NYMEX Natural Gas Future January 2024
| Trading Metrics calculated at close of trading on 30-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2023 |
30-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
3.741 |
3.639 |
-0.102 |
-2.7% |
3.500 |
| High |
3.861 |
3.647 |
-0.214 |
-5.5% |
3.861 |
| Low |
3.671 |
3.563 |
-0.108 |
-2.9% |
3.461 |
| Close |
3.718 |
3.589 |
-0.129 |
-3.5% |
3.718 |
| Range |
0.190 |
0.084 |
-0.106 |
-55.8% |
0.400 |
| ATR |
0.116 |
0.119 |
0.003 |
2.4% |
0.000 |
| Volume |
65,654 |
56,265 |
-9,389 |
-14.3% |
249,652 |
|
| Daily Pivots for day following 30-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.852 |
3.804 |
3.635 |
|
| R3 |
3.768 |
3.720 |
3.612 |
|
| R2 |
3.684 |
3.684 |
3.604 |
|
| R1 |
3.636 |
3.636 |
3.597 |
3.618 |
| PP |
3.600 |
3.600 |
3.600 |
3.591 |
| S1 |
3.552 |
3.552 |
3.581 |
3.534 |
| S2 |
3.516 |
3.516 |
3.574 |
|
| S3 |
3.432 |
3.468 |
3.566 |
|
| S4 |
3.348 |
3.384 |
3.543 |
|
|
| 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 |
3.498 |
0.363 |
10.1% |
0.122 |
3.4% |
25% |
False |
False |
53,568 |
| 10 |
3.861 |
3.461 |
0.400 |
11.1% |
0.114 |
3.2% |
32% |
False |
False |
50,406 |
| 20 |
3.975 |
3.461 |
0.514 |
14.3% |
0.120 |
3.3% |
25% |
False |
False |
58,930 |
| 40 |
3.975 |
3.461 |
0.514 |
14.3% |
0.101 |
2.8% |
25% |
False |
False |
47,778 |
| 60 |
4.090 |
3.461 |
0.629 |
17.5% |
0.103 |
2.9% |
20% |
False |
False |
40,063 |
| 80 |
4.090 |
3.461 |
0.629 |
17.5% |
0.095 |
2.7% |
20% |
False |
False |
34,313 |
| 100 |
4.090 |
3.461 |
0.629 |
17.5% |
0.095 |
2.6% |
20% |
False |
False |
30,676 |
| 120 |
4.090 |
3.461 |
0.629 |
17.5% |
0.096 |
2.7% |
20% |
False |
False |
28,196 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.004 |
|
2.618 |
3.867 |
|
1.618 |
3.783 |
|
1.000 |
3.731 |
|
0.618 |
3.699 |
|
HIGH |
3.647 |
|
0.618 |
3.615 |
|
0.500 |
3.605 |
|
0.382 |
3.595 |
|
LOW |
3.563 |
|
0.618 |
3.511 |
|
1.000 |
3.479 |
|
1.618 |
3.427 |
|
2.618 |
3.343 |
|
4.250 |
3.206 |
|
|
| Fisher Pivots for day following 30-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
3.605 |
3.712 |
| PP |
3.600 |
3.671 |
| S1 |
3.594 |
3.630 |
|