NYMEX Natural Gas Future January 2024
| Trading Metrics calculated at close of trading on 20-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2023 |
20-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
3.227 |
3.115 |
-0.112 |
-3.5% |
3.313 |
| High |
3.275 |
3.134 |
-0.141 |
-4.3% |
3.465 |
| Low |
3.068 |
3.040 |
-0.028 |
-0.9% |
3.068 |
| Close |
3.131 |
3.050 |
-0.081 |
-2.6% |
3.131 |
| Range |
0.207 |
0.094 |
-0.113 |
-54.6% |
0.397 |
| ATR |
0.152 |
0.148 |
-0.004 |
-2.7% |
0.000 |
| Volume |
146,645 |
121,192 |
-25,453 |
-17.4% |
651,755 |
|
| Daily Pivots for day following 20-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.357 |
3.297 |
3.102 |
|
| R3 |
3.263 |
3.203 |
3.076 |
|
| R2 |
3.169 |
3.169 |
3.067 |
|
| R1 |
3.109 |
3.109 |
3.059 |
3.092 |
| PP |
3.075 |
3.075 |
3.075 |
3.066 |
| S1 |
3.015 |
3.015 |
3.041 |
2.998 |
| S2 |
2.981 |
2.981 |
3.033 |
|
| S3 |
2.887 |
2.921 |
3.024 |
|
| S4 |
2.793 |
2.827 |
2.998 |
|
|
| Weekly Pivots for week ending 17-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.412 |
4.169 |
3.349 |
|
| R3 |
4.015 |
3.772 |
3.240 |
|
| R2 |
3.618 |
3.618 |
3.204 |
|
| R1 |
3.375 |
3.375 |
3.167 |
3.298 |
| PP |
3.221 |
3.221 |
3.221 |
3.183 |
| S1 |
2.978 |
2.978 |
3.095 |
2.901 |
| S2 |
2.824 |
2.824 |
3.058 |
|
| S3 |
2.427 |
2.581 |
3.022 |
|
| S4 |
2.030 |
2.184 |
2.913 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.465 |
3.040 |
0.425 |
13.9% |
0.173 |
5.7% |
2% |
False |
True |
129,166 |
| 10 |
3.593 |
3.040 |
0.553 |
18.1% |
0.150 |
4.9% |
2% |
False |
True |
122,678 |
| 20 |
3.865 |
3.040 |
0.825 |
27.0% |
0.148 |
4.8% |
1% |
False |
True |
97,436 |
| 40 |
3.975 |
3.040 |
0.935 |
30.7% |
0.130 |
4.3% |
1% |
False |
True |
76,531 |
| 60 |
3.975 |
3.040 |
0.935 |
30.7% |
0.117 |
3.8% |
1% |
False |
True |
62,402 |
| 80 |
4.090 |
3.040 |
1.050 |
34.4% |
0.111 |
3.6% |
1% |
False |
True |
52,215 |
| 100 |
4.090 |
3.040 |
1.050 |
34.4% |
0.104 |
3.4% |
1% |
False |
True |
44,864 |
| 120 |
4.090 |
3.040 |
1.050 |
34.4% |
0.102 |
3.3% |
1% |
False |
True |
40,251 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.534 |
|
2.618 |
3.380 |
|
1.618 |
3.286 |
|
1.000 |
3.228 |
|
0.618 |
3.192 |
|
HIGH |
3.134 |
|
0.618 |
3.098 |
|
0.500 |
3.087 |
|
0.382 |
3.076 |
|
LOW |
3.040 |
|
0.618 |
2.982 |
|
1.000 |
2.946 |
|
1.618 |
2.888 |
|
2.618 |
2.794 |
|
4.250 |
2.641 |
|
|
| Fisher Pivots for day following 20-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
3.087 |
3.224 |
| PP |
3.075 |
3.166 |
| S1 |
3.062 |
3.108 |
|