NYMEX Natural Gas Future January 2024
| Trading Metrics calculated at close of trading on 26-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2023 |
26-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
2.584 |
2.545 |
-0.039 |
-1.5% |
2.503 |
| High |
2.620 |
2.581 |
-0.039 |
-1.5% |
2.620 |
| Low |
2.528 |
2.454 |
-0.074 |
-2.9% |
2.385 |
| Close |
2.610 |
2.550 |
-0.060 |
-2.3% |
2.610 |
| Range |
0.092 |
0.127 |
0.035 |
38.0% |
0.235 |
| ATR |
0.148 |
0.149 |
0.001 |
0.4% |
0.000 |
| Volume |
42,835 |
50,762 |
7,927 |
18.5% |
577,373 |
|
| Daily Pivots for day following 26-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.909 |
2.857 |
2.620 |
|
| R3 |
2.782 |
2.730 |
2.585 |
|
| R2 |
2.655 |
2.655 |
2.573 |
|
| R1 |
2.603 |
2.603 |
2.562 |
2.629 |
| PP |
2.528 |
2.528 |
2.528 |
2.542 |
| S1 |
2.476 |
2.476 |
2.538 |
2.502 |
| S2 |
2.401 |
2.401 |
2.527 |
|
| S3 |
2.274 |
2.349 |
2.515 |
|
| S4 |
2.147 |
2.222 |
2.480 |
|
|
| 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 |
9.2% |
0.155 |
6.1% |
70% |
False |
False |
94,768 |
| 10 |
2.620 |
2.235 |
0.385 |
15.1% |
0.148 |
5.8% |
82% |
False |
False |
145,550 |
| 20 |
2.992 |
2.235 |
0.757 |
29.7% |
0.140 |
5.5% |
42% |
False |
False |
166,752 |
| 40 |
3.865 |
2.235 |
1.630 |
63.9% |
0.142 |
5.6% |
19% |
False |
False |
140,669 |
| 60 |
3.975 |
2.235 |
1.740 |
68.2% |
0.135 |
5.3% |
18% |
False |
False |
113,048 |
| 80 |
3.975 |
2.235 |
1.740 |
68.2% |
0.122 |
4.8% |
18% |
False |
False |
93,829 |
| 100 |
4.090 |
2.235 |
1.855 |
72.7% |
0.118 |
4.6% |
17% |
False |
False |
79,878 |
| 120 |
4.090 |
2.235 |
1.855 |
72.7% |
0.111 |
4.4% |
17% |
False |
False |
69,404 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.121 |
|
2.618 |
2.913 |
|
1.618 |
2.786 |
|
1.000 |
2.708 |
|
0.618 |
2.659 |
|
HIGH |
2.581 |
|
0.618 |
2.532 |
|
0.500 |
2.518 |
|
0.382 |
2.503 |
|
LOW |
2.454 |
|
0.618 |
2.376 |
|
1.000 |
2.327 |
|
1.618 |
2.249 |
|
2.618 |
2.122 |
|
4.250 |
1.914 |
|
|
| Fisher Pivots for day following 26-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2.539 |
2.538 |
| PP |
2.528 |
2.526 |
| S1 |
2.518 |
2.514 |
|