NYMEX Natural Gas Future January 2024
| Trading Metrics calculated at close of trading on 27-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2023 |
27-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
3.646 |
3.741 |
0.095 |
2.6% |
3.500 |
| High |
3.769 |
3.861 |
0.092 |
2.4% |
3.861 |
| Low |
3.612 |
3.671 |
0.059 |
1.6% |
3.461 |
| Close |
3.707 |
3.718 |
0.011 |
0.3% |
3.718 |
| Range |
0.157 |
0.190 |
0.033 |
21.0% |
0.400 |
| ATR |
0.110 |
0.116 |
0.006 |
5.2% |
0.000 |
| Volume |
64,771 |
65,654 |
883 |
1.4% |
249,652 |
|
| Daily Pivots for day following 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.320 |
4.209 |
3.823 |
|
| R3 |
4.130 |
4.019 |
3.770 |
|
| R2 |
3.940 |
3.940 |
3.753 |
|
| R1 |
3.829 |
3.829 |
3.735 |
3.790 |
| PP |
3.750 |
3.750 |
3.750 |
3.730 |
| S1 |
3.639 |
3.639 |
3.701 |
3.600 |
| S2 |
3.560 |
3.560 |
3.683 |
|
| S3 |
3.370 |
3.449 |
3.666 |
|
| S4 |
3.180 |
3.259 |
3.614 |
|
|
| Weekly Pivots for week ending 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.880 |
4.699 |
3.938 |
|
| R3 |
4.480 |
4.299 |
3.828 |
|
| R2 |
4.080 |
4.080 |
3.791 |
|
| R1 |
3.899 |
3.899 |
3.755 |
3.990 |
| PP |
3.680 |
3.680 |
3.680 |
3.725 |
| S1 |
3.499 |
3.499 |
3.681 |
3.590 |
| S2 |
3.280 |
3.280 |
3.645 |
|
| S3 |
2.880 |
3.099 |
3.608 |
|
| S4 |
2.480 |
2.699 |
3.498 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.861 |
3.461 |
0.400 |
10.8% |
0.122 |
3.3% |
64% |
True |
False |
49,930 |
| 10 |
3.861 |
3.461 |
0.400 |
10.8% |
0.115 |
3.1% |
64% |
True |
False |
51,573 |
| 20 |
3.975 |
3.461 |
0.514 |
13.8% |
0.120 |
3.2% |
50% |
False |
False |
57,806 |
| 40 |
3.975 |
3.461 |
0.514 |
13.8% |
0.102 |
2.7% |
50% |
False |
False |
46,989 |
| 60 |
4.090 |
3.461 |
0.629 |
16.9% |
0.102 |
2.8% |
41% |
False |
False |
39,351 |
| 80 |
4.090 |
3.461 |
0.629 |
16.9% |
0.096 |
2.6% |
41% |
False |
False |
33,772 |
| 100 |
4.090 |
3.461 |
0.629 |
16.9% |
0.094 |
2.5% |
41% |
False |
False |
30,319 |
| 120 |
4.090 |
3.461 |
0.629 |
16.9% |
0.096 |
2.6% |
41% |
False |
False |
27,828 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.669 |
|
2.618 |
4.358 |
|
1.618 |
4.168 |
|
1.000 |
4.051 |
|
0.618 |
3.978 |
|
HIGH |
3.861 |
|
0.618 |
3.788 |
|
0.500 |
3.766 |
|
0.382 |
3.744 |
|
LOW |
3.671 |
|
0.618 |
3.554 |
|
1.000 |
3.481 |
|
1.618 |
3.364 |
|
2.618 |
3.174 |
|
4.250 |
2.864 |
|
|
| Fisher Pivots for day following 27-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
3.766 |
3.715 |
| PP |
3.750 |
3.713 |
| S1 |
3.734 |
3.710 |
|