NYMEX Natural Gas Future January 2024
| Trading Metrics calculated at close of trading on 31-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2023 |
31-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
3.639 |
3.567 |
-0.072 |
-2.0% |
3.500 |
| High |
3.647 |
3.865 |
0.218 |
6.0% |
3.861 |
| Low |
3.563 |
3.558 |
-0.005 |
-0.1% |
3.461 |
| Close |
3.589 |
3.813 |
0.224 |
6.2% |
3.718 |
| Range |
0.084 |
0.307 |
0.223 |
265.5% |
0.400 |
| ATR |
0.119 |
0.132 |
0.013 |
11.3% |
0.000 |
| Volume |
56,265 |
150,581 |
94,316 |
167.6% |
249,652 |
|
| Daily Pivots for day following 31-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.666 |
4.547 |
3.982 |
|
| R3 |
4.359 |
4.240 |
3.897 |
|
| R2 |
4.052 |
4.052 |
3.869 |
|
| R1 |
3.933 |
3.933 |
3.841 |
3.993 |
| PP |
3.745 |
3.745 |
3.745 |
3.775 |
| S1 |
3.626 |
3.626 |
3.785 |
3.686 |
| S2 |
3.438 |
3.438 |
3.757 |
|
| S3 |
3.131 |
3.319 |
3.729 |
|
| S4 |
2.824 |
3.012 |
3.644 |
|
|
| 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 |
3.865 |
3.558 |
0.307 |
8.1% |
0.166 |
4.3% |
83% |
True |
True |
74,347 |
| 10 |
3.865 |
3.461 |
0.404 |
10.6% |
0.135 |
3.5% |
87% |
True |
False |
60,692 |
| 20 |
3.975 |
3.461 |
0.514 |
13.5% |
0.130 |
3.4% |
68% |
False |
False |
65,070 |
| 40 |
3.975 |
3.461 |
0.514 |
13.5% |
0.107 |
2.8% |
68% |
False |
False |
50,808 |
| 60 |
4.090 |
3.461 |
0.629 |
16.5% |
0.106 |
2.8% |
56% |
False |
False |
42,218 |
| 80 |
4.090 |
3.461 |
0.629 |
16.5% |
0.099 |
2.6% |
56% |
False |
False |
36,023 |
| 100 |
4.090 |
3.461 |
0.629 |
16.5% |
0.097 |
2.5% |
56% |
False |
False |
31,984 |
| 120 |
4.090 |
3.461 |
0.629 |
16.5% |
0.098 |
2.6% |
56% |
False |
False |
29,291 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.170 |
|
2.618 |
4.669 |
|
1.618 |
4.362 |
|
1.000 |
4.172 |
|
0.618 |
4.055 |
|
HIGH |
3.865 |
|
0.618 |
3.748 |
|
0.500 |
3.712 |
|
0.382 |
3.675 |
|
LOW |
3.558 |
|
0.618 |
3.368 |
|
1.000 |
3.251 |
|
1.618 |
3.061 |
|
2.618 |
2.754 |
|
4.250 |
2.253 |
|
|
| Fisher Pivots for day following 31-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
3.779 |
3.779 |
| PP |
3.745 |
3.745 |
| S1 |
3.712 |
3.712 |
|