NYMEX Natural Gas Future January 2024
Trading Metrics calculated at close of trading on 15-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2023 |
15-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
3.435 |
3.316 |
-0.119 |
-3.5% |
3.660 |
High |
3.465 |
3.448 |
-0.017 |
-0.5% |
3.693 |
Low |
3.297 |
3.269 |
-0.028 |
-0.8% |
3.273 |
Close |
3.316 |
3.362 |
0.046 |
1.4% |
3.284 |
Range |
0.168 |
0.179 |
0.011 |
6.5% |
0.420 |
ATR |
0.139 |
0.142 |
0.003 |
2.1% |
0.000 |
Volume |
102,153 |
109,447 |
7,294 |
7.1% |
559,126 |
|
Daily Pivots for day following 15-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.897 |
3.808 |
3.460 |
|
R3 |
3.718 |
3.629 |
3.411 |
|
R2 |
3.539 |
3.539 |
3.395 |
|
R1 |
3.450 |
3.450 |
3.378 |
3.495 |
PP |
3.360 |
3.360 |
3.360 |
3.382 |
S1 |
3.271 |
3.271 |
3.346 |
3.316 |
S2 |
3.181 |
3.181 |
3.329 |
|
S3 |
3.002 |
3.092 |
3.313 |
|
S4 |
2.823 |
2.913 |
3.264 |
|
|
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 |
3.465 |
3.269 |
0.196 |
5.8% |
0.134 |
4.0% |
47% |
False |
True |
107,365 |
10 |
3.856 |
3.269 |
0.587 |
17.5% |
0.136 |
4.0% |
16% |
False |
True |
101,854 |
20 |
3.865 |
3.269 |
0.596 |
17.7% |
0.138 |
4.1% |
16% |
False |
True |
83,255 |
40 |
3.975 |
3.269 |
0.706 |
21.0% |
0.123 |
3.6% |
13% |
False |
True |
68,206 |
60 |
3.975 |
3.269 |
0.706 |
21.0% |
0.114 |
3.4% |
13% |
False |
True |
56,212 |
80 |
4.090 |
3.269 |
0.821 |
24.4% |
0.108 |
3.2% |
11% |
False |
True |
47,382 |
100 |
4.090 |
3.269 |
0.821 |
24.4% |
0.102 |
3.0% |
11% |
False |
True |
40,996 |
120 |
4.090 |
3.269 |
0.821 |
24.4% |
0.100 |
3.0% |
11% |
False |
True |
37,067 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.209 |
2.618 |
3.917 |
1.618 |
3.738 |
1.000 |
3.627 |
0.618 |
3.559 |
HIGH |
3.448 |
0.618 |
3.380 |
0.500 |
3.359 |
0.382 |
3.337 |
LOW |
3.269 |
0.618 |
3.158 |
1.000 |
3.090 |
1.618 |
2.979 |
2.618 |
2.800 |
4.250 |
2.508 |
|
|
Fisher Pivots for day following 15-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
3.361 |
3.367 |
PP |
3.360 |
3.365 |
S1 |
3.359 |
3.364 |
|