,664 |
75,221 |
-16,443 |
-17.9% |
264,795 |
|
| Daily Pivots for day following 12-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.195 |
4.142 |
3.934 |
|
| R3 |
4.088 |
4.035 |
3.904 |
|
| R2 |
3.981 |
3.981 |
3.895 |
|
| R1 |
3.928 |
3.928 |
3.885 |
3.901 |
| PP |
3.874 |
3.874 |
3.874 |
3.861 |
| S1 |
3.821 |
3.821 |
3.865 |
3.794 |
| S2 |
3.767 |
3.767 |
3.855 |
|
| S3 |
3.660 |
3.714 |
3.846 |
|
| S4 |
3.553 |
3.607 |
3.816 |
|
|
| 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 |
3.756 |
0.219 |
5.7% |
0.134 |
3.5% |
54% |
False |
False |
84,571 |
| 10 |
3.975 |
3.477 |
0.498 |
12.9% |
0.127 |
3.3% |
80% |
False |
False |
62,053 |
| 20 |
3.975 |
3.477 |
0.498 |
12.9% |
0.105 |
2.7% |
80% |
False |
False |
50,104 |
| 40 |
3.978 |
3.477 |
0.501 |
12.9% |
0.100 |
2.6% |
79% |
False |
False |
39,128 |
| 60 |
4.090 |
3.477 |
0.613 |
15.8% |
0.096 |
2.5% |
65% |
False |
False |
33,108 |
| 80 |
4.090 |
3.477 |
0.613 |
15.8% |
0.093 |
2.4% |
65% |
False |
False |
28,708 |
| 100 |
4.090 |
3.477 |
0.613 |
15.8% |
0.093 |
2.4% |
65% |
False |
False |
26,248 |
| 120 |
4.090 |
3.477 |
0.613 |
15.8% |
0.094 |
2.4% |
65% |
False |
False |
24,125 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.382 |
|
2.618 |
4.207 |
|
1.618 |
4.100 |
|
1.000 |
4.034 |
|
0.618 |
3.993 |
|
HIGH |
3.927 |
|
0.618 |
3.886 |
|
0.500 |
3.874 |
|
0.382 |
3.861 |
|
LOW |
3.820 |
|
0.618 |
3.754 |
|
1.000 |
3.713 |
|
1.618 |
3.647 |
|
2.618 |
3.540 |
|
4.250 |
3.365 |
|
|
| Fisher Pivots for day following 12-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
3.875 |
3.868 |
| PP |
3.874 |
3.861 |
| S1 |
3.874 |
3.855 |
|