NYMEX Natural Gas Future January 2024
| Trading Metrics calculated at close of trading on 01-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2023 |
01-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
3.567 |
3.840 |
0.273 |
7.7% |
3.500 |
| High |
3.865 |
3.841 |
-0.024 |
-0.6% |
3.861 |
| Low |
3.558 |
3.684 |
0.126 |
3.5% |
3.461 |
| Close |
3.813 |
3.753 |
-0.060 |
-1.6% |
3.718 |
| Range |
0.307 |
0.157 |
-0.150 |
-48.9% |
0.400 |
| ATR |
0.132 |
0.134 |
0.002 |
1.3% |
0.000 |
| Volume |
150,581 |
77,524 |
-73,057 |
-48.5% |
249,652 |
|
| Daily Pivots for day following 01-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.230 |
4.149 |
3.839 |
|
| R3 |
4.073 |
3.992 |
3.796 |
|
| R2 |
3.916 |
3.916 |
3.782 |
|
| R1 |
3.835 |
3.835 |
3.767 |
3.797 |
| PP |
3.759 |
3.759 |
3.759 |
3.741 |
| S1 |
3.678 |
3.678 |
3.739 |
3.640 |
| S2 |
3.602 |
3.602 |
3.724 |
|
| S3 |
3.445 |
3.521 |
3.710 |
|
| S4 |
3.288 |
3.364 |
3.667 |
|
|
| 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 |
8.2% |
0.179 |
4.8% |
64% |
False |
False |
82,959 |
| 10 |
3.865 |
3.461 |
0.404 |
10.8% |
0.141 |
3.8% |
72% |
False |
False |
64,657 |
| 20 |
3.975 |
3.461 |
0.514 |
13.7% |
0.134 |
3.6% |
57% |
False |
False |
66,986 |
| 40 |
3.975 |
3.461 |
0.514 |
13.7% |
0.109 |
2.9% |
57% |
False |
False |
52,151 |
| 60 |
4.090 |
3.461 |
0.629 |
16.8% |
0.107 |
2.9% |
46% |
False |
False |
43,146 |
| 80 |
4.090 |
3.461 |
0.629 |
16.8% |
0.100 |
2.7% |
46% |
False |
False |
36,749 |
| 100 |
4.090 |
3.461 |
0.629 |
16.8% |
0.098 |
2.6% |
46% |
False |
False |
32,619 |
| 120 |
4.090 |
3.461 |
0.629 |
16.8% |
0.099 |
2.6% |
46% |
False |
False |
29,834 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.508 |
|
2.618 |
4.252 |
|
1.618 |
4.095 |
|
1.000 |
3.998 |
|
0.618 |
3.938 |
|
HIGH |
3.841 |
|
0.618 |
3.781 |
|
0.500 |
3.763 |
|
0.382 |
3.744 |
|
LOW |
3.684 |
|
0.618 |
3.587 |
|
1.000 |
3.527 |
|
1.618 |
3.430 |
|
2.618 |
3.273 |
|
4.250 |
3.017 |
|
|
| Fisher Pivots for day following 01-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
3.763 |
3.739 |
| PP |
3.759 |
3.725 |
| S1 |
3.756 |
3.712 |
|