NYMEX Natural Gas Future January 2024
| Trading Metrics calculated at close of trading on 12-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2023 |
12-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
2.490 |
2.438 |
-0.052 |
-2.1% |
2.728 |
| High |
2.490 |
2.461 |
-0.029 |
-1.2% |
2.786 |
| Low |
2.294 |
2.276 |
-0.018 |
-0.8% |
2.489 |
| Close |
2.431 |
2.311 |
-0.120 |
-4.9% |
2.581 |
| Range |
0.196 |
0.185 |
-0.011 |
-5.6% |
0.297 |
| ATR |
0.147 |
0.150 |
0.003 |
1.8% |
0.000 |
| Volume |
330,300 |
223,455 |
-106,845 |
-32.3% |
939,528 |
|
| Daily Pivots for day following 12-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.904 |
2.793 |
2.413 |
|
| R3 |
2.719 |
2.608 |
2.362 |
|
| R2 |
2.534 |
2.534 |
2.345 |
|
| R1 |
2.423 |
2.423 |
2.328 |
2.386 |
| PP |
2.349 |
2.349 |
2.349 |
2.331 |
| S1 |
2.238 |
2.238 |
2.294 |
2.201 |
| S2 |
2.164 |
2.164 |
2.277 |
|
| S3 |
1.979 |
2.053 |
2.260 |
|
| S4 |
1.794 |
1.868 |
2.209 |
|
|
| Weekly Pivots for week ending 08-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.510 |
3.342 |
2.744 |
|
| R3 |
3.213 |
3.045 |
2.663 |
|
| R2 |
2.916 |
2.916 |
2.635 |
|
| R1 |
2.748 |
2.748 |
2.608 |
2.684 |
| PP |
2.619 |
2.619 |
2.619 |
2.586 |
| S1 |
2.451 |
2.451 |
2.554 |
2.387 |
| S2 |
2.322 |
2.322 |
2.527 |
|
| S3 |
2.025 |
2.154 |
2.499 |
|
| S4 |
1.728 |
1.857 |
2.418 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.757 |
2.276 |
0.481 |
20.8% |
0.160 |
6.9% |
7% |
False |
True |
242,304 |
| 10 |
2.870 |
2.276 |
0.594 |
25.7% |
0.131 |
5.7% |
6% |
False |
True |
191,581 |
| 20 |
3.465 |
2.276 |
1.189 |
51.4% |
0.141 |
6.1% |
3% |
False |
True |
165,170 |
| 40 |
3.865 |
2.276 |
1.589 |
68.8% |
0.136 |
5.9% |
2% |
False |
True |
121,062 |
| 60 |
3.975 |
2.276 |
1.699 |
73.5% |
0.125 |
5.4% |
2% |
False |
True |
98,350 |
| 80 |
3.975 |
2.276 |
1.699 |
73.5% |
0.119 |
5.1% |
2% |
False |
True |
81,264 |
| 100 |
4.090 |
2.276 |
1.814 |
78.5% |
0.112 |
4.9% |
2% |
False |
True |
69,146 |
| 120 |
4.090 |
2.276 |
1.814 |
78.5% |
0.107 |
4.6% |
2% |
False |
True |
60,229 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.247 |
|
2.618 |
2.945 |
|
1.618 |
2.760 |
|
1.000 |
2.646 |
|
0.618 |
2.575 |
|
HIGH |
2.461 |
|
0.618 |
2.390 |
|
0.500 |
2.369 |
|
0.382 |
2.347 |
|
LOW |
2.276 |
|
0.618 |
2.162 |
|
1.000 |
2.091 |
|
1.618 |
1.977 |
|
2.618 |
1.792 |
|
4.250 |
1.490 |
|
|
| Fisher Pivots for day following 12-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2.369 |
2.443 |
| PP |
2.349 |
2.399 |
| S1 |
2.330 |
2.355 |
|