NYMEX Natural Gas Future January 2024
| Trading Metrics calculated at close of trading on 16-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2023 |
16-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
3.861 |
3.751 |
-0.110 |
-2.8% |
3.878 |
| High |
3.872 |
3.784 |
-0.088 |
-2.3% |
3.975 |
| Low |
3.774 |
3.687 |
-0.087 |
-2.3% |
3.762 |
| Close |
3.823 |
3.721 |
-0.102 |
-2.7% |
3.823 |
| Range |
0.098 |
0.097 |
-0.001 |
-1.0% |
0.213 |
| ATR |
0.110 |
0.111 |
0.002 |
1.7% |
0.000 |
| Volume |
51,116 |
67,938 |
16,822 |
32.9% |
375,592 |
|
| Daily Pivots for day following 16-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.022 |
3.968 |
3.774 |
|
| R3 |
3.925 |
3.871 |
3.748 |
|
| R2 |
3.828 |
3.828 |
3.739 |
|
| R1 |
3.774 |
3.774 |
3.730 |
3.753 |
| PP |
3.731 |
3.731 |
3.731 |
3.720 |
| S1 |
3.677 |
3.677 |
3.712 |
3.656 |
| S2 |
3.634 |
3.634 |
3.703 |
|
| S3 |
3.537 |
3.580 |
3.694 |
|
| S4 |
3.440 |
3.483 |
3.668 |
|
|
| Weekly Pivots for week ending 13-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.492 |
4.371 |
3.940 |
|
| R3 |
4.279 |
4.158 |
3.882 |
|
| R2 |
4.066 |
4.066 |
3.862 |
|
| R1 |
3.945 |
3.945 |
3.843 |
3.899 |
| PP |
3.853 |
3.853 |
3.853 |
3.831 |
| S1 |
3.732 |
3.732 |
3.803 |
3.686 |
| S2 |
3.640 |
3.640 |
3.784 |
|
| S3 |
3.427 |
3.519 |
3.764 |
|
| S4 |
3.214 |
3.306 |
3.706 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.947 |
3.687 |
0.260 |
7.0% |
0.116 |
3.1% |
13% |
False |
True |
74,276 |
| 10 |
3.975 |
3.477 |
0.498 |
13.4% |
0.127 |
3.4% |
49% |
False |
False |
67,454 |
| 20 |
3.975 |
3.477 |
0.498 |
13.4% |
0.105 |
2.8% |
49% |
False |
False |
52,925 |
| 40 |
3.975 |
3.477 |
0.498 |
13.4% |
0.102 |
2.7% |
49% |
False |
False |
41,465 |
| 60 |
4.090 |
3.477 |
0.613 |
16.5% |
0.097 |
2.6% |
40% |
False |
False |
34,536 |
| 80 |
4.090 |
3.477 |
0.613 |
16.5% |
0.093 |
2.5% |
40% |
False |
False |
29,812 |
| 100 |
4.090 |
3.477 |
0.613 |
16.5% |
0.093 |
2.5% |
40% |
False |
False |
27,175 |
| 120 |
4.090 |
3.477 |
0.613 |
16.5% |
0.094 |
2.5% |
40% |
False |
False |
24,988 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.196 |
|
2.618 |
4.038 |
|
1.618 |
3.941 |
|
1.000 |
3.881 |
|
0.618 |
3.844 |
|
HIGH |
3.784 |
|
0.618 |
3.747 |
|
0.500 |
3.736 |
|
0.382 |
3.724 |
|
LOW |
3.687 |
|
0.618 |
3.627 |
|
1.000 |
3.590 |
|
1.618 |
3.530 |
|
2.618 |
3.433 |
|
4.250 |
3.275 |
|
|
| Fisher Pivots for day following 16-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
3.736 |
3.807 |
| PP |
3.731 |
3.778 |
| S1 |
3.726 |
3.750 |
|