NYMEX Natural Gas Future January 2024
| Trading Metrics calculated at close of trading on 02-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2023 |
02-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
3.840 |
3.763 |
-0.077 |
-2.0% |
3.500 |
| High |
3.841 |
3.799 |
-0.042 |
-1.1% |
3.861 |
| Low |
3.684 |
3.673 |
-0.011 |
-0.3% |
3.461 |
| Close |
3.753 |
3.750 |
-0.003 |
-0.1% |
3.718 |
| Range |
0.157 |
0.126 |
-0.031 |
-19.7% |
0.400 |
| ATR |
0.134 |
0.133 |
-0.001 |
-0.4% |
0.000 |
| Volume |
77,524 |
67,457 |
-10,067 |
-13.0% |
249,652 |
|
| Daily Pivots for day following 02-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.119 |
4.060 |
3.819 |
|
| R3 |
3.993 |
3.934 |
3.785 |
|
| R2 |
3.867 |
3.867 |
3.773 |
|
| R1 |
3.808 |
3.808 |
3.762 |
3.775 |
| PP |
3.741 |
3.741 |
3.741 |
3.724 |
| S1 |
3.682 |
3.682 |
3.738 |
3.649 |
| S2 |
3.615 |
3.615 |
3.727 |
|
| S3 |
3.489 |
3.556 |
3.715 |
|
| S4 |
3.363 |
3.430 |
3.681 |
|
|
| 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% |
0.173 |
4.6% |
63% |
False |
False |
83,496 |
| 10 |
3.865 |
3.461 |
0.404 |
10.8% |
0.136 |
3.6% |
72% |
False |
False |
65,703 |
| 20 |
3.975 |
3.461 |
0.514 |
13.7% |
0.130 |
3.5% |
56% |
False |
False |
67,076 |
| 40 |
3.975 |
3.461 |
0.514 |
13.7% |
0.110 |
2.9% |
56% |
False |
False |
53,120 |
| 60 |
4.090 |
3.461 |
0.629 |
16.8% |
0.106 |
2.8% |
46% |
False |
False |
43,505 |
| 80 |
4.090 |
3.461 |
0.629 |
16.8% |
0.100 |
2.7% |
46% |
False |
False |
37,402 |
| 100 |
4.090 |
3.461 |
0.629 |
16.8% |
0.098 |
2.6% |
46% |
False |
False |
33,160 |
| 120 |
4.090 |
3.461 |
0.629 |
16.8% |
0.099 |
2.6% |
46% |
False |
False |
30,217 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.335 |
|
2.618 |
4.129 |
|
1.618 |
4.003 |
|
1.000 |
3.925 |
|
0.618 |
3.877 |
|
HIGH |
3.799 |
|
0.618 |
3.751 |
|
0.500 |
3.736 |
|
0.382 |
3.721 |
|
LOW |
3.673 |
|
0.618 |
3.595 |
|
1.000 |
3.547 |
|
1.618 |
3.469 |
|
2.618 |
3.343 |
|
4.250 |
3.138 |
|
|
| Fisher Pivots for day following 02-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
3.745 |
3.737 |
| PP |
3.741 |
3.724 |
| S1 |
3.736 |
3.712 |
|