NYMEX Natural Gas Future January 2024
| Trading Metrics calculated at close of trading on 03-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2023 |
03-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
3.763 |
3.794 |
0.031 |
0.8% |
3.639 |
| High |
3.799 |
3.856 |
0.057 |
1.5% |
3.865 |
| Low |
3.673 |
3.738 |
0.065 |
1.8% |
3.558 |
| Close |
3.750 |
3.795 |
0.045 |
1.2% |
3.795 |
| Range |
0.126 |
0.118 |
-0.008 |
-6.3% |
0.307 |
| ATR |
0.133 |
0.132 |
-0.001 |
-0.8% |
0.000 |
| Volume |
67,457 |
53,248 |
-14,209 |
-21.1% |
405,075 |
|
| Daily Pivots for day following 03-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.150 |
4.091 |
3.860 |
|
| R3 |
4.032 |
3.973 |
3.827 |
|
| R2 |
3.914 |
3.914 |
3.817 |
|
| R1 |
3.855 |
3.855 |
3.806 |
3.885 |
| PP |
3.796 |
3.796 |
3.796 |
3.811 |
| S1 |
3.737 |
3.737 |
3.784 |
3.767 |
| S2 |
3.678 |
3.678 |
3.773 |
|
| S3 |
3.560 |
3.619 |
3.763 |
|
| S4 |
3.442 |
3.501 |
3.730 |
|
|
| Weekly Pivots for week ending 03-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.660 |
4.535 |
3.964 |
|
| R3 |
4.353 |
4.228 |
3.879 |
|
| R2 |
4.046 |
4.046 |
3.851 |
|
| R1 |
3.921 |
3.921 |
3.823 |
3.984 |
| PP |
3.739 |
3.739 |
3.739 |
3.771 |
| S1 |
3.614 |
3.614 |
3.767 |
3.677 |
| S2 |
3.432 |
3.432 |
3.739 |
|
| S3 |
3.125 |
3.307 |
3.711 |
|
| S4 |
2.818 |
3.000 |
3.626 |
|
|
| 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% |
0.158 |
4.2% |
77% |
False |
False |
81,015 |
| 10 |
3.865 |
3.461 |
0.404 |
10.6% |
0.140 |
3.7% |
83% |
False |
False |
65,472 |
| 20 |
3.975 |
3.461 |
0.514 |
13.5% |
0.129 |
3.4% |
65% |
False |
False |
64,820 |
| 40 |
3.975 |
3.461 |
0.514 |
13.5% |
0.111 |
2.9% |
65% |
False |
False |
53,662 |
| 60 |
4.090 |
3.461 |
0.629 |
16.6% |
0.106 |
2.8% |
53% |
False |
False |
43,919 |
| 80 |
4.090 |
3.461 |
0.629 |
16.6% |
0.101 |
2.6% |
53% |
False |
False |
37,800 |
| 100 |
4.090 |
3.461 |
0.629 |
16.6% |
0.099 |
2.6% |
53% |
False |
False |
33,545 |
| 120 |
4.090 |
3.461 |
0.629 |
16.6% |
0.099 |
2.6% |
53% |
False |
False |
30,472 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.358 |
|
2.618 |
4.165 |
|
1.618 |
4.047 |
|
1.000 |
3.974 |
|
0.618 |
3.929 |
|
HIGH |
3.856 |
|
0.618 |
3.811 |
|
0.500 |
3.797 |
|
0.382 |
3.783 |
|
LOW |
3.738 |
|
0.618 |
3.665 |
|
1.000 |
3.620 |
|
1.618 |
3.547 |
|
2.618 |
3.429 |
|
4.250 |
3.237 |
|
|
| Fisher Pivots for day following 03-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
3.797 |
3.785 |
| PP |
3.796 |
3.775 |
| S1 |
3.796 |
3.765 |
|