NYMEX Natural Gas Future January 2024
| Trading Metrics calculated at close of trading on 19-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2023 |
19-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
2.503 |
2.519 |
0.016 |
0.6% |
2.490 |
| High |
2.597 |
2.565 |
-0.032 |
-1.2% |
2.544 |
| Low |
2.488 |
2.385 |
-0.103 |
-4.1% |
2.235 |
| Close |
2.503 |
2.492 |
-0.011 |
-0.4% |
2.491 |
| Range |
0.109 |
0.180 |
0.071 |
65.1% |
0.309 |
| ATR |
0.144 |
0.147 |
0.003 |
1.8% |
0.000 |
| Volume |
154,295 |
170,435 |
16,140 |
10.5% |
1,157,673 |
|
| Daily Pivots for day following 19-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.021 |
2.936 |
2.591 |
|
| R3 |
2.841 |
2.756 |
2.542 |
|
| R2 |
2.661 |
2.661 |
2.525 |
|
| R1 |
2.576 |
2.576 |
2.509 |
2.529 |
| PP |
2.481 |
2.481 |
2.481 |
2.457 |
| S1 |
2.396 |
2.396 |
2.476 |
2.349 |
| S2 |
2.301 |
2.301 |
2.459 |
|
| S3 |
2.121 |
2.216 |
2.443 |
|
| S4 |
1.941 |
2.036 |
2.393 |
|
|
| 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 |
2.597 |
2.235 |
0.362 |
14.5% |
0.139 |
5.6% |
71% |
False |
False |
185,729 |
| 10 |
2.757 |
2.235 |
0.522 |
20.9% |
0.150 |
6.0% |
49% |
False |
False |
214,017 |
| 20 |
3.095 |
2.235 |
0.860 |
34.5% |
0.133 |
5.3% |
30% |
False |
False |
179,310 |
| 40 |
3.865 |
2.235 |
1.630 |
65.4% |
0.140 |
5.6% |
16% |
False |
False |
138,373 |
| 60 |
3.975 |
2.235 |
1.740 |
69.8% |
0.131 |
5.3% |
15% |
False |
False |
110,791 |
| 80 |
3.975 |
2.235 |
1.740 |
69.8% |
0.121 |
4.9% |
15% |
False |
False |
91,629 |
| 100 |
4.090 |
2.235 |
1.855 |
74.4% |
0.115 |
4.6% |
14% |
False |
False |
77,634 |
| 120 |
4.090 |
2.235 |
1.855 |
74.4% |
0.109 |
4.4% |
14% |
False |
False |
67,272 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.330 |
|
2.618 |
3.036 |
|
1.618 |
2.856 |
|
1.000 |
2.745 |
|
0.618 |
2.676 |
|
HIGH |
2.565 |
|
0.618 |
2.496 |
|
0.500 |
2.475 |
|
0.382 |
2.454 |
|
LOW |
2.385 |
|
0.618 |
2.274 |
|
1.000 |
2.205 |
|
1.618 |
2.094 |
|
2.618 |
1.914 |
|
4.250 |
1.620 |
|
|
| Fisher Pivots for day following 19-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2.486 |
2.491 |
| PP |
2.481 |
2.490 |
| S1 |
2.475 |
2.489 |
|