NYMEX Natural Gas Future January 2024
| Trading Metrics calculated at close of trading on 05-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2023 |
05-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
2.728 |
2.699 |
-0.029 |
-1.1% |
2.924 |
| High |
2.752 |
2.786 |
0.034 |
1.2% |
2.992 |
| Low |
2.649 |
2.675 |
0.026 |
1.0% |
2.754 |
| Close |
2.694 |
2.710 |
0.016 |
0.6% |
2.814 |
| Range |
0.103 |
0.111 |
0.008 |
7.8% |
0.238 |
| ATR |
0.138 |
0.136 |
-0.002 |
-1.4% |
0.000 |
| Volume |
161,786 |
119,974 |
-41,812 |
-25.8% |
774,129 |
|
| Daily Pivots for day following 05-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.057 |
2.994 |
2.771 |
|
| R3 |
2.946 |
2.883 |
2.741 |
|
| R2 |
2.835 |
2.835 |
2.730 |
|
| R1 |
2.772 |
2.772 |
2.720 |
2.804 |
| PP |
2.724 |
2.724 |
2.724 |
2.739 |
| S1 |
2.661 |
2.661 |
2.700 |
2.693 |
| S2 |
2.613 |
2.613 |
2.690 |
|
| S3 |
2.502 |
2.550 |
2.679 |
|
| S4 |
2.391 |
2.439 |
2.649 |
|
|
| Weekly Pivots for week ending 01-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.567 |
3.429 |
2.945 |
|
| R3 |
3.329 |
3.191 |
2.879 |
|
| R2 |
3.091 |
3.091 |
2.858 |
|
| R1 |
2.953 |
2.953 |
2.836 |
2.903 |
| PP |
2.853 |
2.853 |
2.853 |
2.829 |
| S1 |
2.715 |
2.715 |
2.792 |
2.665 |
| S2 |
2.615 |
2.615 |
2.770 |
|
| S3 |
2.377 |
2.477 |
2.749 |
|
| S4 |
2.139 |
2.239 |
2.683 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.870 |
2.649 |
0.221 |
8.2% |
0.102 |
3.7% |
28% |
False |
False |
140,858 |
| 10 |
3.095 |
2.649 |
0.446 |
16.5% |
0.116 |
4.3% |
14% |
False |
False |
144,604 |
| 20 |
3.593 |
2.649 |
0.944 |
34.8% |
0.133 |
4.9% |
6% |
False |
False |
133,641 |
| 40 |
3.947 |
2.649 |
1.298 |
47.9% |
0.130 |
4.8% |
5% |
False |
False |
100,059 |
| 60 |
3.975 |
2.649 |
1.326 |
48.9% |
0.120 |
4.4% |
5% |
False |
False |
81,527 |
| 80 |
4.090 |
2.649 |
1.441 |
53.2% |
0.113 |
4.2% |
4% |
False |
False |
67,287 |
| 100 |
4.090 |
2.649 |
1.441 |
53.2% |
0.108 |
4.0% |
4% |
False |
False |
57,860 |
| 120 |
4.090 |
2.649 |
1.441 |
53.2% |
0.105 |
3.9% |
4% |
False |
False |
51,000 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.258 |
|
2.618 |
3.077 |
|
1.618 |
2.966 |
|
1.000 |
2.897 |
|
0.618 |
2.855 |
|
HIGH |
2.786 |
|
0.618 |
2.744 |
|
0.500 |
2.731 |
|
0.382 |
2.717 |
|
LOW |
2.675 |
|
0.618 |
2.606 |
|
1.000 |
2.564 |
|
1.618 |
2.495 |
|
2.618 |
2.384 |
|
4.250 |
2.203 |
|
|
| Fisher Pivots for day following 05-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2.731 |
2.747 |
| PP |
2.724 |
2.734 |
| S1 |
2.717 |
2.722 |
|