NYMEX Natural Gas Future January 2024
| Trading Metrics calculated at close of trading on 24-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2023 |
24-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
3.500 |
3.524 |
0.024 |
0.7% |
3.751 |
| High |
3.541 |
3.588 |
0.047 |
1.3% |
3.784 |
| Low |
3.461 |
3.498 |
0.037 |
1.1% |
3.501 |
| Close |
3.512 |
3.564 |
0.052 |
1.5% |
3.508 |
| Range |
0.080 |
0.090 |
0.010 |
12.5% |
0.283 |
| ATR |
0.109 |
0.108 |
-0.001 |
-1.3% |
0.000 |
| Volume |
38,077 |
46,682 |
8,605 |
22.6% |
266,085 |
|
| Daily Pivots for day following 24-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.820 |
3.782 |
3.614 |
|
| R3 |
3.730 |
3.692 |
3.589 |
|
| R2 |
3.640 |
3.640 |
3.581 |
|
| R1 |
3.602 |
3.602 |
3.572 |
3.621 |
| PP |
3.550 |
3.550 |
3.550 |
3.560 |
| S1 |
3.512 |
3.512 |
3.556 |
3.531 |
| S2 |
3.460 |
3.460 |
3.548 |
|
| S3 |
3.370 |
3.422 |
3.539 |
|
| S4 |
3.280 |
3.332 |
3.515 |
|
|
| 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 |
8.8% |
0.103 |
2.9% |
33% |
False |
False |
47,036 |
| 10 |
3.947 |
3.461 |
0.486 |
13.6% |
0.110 |
3.1% |
21% |
False |
False |
56,884 |
| 20 |
3.975 |
3.461 |
0.514 |
14.4% |
0.111 |
3.1% |
20% |
False |
False |
54,610 |
| 40 |
3.975 |
3.461 |
0.514 |
14.4% |
0.100 |
2.8% |
20% |
False |
False |
45,385 |
| 60 |
4.090 |
3.461 |
0.629 |
17.6% |
0.099 |
2.8% |
16% |
False |
False |
37,622 |
| 80 |
4.090 |
3.461 |
0.629 |
17.6% |
0.093 |
2.6% |
16% |
False |
False |
32,128 |
| 100 |
4.090 |
3.461 |
0.629 |
17.6% |
0.093 |
2.6% |
16% |
False |
False |
29,082 |
| 120 |
4.090 |
3.461 |
0.629 |
17.6% |
0.094 |
2.6% |
16% |
False |
False |
26,767 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.971 |
|
2.618 |
3.824 |
|
1.618 |
3.734 |
|
1.000 |
3.678 |
|
0.618 |
3.644 |
|
HIGH |
3.588 |
|
0.618 |
3.554 |
|
0.500 |
3.543 |
|
0.382 |
3.532 |
|
LOW |
3.498 |
|
0.618 |
3.442 |
|
1.000 |
3.408 |
|
1.618 |
3.352 |
|
2.618 |
3.262 |
|
4.250 |
3.116 |
|
|
| Fisher Pivots for day following 24-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
3.557 |
3.551 |
| PP |
3.550 |
3.538 |
| S1 |
3.543 |
3.525 |
|