NYMEX Natural Gas Future January 2024
| Trading Metrics calculated at close of trading on 30-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2023 |
30-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
2.792 |
2.799 |
0.007 |
0.3% |
3.115 |
| High |
2.870 |
2.855 |
-0.015 |
-0.5% |
3.134 |
| Low |
2.760 |
2.761 |
0.001 |
0.0% |
2.933 |
| Close |
2.804 |
2.802 |
-0.002 |
-0.1% |
2.999 |
| Range |
0.110 |
0.094 |
-0.016 |
-14.5% |
0.201 |
| ATR |
0.143 |
0.140 |
-0.004 |
-2.5% |
0.000 |
| Volume |
141,591 |
147,752 |
6,161 |
4.4% |
511,349 |
|
| Daily Pivots for day following 30-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.088 |
3.039 |
2.854 |
|
| R3 |
2.994 |
2.945 |
2.828 |
|
| R2 |
2.900 |
2.900 |
2.819 |
|
| R1 |
2.851 |
2.851 |
2.811 |
2.876 |
| PP |
2.806 |
2.806 |
2.806 |
2.818 |
| S1 |
2.757 |
2.757 |
2.793 |
2.782 |
| S2 |
2.712 |
2.712 |
2.785 |
|
| S3 |
2.618 |
2.663 |
2.776 |
|
| S4 |
2.524 |
2.569 |
2.750 |
|
|
| 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 |
2.760 |
0.335 |
12.0% |
0.132 |
4.7% |
13% |
False |
False |
151,960 |
| 10 |
3.407 |
2.760 |
0.647 |
23.1% |
0.137 |
4.9% |
6% |
False |
False |
146,532 |
| 20 |
3.856 |
2.760 |
1.096 |
39.1% |
0.136 |
4.9% |
4% |
False |
False |
124,193 |
| 40 |
3.975 |
2.760 |
1.215 |
43.4% |
0.135 |
4.8% |
3% |
False |
False |
95,590 |
| 60 |
3.975 |
2.760 |
1.215 |
43.4% |
0.118 |
4.2% |
3% |
False |
False |
76,165 |
| 80 |
4.090 |
2.760 |
1.330 |
47.5% |
0.114 |
4.1% |
3% |
False |
False |
63,408 |
| 100 |
4.090 |
2.760 |
1.330 |
47.5% |
0.107 |
3.8% |
3% |
False |
False |
54,238 |
| 120 |
4.090 |
2.760 |
1.330 |
47.5% |
0.104 |
3.7% |
3% |
False |
False |
47,881 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.255 |
|
2.618 |
3.101 |
|
1.618 |
3.007 |
|
1.000 |
2.949 |
|
0.618 |
2.913 |
|
HIGH |
2.855 |
|
0.618 |
2.819 |
|
0.500 |
2.808 |
|
0.382 |
2.797 |
|
LOW |
2.761 |
|
0.618 |
2.703 |
|
1.000 |
2.667 |
|
1.618 |
2.609 |
|
2.618 |
2.515 |
|
4.250 |
2.362 |
|
|
| Fisher Pivots for day following 30-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2.808 |
2.876 |
| PP |
2.806 |
2.851 |
| S1 |
2.804 |
2.827 |
|