NYMEX Natural Gas Future January 2024
| Trading Metrics calculated at close of trading on 20-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2023 |
20-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
2.519 |
2.557 |
0.038 |
1.5% |
2.490 |
| High |
2.565 |
2.590 |
0.025 |
1.0% |
2.544 |
| Low |
2.385 |
2.410 |
0.025 |
1.0% |
2.235 |
| Close |
2.492 |
2.447 |
-0.045 |
-1.8% |
2.491 |
| Range |
0.180 |
0.180 |
0.000 |
0.0% |
0.309 |
| ATR |
0.147 |
0.149 |
0.002 |
1.6% |
0.000 |
| Volume |
170,435 |
125,263 |
-45,172 |
-26.5% |
1,157,673 |
|
| Daily Pivots for day following 20-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.022 |
2.915 |
2.546 |
|
| R3 |
2.842 |
2.735 |
2.497 |
|
| R2 |
2.662 |
2.662 |
2.480 |
|
| R1 |
2.555 |
2.555 |
2.464 |
2.519 |
| PP |
2.482 |
2.482 |
2.482 |
2.464 |
| S1 |
2.375 |
2.375 |
2.431 |
2.339 |
| S2 |
2.302 |
2.302 |
2.414 |
|
| S3 |
2.122 |
2.195 |
2.398 |
|
| S4 |
1.942 |
2.015 |
2.348 |
|
|
| 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 |
2.328 |
0.269 |
11.0% |
0.145 |
5.9% |
44% |
False |
False |
159,744 |
| 10 |
2.621 |
2.235 |
0.386 |
15.8% |
0.146 |
6.0% |
55% |
False |
False |
204,706 |
| 20 |
3.095 |
2.235 |
0.860 |
35.1% |
0.137 |
5.6% |
25% |
False |
False |
178,985 |
| 40 |
3.865 |
2.235 |
1.630 |
66.6% |
0.142 |
5.8% |
13% |
False |
False |
140,338 |
| 60 |
3.975 |
2.235 |
1.740 |
71.1% |
0.132 |
5.4% |
12% |
False |
False |
111,762 |
| 80 |
3.975 |
2.235 |
1.740 |
71.1% |
0.121 |
5.0% |
12% |
False |
False |
92,861 |
| 100 |
4.090 |
2.235 |
1.855 |
75.8% |
0.117 |
4.8% |
11% |
False |
False |
78,708 |
| 120 |
4.090 |
2.235 |
1.855 |
75.8% |
0.109 |
4.5% |
11% |
False |
False |
68,198 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.355 |
|
2.618 |
3.061 |
|
1.618 |
2.881 |
|
1.000 |
2.770 |
|
0.618 |
2.701 |
|
HIGH |
2.590 |
|
0.618 |
2.521 |
|
0.500 |
2.500 |
|
0.382 |
2.479 |
|
LOW |
2.410 |
|
0.618 |
2.299 |
|
1.000 |
2.230 |
|
1.618 |
2.119 |
|
2.618 |
1.939 |
|
4.250 |
1.645 |
|
|
| Fisher Pivots for day following 20-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2.500 |
2.491 |
| PP |
2.482 |
2.476 |
| S1 |
2.465 |
2.462 |
|