NYMEX Natural Gas Future January 2024
| Trading Metrics calculated at close of trading on 13-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2023 |
13-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
2.438 |
2.278 |
-0.160 |
-6.6% |
2.728 |
| High |
2.461 |
2.385 |
-0.076 |
-3.1% |
2.786 |
| Low |
2.276 |
2.235 |
-0.041 |
-1.8% |
2.489 |
| Close |
2.311 |
2.335 |
0.024 |
1.0% |
2.581 |
| Range |
0.185 |
0.150 |
-0.035 |
-18.9% |
0.297 |
| ATR |
0.150 |
0.150 |
0.000 |
0.0% |
0.000 |
| Volume |
223,455 |
255,188 |
31,733 |
14.2% |
939,528 |
|
| Daily Pivots for day following 13-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.768 |
2.702 |
2.418 |
|
| R3 |
2.618 |
2.552 |
2.376 |
|
| R2 |
2.468 |
2.468 |
2.363 |
|
| R1 |
2.402 |
2.402 |
2.349 |
2.435 |
| PP |
2.318 |
2.318 |
2.318 |
2.335 |
| S1 |
2.252 |
2.252 |
2.321 |
2.285 |
| S2 |
2.168 |
2.168 |
2.308 |
|
| S3 |
2.018 |
2.102 |
2.294 |
|
| S4 |
1.868 |
1.952 |
2.253 |
|
|
| 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 |
2.621 |
2.235 |
0.386 |
16.5% |
0.147 |
6.3% |
26% |
False |
True |
249,667 |
| 10 |
2.855 |
2.235 |
0.620 |
26.6% |
0.135 |
5.8% |
16% |
False |
True |
202,941 |
| 20 |
3.448 |
2.235 |
1.213 |
51.9% |
0.140 |
6.0% |
8% |
False |
True |
172,821 |
| 40 |
3.865 |
2.235 |
1.630 |
69.8% |
0.137 |
5.9% |
6% |
False |
True |
126,249 |
| 60 |
3.975 |
2.235 |
1.740 |
74.5% |
0.127 |
5.4% |
6% |
False |
True |
101,899 |
| 80 |
3.975 |
2.235 |
1.740 |
74.5% |
0.120 |
5.1% |
6% |
False |
True |
84,279 |
| 100 |
4.090 |
2.235 |
1.855 |
79.4% |
0.113 |
4.9% |
5% |
False |
True |
71,550 |
| 120 |
4.090 |
2.235 |
1.855 |
79.4% |
0.107 |
4.6% |
5% |
False |
True |
62,215 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.023 |
|
2.618 |
2.778 |
|
1.618 |
2.628 |
|
1.000 |
2.535 |
|
0.618 |
2.478 |
|
HIGH |
2.385 |
|
0.618 |
2.328 |
|
0.500 |
2.310 |
|
0.382 |
2.292 |
|
LOW |
2.235 |
|
0.618 |
2.142 |
|
1.000 |
2.085 |
|
1.618 |
1.992 |
|
2.618 |
1.842 |
|
4.250 |
1.598 |
|
|
| Fisher Pivots for day following 13-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2.327 |
2.363 |
| PP |
2.318 |
2.353 |
| S1 |
2.310 |
2.344 |
|