NYMEX Natural Gas Future January 2024
| Trading Metrics calculated at close of trading on 06-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2023 |
06-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
2.699 |
2.699 |
0.000 |
0.0% |
2.924 |
| High |
2.786 |
2.757 |
-0.029 |
-1.0% |
2.992 |
| Low |
2.675 |
2.541 |
-0.134 |
-5.0% |
2.754 |
| Close |
2.710 |
2.569 |
-0.141 |
-5.2% |
2.814 |
| Range |
0.111 |
0.216 |
0.105 |
94.6% |
0.238 |
| ATR |
0.136 |
0.142 |
0.006 |
4.2% |
0.000 |
| Volume |
119,974 |
218,374 |
98,400 |
82.0% |
774,129 |
|
| Daily Pivots for day following 06-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.270 |
3.136 |
2.688 |
|
| R3 |
3.054 |
2.920 |
2.628 |
|
| R2 |
2.838 |
2.838 |
2.609 |
|
| R1 |
2.704 |
2.704 |
2.589 |
2.663 |
| PP |
2.622 |
2.622 |
2.622 |
2.602 |
| S1 |
2.488 |
2.488 |
2.549 |
2.447 |
| S2 |
2.406 |
2.406 |
2.529 |
|
| S3 |
2.190 |
2.272 |
2.510 |
|
| S4 |
1.974 |
2.056 |
2.450 |
|
|
| 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 |
2.855 |
2.541 |
0.314 |
12.2% |
0.123 |
4.8% |
9% |
False |
True |
156,215 |
| 10 |
3.095 |
2.541 |
0.554 |
21.6% |
0.128 |
5.0% |
5% |
False |
True |
153,265 |
| 20 |
3.514 |
2.541 |
0.973 |
37.9% |
0.137 |
5.3% |
3% |
False |
True |
138,353 |
| 40 |
3.947 |
2.541 |
1.406 |
54.7% |
0.133 |
5.2% |
2% |
False |
True |
103,382 |
| 60 |
3.975 |
2.541 |
1.434 |
55.8% |
0.122 |
4.8% |
2% |
False |
True |
84,275 |
| 80 |
4.090 |
2.541 |
1.549 |
60.3% |
0.115 |
4.5% |
2% |
False |
True |
69,757 |
| 100 |
4.090 |
2.541 |
1.549 |
60.3% |
0.109 |
4.2% |
2% |
False |
True |
59,920 |
| 120 |
4.090 |
2.541 |
1.549 |
60.3% |
0.106 |
4.1% |
2% |
False |
True |
52,538 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.675 |
|
2.618 |
3.322 |
|
1.618 |
3.106 |
|
1.000 |
2.973 |
|
0.618 |
2.890 |
|
HIGH |
2.757 |
|
0.618 |
2.674 |
|
0.500 |
2.649 |
|
0.382 |
2.624 |
|
LOW |
2.541 |
|
0.618 |
2.408 |
|
1.000 |
2.325 |
|
1.618 |
2.192 |
|
2.618 |
1.976 |
|
4.250 |
1.623 |
|
|
| Fisher Pivots for day following 06-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2.649 |
2.664 |
| PP |
2.622 |
2.632 |
| S1 |
2.596 |
2.601 |
|