NYMEX Natural Gas Future January 2024
| Trading Metrics calculated at close of trading on 17-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2023 |
17-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
3.751 |
3.720 |
-0.031 |
-0.8% |
3.878 |
| High |
3.784 |
3.748 |
-0.036 |
-1.0% |
3.975 |
| Low |
3.687 |
3.651 |
-0.036 |
-1.0% |
3.762 |
| Close |
3.721 |
3.707 |
-0.014 |
-0.4% |
3.823 |
| Range |
0.097 |
0.097 |
0.000 |
0.0% |
0.213 |
| ATR |
0.111 |
0.110 |
-0.001 |
-0.9% |
0.000 |
| Volume |
67,938 |
47,722 |
-20,216 |
-29.8% |
375,592 |
|
| Daily Pivots for day following 17-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.993 |
3.947 |
3.760 |
|
| R3 |
3.896 |
3.850 |
3.734 |
|
| R2 |
3.799 |
3.799 |
3.725 |
|
| R1 |
3.753 |
3.753 |
3.716 |
3.728 |
| PP |
3.702 |
3.702 |
3.702 |
3.689 |
| S1 |
3.656 |
3.656 |
3.698 |
3.631 |
| S2 |
3.605 |
3.605 |
3.689 |
|
| S3 |
3.508 |
3.559 |
3.680 |
|
| S4 |
3.411 |
3.462 |
3.654 |
|
|
| 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 |
3.651 |
0.296 |
8.0% |
0.117 |
3.2% |
19% |
False |
True |
66,732 |
| 10 |
3.975 |
3.554 |
0.421 |
11.4% |
0.126 |
3.4% |
36% |
False |
False |
69,449 |
| 20 |
3.975 |
3.477 |
0.498 |
13.4% |
0.107 |
2.9% |
46% |
False |
False |
53,198 |
| 40 |
3.975 |
3.477 |
0.498 |
13.4% |
0.102 |
2.8% |
46% |
False |
False |
42,308 |
| 60 |
4.090 |
3.477 |
0.613 |
16.5% |
0.097 |
2.6% |
38% |
False |
False |
35,084 |
| 80 |
4.090 |
3.477 |
0.613 |
16.5% |
0.093 |
2.5% |
38% |
False |
False |
30,197 |
| 100 |
4.090 |
3.477 |
0.613 |
16.5% |
0.093 |
2.5% |
38% |
False |
False |
27,574 |
| 120 |
4.090 |
3.477 |
0.613 |
16.5% |
0.094 |
2.5% |
38% |
False |
False |
25,273 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.160 |
|
2.618 |
4.002 |
|
1.618 |
3.905 |
|
1.000 |
3.845 |
|
0.618 |
3.808 |
|
HIGH |
3.748 |
|
0.618 |
3.711 |
|
0.500 |
3.700 |
|
0.382 |
3.688 |
|
LOW |
3.651 |
|
0.618 |
3.591 |
|
1.000 |
3.554 |
|
1.618 |
3.494 |
|
2.618 |
3.397 |
|
4.250 |
3.239 |
|
|
| Fisher Pivots for day following 17-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
3.705 |
3.762 |
| PP |
3.702 |
3.743 |
| S1 |
3.700 |
3.725 |
|