NYMEX Natural Gas Future January 2024
| Trading Metrics calculated at close of trading on 06-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2023 |
06-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
3.794 |
3.660 |
-0.134 |
-3.5% |
3.639 |
| High |
3.856 |
3.693 |
-0.163 |
-4.2% |
3.865 |
| Low |
3.738 |
3.556 |
-0.182 |
-4.9% |
3.558 |
| Close |
3.795 |
3.564 |
-0.231 |
-6.1% |
3.795 |
| Range |
0.118 |
0.137 |
0.019 |
16.1% |
0.307 |
| ATR |
0.132 |
0.140 |
0.008 |
5.8% |
0.000 |
| Volume |
53,248 |
105,291 |
52,043 |
97.7% |
405,075 |
|
| Daily Pivots for day following 06-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.015 |
3.927 |
3.639 |
|
| R3 |
3.878 |
3.790 |
3.602 |
|
| R2 |
3.741 |
3.741 |
3.589 |
|
| R1 |
3.653 |
3.653 |
3.577 |
3.629 |
| PP |
3.604 |
3.604 |
3.604 |
3.592 |
| S1 |
3.516 |
3.516 |
3.551 |
3.492 |
| S2 |
3.467 |
3.467 |
3.539 |
|
| S3 |
3.330 |
3.379 |
3.526 |
|
| S4 |
3.193 |
3.242 |
3.489 |
|
|
| 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 |
3.556 |
0.309 |
8.7% |
0.169 |
4.7% |
3% |
False |
True |
90,820 |
| 10 |
3.865 |
3.498 |
0.367 |
10.3% |
0.146 |
4.1% |
18% |
False |
False |
72,194 |
| 20 |
3.947 |
3.461 |
0.486 |
13.6% |
0.128 |
3.6% |
21% |
False |
False |
66,477 |
| 40 |
3.975 |
3.461 |
0.514 |
14.4% |
0.114 |
3.2% |
20% |
False |
False |
55,470 |
| 60 |
4.090 |
3.461 |
0.629 |
17.6% |
0.107 |
3.0% |
16% |
False |
False |
45,168 |
| 80 |
4.090 |
3.461 |
0.629 |
17.6% |
0.102 |
2.9% |
16% |
False |
False |
38,915 |
| 100 |
4.090 |
3.461 |
0.629 |
17.6% |
0.100 |
2.8% |
16% |
False |
False |
34,472 |
| 120 |
4.090 |
3.461 |
0.629 |
17.6% |
0.099 |
2.8% |
16% |
False |
False |
31,234 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.275 |
|
2.618 |
4.052 |
|
1.618 |
3.915 |
|
1.000 |
3.830 |
|
0.618 |
3.778 |
|
HIGH |
3.693 |
|
0.618 |
3.641 |
|
0.500 |
3.625 |
|
0.382 |
3.608 |
|
LOW |
3.556 |
|
0.618 |
3.471 |
|
1.000 |
3.419 |
|
1.618 |
3.334 |
|
2.618 |
3.197 |
|
4.250 |
2.974 |
|
|
| Fisher Pivots for day following 06-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
3.625 |
3.706 |
| PP |
3.604 |
3.659 |
| S1 |
3.584 |
3.611 |
|