NYMEX Natural Gas Future January 2024
| Trading Metrics calculated at close of trading on 28-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2023 |
28-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
2.924 |
2.947 |
0.023 |
0.8% |
3.115 |
| High |
2.956 |
2.992 |
0.036 |
1.2% |
3.134 |
| Low |
2.867 |
2.786 |
-0.081 |
-2.8% |
2.933 |
| Close |
2.946 |
2.837 |
-0.109 |
-3.7% |
2.999 |
| Range |
0.089 |
0.206 |
0.117 |
131.5% |
0.201 |
| ATR |
0.141 |
0.146 |
0.005 |
3.3% |
0.000 |
| Volume |
164,406 |
187,190 |
22,784 |
13.9% |
511,349 |
|
| Daily Pivots for day following 28-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.490 |
3.369 |
2.950 |
|
| R3 |
3.284 |
3.163 |
2.894 |
|
| R2 |
3.078 |
3.078 |
2.875 |
|
| R1 |
2.957 |
2.957 |
2.856 |
2.915 |
| PP |
2.872 |
2.872 |
2.872 |
2.850 |
| S1 |
2.751 |
2.751 |
2.818 |
2.709 |
| S2 |
2.666 |
2.666 |
2.799 |
|
| S3 |
2.460 |
2.545 |
2.780 |
|
| S4 |
2.254 |
2.339 |
2.724 |
|
|
| 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 |
3.095 |
2.786 |
0.309 |
10.9% |
0.130 |
4.6% |
17% |
False |
True |
148,350 |
| 10 |
3.465 |
2.786 |
0.679 |
23.9% |
0.152 |
5.3% |
8% |
False |
True |
138,758 |
| 20 |
3.865 |
2.786 |
1.079 |
38.0% |
0.149 |
5.3% |
5% |
False |
True |
121,131 |
| 40 |
3.975 |
2.786 |
1.189 |
41.9% |
0.135 |
4.7% |
4% |
False |
True |
90,031 |
| 60 |
3.975 |
2.786 |
1.189 |
41.9% |
0.117 |
4.1% |
4% |
False |
True |
72,229 |
| 80 |
4.090 |
2.786 |
1.304 |
46.0% |
0.114 |
4.0% |
4% |
False |
True |
60,330 |
| 100 |
4.090 |
2.786 |
1.304 |
46.0% |
0.106 |
3.7% |
4% |
False |
True |
51,677 |
| 120 |
4.090 |
2.786 |
1.304 |
46.0% |
0.104 |
3.7% |
4% |
False |
True |
45,752 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.868 |
|
2.618 |
3.531 |
|
1.618 |
3.325 |
|
1.000 |
3.198 |
|
0.618 |
3.119 |
|
HIGH |
2.992 |
|
0.618 |
2.913 |
|
0.500 |
2.889 |
|
0.382 |
2.865 |
|
LOW |
2.786 |
|
0.618 |
2.659 |
|
1.000 |
2.580 |
|
1.618 |
2.453 |
|
2.618 |
2.247 |
|
4.250 |
1.911 |
|
|
| Fisher Pivots for day following 28-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2.889 |
2.941 |
| PP |
2.872 |
2.906 |
| S1 |
2.854 |
2.872 |
|