NYMEX Natural Gas Future January 2024
Trading Metrics calculated at close of trading on 27-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2023 |
27-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
3.035 |
2.924 |
-0.111 |
-3.7% |
3.115 |
High |
3.095 |
2.956 |
-0.139 |
-4.5% |
3.134 |
Low |
2.933 |
2.867 |
-0.066 |
-2.3% |
2.933 |
Close |
2.999 |
2.946 |
-0.053 |
-1.8% |
2.999 |
Range |
0.162 |
0.089 |
-0.073 |
-45.1% |
0.201 |
ATR |
0.142 |
0.141 |
-0.001 |
-0.5% |
0.000 |
Volume |
118,865 |
164,406 |
45,541 |
38.3% |
511,349 |
|
Daily Pivots for day following 27-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.190 |
3.157 |
2.995 |
|
R3 |
3.101 |
3.068 |
2.970 |
|
R2 |
3.012 |
3.012 |
2.962 |
|
R1 |
2.979 |
2.979 |
2.954 |
2.996 |
PP |
2.923 |
2.923 |
2.923 |
2.931 |
S1 |
2.890 |
2.890 |
2.938 |
2.907 |
S2 |
2.834 |
2.834 |
2.930 |
|
S3 |
2.745 |
2.801 |
2.922 |
|
S4 |
2.656 |
2.712 |
2.897 |
|
|
Weekly Pivots for week ending 24-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.625 |
3.513 |
3.110 |
|
R3 |
3.424 |
3.312 |
3.054 |
|
R2 |
3.223 |
3.223 |
3.036 |
|
R1 |
3.111 |
3.111 |
3.017 |
3.067 |
PP |
3.022 |
3.022 |
3.022 |
3.000 |
S1 |
2.910 |
2.910 |
2.981 |
2.866 |
S2 |
2.821 |
2.821 |
2.962 |
|
S3 |
2.620 |
2.709 |
2.944 |
|
S4 |
2.419 |
2.508 |
2.888 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.134 |
2.867 |
0.267 |
9.1% |
0.107 |
3.6% |
30% |
False |
True |
135,151 |
10 |
3.465 |
2.867 |
0.598 |
20.3% |
0.144 |
4.9% |
13% |
False |
True |
132,751 |
20 |
3.865 |
2.867 |
0.998 |
33.9% |
0.143 |
4.9% |
8% |
False |
True |
114,585 |
40 |
3.975 |
2.867 |
1.108 |
37.6% |
0.132 |
4.5% |
7% |
False |
True |
86,195 |
60 |
3.975 |
2.867 |
1.108 |
37.6% |
0.116 |
3.9% |
7% |
False |
True |
69,521 |
80 |
4.090 |
2.867 |
1.223 |
41.5% |
0.113 |
3.8% |
6% |
False |
True |
58,160 |
100 |
4.090 |
2.867 |
1.223 |
41.5% |
0.105 |
3.6% |
6% |
False |
True |
49,934 |
120 |
4.090 |
2.867 |
1.223 |
41.5% |
0.103 |
3.5% |
6% |
False |
True |
44,364 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.334 |
2.618 |
3.189 |
1.618 |
3.100 |
1.000 |
3.045 |
0.618 |
3.011 |
HIGH |
2.956 |
0.618 |
2.922 |
0.500 |
2.912 |
0.382 |
2.901 |
LOW |
2.867 |
0.618 |
2.812 |
1.000 |
2.778 |
1.618 |
2.723 |
2.618 |
2.634 |
4.250 |
2.489 |
|
|
Fisher Pivots for day following 27-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
2.935 |
2.981 |
PP |
2.923 |
2.969 |
S1 |
2.912 |
2.958 |
|