NYMEX Natural Gas Future January 2024
| Trading Metrics calculated at close of trading on 22-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2023 |
22-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
2.427 |
2.584 |
0.157 |
6.5% |
2.503 |
| High |
2.604 |
2.620 |
0.016 |
0.6% |
2.620 |
| Low |
2.408 |
2.528 |
0.120 |
5.0% |
2.385 |
| Close |
2.572 |
2.610 |
0.038 |
1.5% |
2.610 |
| Range |
0.196 |
0.092 |
-0.104 |
-53.1% |
0.235 |
| ATR |
0.153 |
0.148 |
-0.004 |
-2.8% |
0.000 |
| Volume |
84,545 |
42,835 |
-41,710 |
-49.3% |
577,373 |
|
| Daily Pivots for day following 22-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.862 |
2.828 |
2.661 |
|
| R3 |
2.770 |
2.736 |
2.635 |
|
| R2 |
2.678 |
2.678 |
2.627 |
|
| R1 |
2.644 |
2.644 |
2.618 |
2.661 |
| PP |
2.586 |
2.586 |
2.586 |
2.595 |
| S1 |
2.552 |
2.552 |
2.602 |
2.569 |
| S2 |
2.494 |
2.494 |
2.593 |
|
| S3 |
2.402 |
2.460 |
2.585 |
|
| S4 |
2.310 |
2.368 |
2.559 |
|
|
| Weekly Pivots for week ending 22-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.243 |
3.162 |
2.739 |
|
| R3 |
3.008 |
2.927 |
2.675 |
|
| R2 |
2.773 |
2.773 |
2.653 |
|
| R1 |
2.692 |
2.692 |
2.632 |
2.733 |
| PP |
2.538 |
2.538 |
2.538 |
2.559 |
| S1 |
2.457 |
2.457 |
2.588 |
2.498 |
| S2 |
2.303 |
2.303 |
2.567 |
|
| S3 |
2.068 |
2.222 |
2.545 |
|
| S4 |
1.833 |
1.987 |
2.481 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.620 |
2.385 |
0.235 |
9.0% |
0.151 |
5.8% |
96% |
True |
False |
115,474 |
| 10 |
2.620 |
2.235 |
0.385 |
14.8% |
0.155 |
5.9% |
97% |
True |
False |
173,504 |
| 20 |
2.992 |
2.235 |
0.757 |
29.0% |
0.138 |
5.3% |
50% |
False |
False |
172,435 |
| 40 |
3.865 |
2.235 |
1.630 |
62.5% |
0.143 |
5.5% |
23% |
False |
False |
141,041 |
| 60 |
3.975 |
2.235 |
1.740 |
66.7% |
0.134 |
5.1% |
22% |
False |
False |
112,723 |
| 80 |
3.975 |
2.235 |
1.740 |
66.7% |
0.122 |
4.7% |
22% |
False |
False |
93,555 |
| 100 |
4.090 |
2.235 |
1.855 |
71.1% |
0.118 |
4.5% |
20% |
False |
False |
79,545 |
| 120 |
4.090 |
2.235 |
1.855 |
71.1% |
0.111 |
4.2% |
20% |
False |
False |
69,075 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.011 |
|
2.618 |
2.861 |
|
1.618 |
2.769 |
|
1.000 |
2.712 |
|
0.618 |
2.677 |
|
HIGH |
2.620 |
|
0.618 |
2.585 |
|
0.500 |
2.574 |
|
0.382 |
2.563 |
|
LOW |
2.528 |
|
0.618 |
2.471 |
|
1.000 |
2.436 |
|
1.618 |
2.379 |
|
2.618 |
2.287 |
|
4.250 |
2.137 |
|
|
| Fisher Pivots for day following 22-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2.598 |
2.578 |
| PP |
2.586 |
2.546 |
| S1 |
2.574 |
2.514 |
|