NYMEX Natural Gas Future January 2024
| Trading Metrics calculated at close of trading on 20-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2023 |
20-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
3.725 |
3.570 |
-0.155 |
-4.2% |
3.751 |
| High |
3.739 |
3.582 |
-0.157 |
-4.2% |
3.784 |
| Low |
3.567 |
3.501 |
-0.066 |
-1.9% |
3.501 |
| Close |
3.576 |
3.508 |
-0.068 |
-1.9% |
3.508 |
| Range |
0.172 |
0.081 |
-0.091 |
-52.9% |
0.283 |
| ATR |
0.114 |
0.111 |
-0.002 |
-2.1% |
0.000 |
| Volume |
56,996 |
55,552 |
-1,444 |
-2.5% |
266,085 |
|
| Daily Pivots for day following 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.773 |
3.722 |
3.553 |
|
| R3 |
3.692 |
3.641 |
3.530 |
|
| R2 |
3.611 |
3.611 |
3.523 |
|
| R1 |
3.560 |
3.560 |
3.515 |
3.545 |
| PP |
3.530 |
3.530 |
3.530 |
3.523 |
| S1 |
3.479 |
3.479 |
3.501 |
3.464 |
| S2 |
3.449 |
3.449 |
3.493 |
|
| S3 |
3.368 |
3.398 |
3.486 |
|
| S4 |
3.287 |
3.317 |
3.463 |
|
|
| Weekly Pivots for week ending 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.447 |
4.260 |
3.664 |
|
| R3 |
4.164 |
3.977 |
3.586 |
|
| R2 |
3.881 |
3.881 |
3.560 |
|
| R1 |
3.694 |
3.694 |
3.534 |
3.646 |
| PP |
3.598 |
3.598 |
3.598 |
3.574 |
| S1 |
3.411 |
3.411 |
3.482 |
3.363 |
| S2 |
3.315 |
3.315 |
3.456 |
|
| S3 |
3.032 |
3.128 |
3.430 |
|
| S4 |
2.749 |
2.845 |
3.352 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.784 |
3.501 |
0.283 |
8.1% |
0.108 |
3.1% |
2% |
False |
True |
53,217 |
| 10 |
3.975 |
3.501 |
0.474 |
13.5% |
0.117 |
3.3% |
1% |
False |
True |
64,167 |
| 20 |
3.975 |
3.477 |
0.498 |
14.2% |
0.112 |
3.2% |
6% |
False |
False |
55,328 |
| 40 |
3.975 |
3.477 |
0.498 |
14.2% |
0.103 |
2.9% |
6% |
False |
False |
44,347 |
| 60 |
4.090 |
3.477 |
0.613 |
17.5% |
0.099 |
2.8% |
5% |
False |
False |
36,753 |
| 80 |
4.090 |
3.477 |
0.613 |
17.5% |
0.094 |
2.7% |
5% |
False |
False |
31,410 |
| 100 |
4.090 |
3.477 |
0.613 |
17.5% |
0.093 |
2.7% |
5% |
False |
False |
28,606 |
| 120 |
4.090 |
3.477 |
0.613 |
17.5% |
0.094 |
2.7% |
5% |
False |
False |
26,280 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.926 |
|
2.618 |
3.794 |
|
1.618 |
3.713 |
|
1.000 |
3.663 |
|
0.618 |
3.632 |
|
HIGH |
3.582 |
|
0.618 |
3.551 |
|
0.500 |
3.542 |
|
0.382 |
3.532 |
|
LOW |
3.501 |
|
0.618 |
3.451 |
|
1.000 |
3.420 |
|
1.618 |
3.370 |
|
2.618 |
3.289 |
|
4.250 |
3.157 |
|
|
| Fisher Pivots for day following 20-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
3.542 |
3.639 |
| PP |
3.530 |
3.595 |
| S1 |
3.519 |
3.552 |
|