NYMEX Natural Gas Future January 2024
| Trading Metrics calculated at close of trading on 18-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2023 |
18-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
3.720 |
3.688 |
-0.032 |
-0.9% |
3.878 |
| High |
3.748 |
3.776 |
0.028 |
0.7% |
3.975 |
| Low |
3.651 |
3.683 |
0.032 |
0.9% |
3.762 |
| Close |
3.707 |
3.706 |
-0.001 |
0.0% |
3.823 |
| Range |
0.097 |
0.093 |
-0.004 |
-4.1% |
0.213 |
| ATR |
0.110 |
0.109 |
-0.001 |
-1.1% |
0.000 |
| Volume |
47,722 |
37,877 |
-9,845 |
-20.6% |
375,592 |
|
| Daily Pivots for day following 18-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.001 |
3.946 |
3.757 |
|
| R3 |
3.908 |
3.853 |
3.732 |
|
| R2 |
3.815 |
3.815 |
3.723 |
|
| R1 |
3.760 |
3.760 |
3.715 |
3.788 |
| PP |
3.722 |
3.722 |
3.722 |
3.735 |
| S1 |
3.667 |
3.667 |
3.697 |
3.695 |
| S2 |
3.629 |
3.629 |
3.689 |
|
| S3 |
3.536 |
3.574 |
3.680 |
|
| S4 |
3.443 |
3.481 |
3.655 |
|
|
| 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 |
3.927 |
3.651 |
0.276 |
7.4% |
0.098 |
2.7% |
20% |
False |
False |
55,974 |
| 10 |
3.975 |
3.575 |
0.400 |
10.8% |
0.127 |
3.4% |
33% |
False |
False |
69,316 |
| 20 |
3.975 |
3.477 |
0.498 |
13.4% |
0.107 |
2.9% |
46% |
False |
False |
53,157 |
| 40 |
3.975 |
3.477 |
0.498 |
13.4% |
0.102 |
2.8% |
46% |
False |
False |
42,690 |
| 60 |
4.090 |
3.477 |
0.613 |
16.5% |
0.098 |
2.6% |
37% |
False |
False |
35,424 |
| 80 |
4.090 |
3.477 |
0.613 |
16.5% |
0.093 |
2.5% |
37% |
False |
False |
30,431 |
| 100 |
4.090 |
3.477 |
0.613 |
16.5% |
0.093 |
2.5% |
37% |
False |
False |
27,829 |
| 120 |
4.090 |
3.477 |
0.613 |
16.5% |
0.094 |
2.5% |
37% |
False |
False |
25,534 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.171 |
|
2.618 |
4.019 |
|
1.618 |
3.926 |
|
1.000 |
3.869 |
|
0.618 |
3.833 |
|
HIGH |
3.776 |
|
0.618 |
3.740 |
|
0.500 |
3.730 |
|
0.382 |
3.719 |
|
LOW |
3.683 |
|
0.618 |
3.626 |
|
1.000 |
3.590 |
|
1.618 |
3.533 |
|
2.618 |
3.440 |
|
4.250 |
3.288 |
|
|
| Fisher Pivots for day following 18-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
3.730 |
3.718 |
| PP |
3.722 |
3.714 |
| S1 |
3.714 |
3.710 |
|