NYMEX Natural Gas Future January 2024
| Trading Metrics calculated at close of trading on 15-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2023 |
15-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
2.353 |
2.408 |
0.055 |
2.3% |
2.490 |
| High |
2.422 |
2.544 |
0.122 |
5.0% |
2.544 |
| Low |
2.328 |
2.380 |
0.052 |
2.2% |
2.235 |
| Close |
2.392 |
2.491 |
0.099 |
4.1% |
2.491 |
| Range |
0.094 |
0.164 |
0.070 |
74.5% |
0.309 |
| ATR |
0.146 |
0.147 |
0.001 |
0.9% |
0.000 |
| Volume |
159,486 |
189,244 |
29,758 |
18.7% |
1,157,673 |
|
| Daily Pivots for day following 15-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.964 |
2.891 |
2.581 |
|
| R3 |
2.800 |
2.727 |
2.536 |
|
| R2 |
2.636 |
2.636 |
2.521 |
|
| R1 |
2.563 |
2.563 |
2.506 |
2.600 |
| PP |
2.472 |
2.472 |
2.472 |
2.490 |
| S1 |
2.399 |
2.399 |
2.476 |
2.436 |
| S2 |
2.308 |
2.308 |
2.461 |
|
| S3 |
2.144 |
2.235 |
2.446 |
|
| S4 |
1.980 |
2.071 |
2.401 |
|
|
| Weekly Pivots for week ending 15-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.350 |
3.230 |
2.661 |
|
| R3 |
3.041 |
2.921 |
2.576 |
|
| R2 |
2.732 |
2.732 |
2.548 |
|
| R1 |
2.612 |
2.612 |
2.519 |
2.672 |
| PP |
2.423 |
2.423 |
2.423 |
2.454 |
| S1 |
2.303 |
2.303 |
2.463 |
2.363 |
| S2 |
2.114 |
2.114 |
2.434 |
|
| S3 |
1.805 |
1.994 |
2.406 |
|
| S4 |
1.496 |
1.685 |
2.321 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.544 |
2.235 |
0.309 |
12.4% |
0.158 |
6.3% |
83% |
True |
False |
231,534 |
| 10 |
2.786 |
2.235 |
0.551 |
22.1% |
0.142 |
5.7% |
46% |
False |
False |
209,720 |
| 20 |
3.275 |
2.235 |
1.040 |
41.8% |
0.133 |
5.4% |
25% |
False |
False |
176,466 |
| 40 |
3.865 |
2.235 |
1.630 |
65.4% |
0.137 |
5.5% |
16% |
False |
False |
132,595 |
| 60 |
3.975 |
2.235 |
1.740 |
69.9% |
0.128 |
5.2% |
15% |
False |
False |
106,437 |
| 80 |
3.975 |
2.235 |
1.740 |
69.9% |
0.121 |
4.8% |
15% |
False |
False |
88,128 |
| 100 |
4.090 |
2.235 |
1.855 |
74.5% |
0.115 |
4.6% |
14% |
False |
False |
74,722 |
| 120 |
4.090 |
2.235 |
1.855 |
74.5% |
0.108 |
4.3% |
14% |
False |
False |
64,809 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.241 |
|
2.618 |
2.973 |
|
1.618 |
2.809 |
|
1.000 |
2.708 |
|
0.618 |
2.645 |
|
HIGH |
2.544 |
|
0.618 |
2.481 |
|
0.500 |
2.462 |
|
0.382 |
2.443 |
|
LOW |
2.380 |
|
0.618 |
2.279 |
|
1.000 |
2.216 |
|
1.618 |
2.115 |
|
2.618 |
1.951 |
|
4.250 |
1.683 |
|
|
| Fisher Pivots for day following 15-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2.481 |
2.457 |
| PP |
2.472 |
2.423 |
| S1 |
2.462 |
2.390 |
|