NYMEX Natural Gas Future January 2024
| Trading Metrics calculated at close of trading on 25-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2023 |
25-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
3.524 |
3.569 |
0.045 |
1.3% |
3.751 |
| High |
3.588 |
3.650 |
0.062 |
1.7% |
3.784 |
| Low |
3.498 |
3.559 |
0.061 |
1.7% |
3.501 |
| Close |
3.564 |
3.620 |
0.056 |
1.6% |
3.508 |
| Range |
0.090 |
0.091 |
0.001 |
1.1% |
0.283 |
| ATR |
0.108 |
0.107 |
-0.001 |
-1.1% |
0.000 |
| Volume |
46,682 |
34,468 |
-12,214 |
-26.2% |
266,085 |
|
| Daily Pivots for day following 25-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.883 |
3.842 |
3.670 |
|
| R3 |
3.792 |
3.751 |
3.645 |
|
| R2 |
3.701 |
3.701 |
3.637 |
|
| R1 |
3.660 |
3.660 |
3.628 |
3.681 |
| PP |
3.610 |
3.610 |
3.610 |
3.620 |
| S1 |
3.569 |
3.569 |
3.612 |
3.590 |
| S2 |
3.519 |
3.519 |
3.603 |
|
| S3 |
3.428 |
3.478 |
3.595 |
|
| S4 |
3.337 |
3.387 |
3.570 |
|
|
| 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 |
3.739 |
3.461 |
0.278 |
7.7% |
0.103 |
2.8% |
57% |
False |
False |
46,355 |
| 10 |
3.927 |
3.461 |
0.466 |
12.9% |
0.101 |
2.8% |
34% |
False |
False |
51,164 |
| 20 |
3.975 |
3.461 |
0.514 |
14.2% |
0.112 |
3.1% |
31% |
False |
False |
54,461 |
| 40 |
3.975 |
3.461 |
0.514 |
14.2% |
0.100 |
2.8% |
31% |
False |
False |
45,238 |
| 60 |
4.090 |
3.461 |
0.629 |
17.4% |
0.099 |
2.7% |
25% |
False |
False |
37,836 |
| 80 |
4.090 |
3.461 |
0.629 |
17.4% |
0.093 |
2.6% |
25% |
False |
False |
32,434 |
| 100 |
4.090 |
3.461 |
0.629 |
17.4% |
0.093 |
2.6% |
25% |
False |
False |
29,306 |
| 120 |
4.090 |
3.461 |
0.629 |
17.4% |
0.094 |
2.6% |
25% |
False |
False |
26,918 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.037 |
|
2.618 |
3.888 |
|
1.618 |
3.797 |
|
1.000 |
3.741 |
|
0.618 |
3.706 |
|
HIGH |
3.650 |
|
0.618 |
3.615 |
|
0.500 |
3.605 |
|
0.382 |
3.594 |
|
LOW |
3.559 |
|
0.618 |
3.503 |
|
1.000 |
3.468 |
|
1.618 |
3.412 |
|
2.618 |
3.321 |
|
4.250 |
3.172 |
|
|
| Fisher Pivots for day following 25-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
3.615 |
3.599 |
| PP |
3.610 |
3.577 |
| S1 |
3.605 |
3.556 |
|