NYMEX Natural Gas Future January 2024
Trading Metrics calculated at close of trading on 23-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2023 |
23-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
3.570 |
3.500 |
-0.070 |
-2.0% |
3.751 |
High |
3.582 |
3.541 |
-0.041 |
-1.1% |
3.784 |
Low |
3.501 |
3.461 |
-0.040 |
-1.1% |
3.501 |
Close |
3.508 |
3.512 |
0.004 |
0.1% |
3.508 |
Range |
0.081 |
0.080 |
-0.001 |
-1.2% |
0.283 |
ATR |
0.111 |
0.109 |
-0.002 |
-2.0% |
0.000 |
Volume |
55,552 |
38,077 |
-17,475 |
-31.5% |
266,085 |
|
Daily Pivots for day following 23-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.745 |
3.708 |
3.556 |
|
R3 |
3.665 |
3.628 |
3.534 |
|
R2 |
3.585 |
3.585 |
3.527 |
|
R1 |
3.548 |
3.548 |
3.519 |
3.567 |
PP |
3.505 |
3.505 |
3.505 |
3.514 |
S1 |
3.468 |
3.468 |
3.505 |
3.487 |
S2 |
3.425 |
3.425 |
3.497 |
|
S3 |
3.345 |
3.388 |
3.490 |
|
S4 |
3.265 |
3.308 |
3.468 |
|
|
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 |
3.776 |
3.461 |
0.315 |
9.0% |
0.105 |
3.0% |
16% |
False |
True |
47,244 |
10 |
3.947 |
3.461 |
0.486 |
13.8% |
0.110 |
3.1% |
10% |
False |
True |
60,760 |
20 |
3.975 |
3.461 |
0.514 |
14.6% |
0.113 |
3.2% |
10% |
False |
True |
55,627 |
40 |
3.975 |
3.461 |
0.514 |
14.6% |
0.102 |
2.9% |
10% |
False |
True |
44,886 |
60 |
4.090 |
3.461 |
0.629 |
17.9% |
0.099 |
2.8% |
8% |
False |
True |
37,141 |
80 |
4.090 |
3.461 |
0.629 |
17.9% |
0.093 |
2.7% |
8% |
False |
True |
31,721 |
100 |
4.090 |
3.461 |
0.629 |
17.9% |
0.093 |
2.6% |
8% |
False |
True |
28,814 |
120 |
4.090 |
3.461 |
0.629 |
17.9% |
0.094 |
2.7% |
8% |
False |
True |
26,484 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.881 |
2.618 |
3.750 |
1.618 |
3.670 |
1.000 |
3.621 |
0.618 |
3.590 |
HIGH |
3.541 |
0.618 |
3.510 |
0.500 |
3.501 |
0.382 |
3.492 |
LOW |
3.461 |
0.618 |
3.412 |
1.000 |
3.381 |
1.618 |
3.332 |
2.618 |
3.252 |
4.250 |
3.121 |
|
|
Fisher Pivots for day following 23-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
3.508 |
3.600 |
PP |
3.505 |
3.571 |
S1 |
3.501 |
3.541 |
|