NYMEX Natural Gas Future January 2024
| Trading Metrics calculated at close of trading on 14-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2023 |
14-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
3.313 |
3.435 |
0.122 |
3.7% |
3.660 |
| High |
3.438 |
3.465 |
0.027 |
0.8% |
3.693 |
| Low |
3.311 |
3.297 |
-0.014 |
-0.4% |
3.273 |
| Close |
3.400 |
3.316 |
-0.084 |
-2.5% |
3.284 |
| Range |
0.127 |
0.168 |
0.041 |
32.3% |
0.420 |
| ATR |
0.137 |
0.139 |
0.002 |
1.6% |
0.000 |
| Volume |
127,115 |
102,153 |
-24,962 |
-19.6% |
559,126 |
|
| Daily Pivots for day following 14-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.863 |
3.758 |
3.408 |
|
| R3 |
3.695 |
3.590 |
3.362 |
|
| R2 |
3.527 |
3.527 |
3.347 |
|
| R1 |
3.422 |
3.422 |
3.331 |
3.391 |
| PP |
3.359 |
3.359 |
3.359 |
3.344 |
| S1 |
3.254 |
3.254 |
3.301 |
3.223 |
| S2 |
3.191 |
3.191 |
3.285 |
|
| S3 |
3.023 |
3.086 |
3.270 |
|
| S4 |
2.855 |
2.918 |
3.224 |
|
|
| Weekly Pivots for week ending 10-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.677 |
4.400 |
3.515 |
|
| R3 |
4.257 |
3.980 |
3.400 |
|
| R2 |
3.837 |
3.837 |
3.361 |
|
| R1 |
3.560 |
3.560 |
3.323 |
3.489 |
| PP |
3.417 |
3.417 |
3.417 |
3.381 |
| S1 |
3.140 |
3.140 |
3.246 |
3.069 |
| S2 |
2.997 |
2.997 |
3.207 |
|
| S3 |
2.577 |
2.720 |
3.169 |
|
| S4 |
2.157 |
2.300 |
3.053 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.514 |
3.273 |
0.241 |
7.3% |
0.132 |
4.0% |
18% |
False |
False |
111,793 |
| 10 |
3.856 |
3.273 |
0.583 |
17.6% |
0.133 |
4.0% |
7% |
False |
False |
98,662 |
| 20 |
3.865 |
3.273 |
0.592 |
17.9% |
0.134 |
4.0% |
7% |
False |
False |
79,677 |
| 40 |
3.975 |
3.273 |
0.702 |
21.2% |
0.120 |
3.6% |
6% |
False |
False |
66,438 |
| 60 |
3.975 |
3.273 |
0.702 |
21.2% |
0.113 |
3.4% |
6% |
False |
False |
54,764 |
| 80 |
4.090 |
3.273 |
0.817 |
24.6% |
0.107 |
3.2% |
5% |
False |
False |
46,232 |
| 100 |
4.090 |
3.273 |
0.817 |
24.6% |
0.101 |
3.0% |
5% |
False |
False |
40,093 |
| 120 |
4.090 |
3.273 |
0.817 |
24.6% |
0.100 |
3.0% |
5% |
False |
False |
36,258 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.179 |
|
2.618 |
3.905 |
|
1.618 |
3.737 |
|
1.000 |
3.633 |
|
0.618 |
3.569 |
|
HIGH |
3.465 |
|
0.618 |
3.401 |
|
0.500 |
3.381 |
|
0.382 |
3.361 |
|
LOW |
3.297 |
|
0.618 |
3.193 |
|
1.000 |
3.129 |
|
1.618 |
3.025 |
|
2.618 |
2.857 |
|
4.250 |
2.583 |
|
|
| Fisher Pivots for day following 14-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
3.381 |
3.369 |
| PP |
3.359 |
3.351 |
| S1 |
3.338 |
3.334 |
|