NYMEX Natural Gas Future January 2024
| Trading Metrics calculated at close of trading on 27-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2023 |
27-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
2.545 |
2.580 |
0.035 |
1.4% |
2.503 |
| High |
2.581 |
2.722 |
0.141 |
5.5% |
2.620 |
| Low |
2.454 |
2.562 |
0.108 |
4.4% |
2.385 |
| Close |
2.550 |
2.619 |
0.069 |
2.7% |
2.610 |
| Range |
0.127 |
0.160 |
0.033 |
26.0% |
0.235 |
| ATR |
0.149 |
0.151 |
0.002 |
1.1% |
0.000 |
| Volume |
50,762 |
3,600 |
-47,162 |
-92.9% |
577,373 |
|
| Daily Pivots for day following 27-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.114 |
3.027 |
2.707 |
|
| R3 |
2.954 |
2.867 |
2.663 |
|
| R2 |
2.794 |
2.794 |
2.648 |
|
| R1 |
2.707 |
2.707 |
2.634 |
2.751 |
| PP |
2.634 |
2.634 |
2.634 |
2.656 |
| S1 |
2.547 |
2.547 |
2.604 |
2.591 |
| S2 |
2.474 |
2.474 |
2.590 |
|
| S3 |
2.314 |
2.387 |
2.575 |
|
| S4 |
2.154 |
2.227 |
2.531 |
|
|
| 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 |
2.722 |
2.408 |
0.314 |
12.0% |
0.151 |
5.8% |
67% |
True |
False |
61,401 |
| 10 |
2.722 |
2.235 |
0.487 |
18.6% |
0.145 |
5.5% |
79% |
True |
False |
123,565 |
| 20 |
2.870 |
2.235 |
0.635 |
24.2% |
0.138 |
5.3% |
60% |
False |
False |
157,573 |
| 40 |
3.865 |
2.235 |
1.630 |
62.2% |
0.144 |
5.5% |
24% |
False |
False |
139,352 |
| 60 |
3.975 |
2.235 |
1.740 |
66.4% |
0.136 |
5.2% |
22% |
False |
False |
112,545 |
| 80 |
3.975 |
2.235 |
1.740 |
66.4% |
0.122 |
4.7% |
22% |
False |
False |
93,565 |
| 100 |
4.090 |
2.235 |
1.855 |
70.8% |
0.119 |
4.5% |
21% |
False |
False |
79,779 |
| 120 |
4.090 |
2.235 |
1.855 |
70.8% |
0.111 |
4.3% |
21% |
False |
False |
69,326 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.402 |
|
2.618 |
3.141 |
|
1.618 |
2.981 |
|
1.000 |
2.882 |
|
0.618 |
2.821 |
|
HIGH |
2.722 |
|
0.618 |
2.661 |
|
0.500 |
2.642 |
|
0.382 |
2.623 |
|
LOW |
2.562 |
|
0.618 |
2.463 |
|
1.000 |
2.402 |
|
1.618 |
2.303 |
|
2.618 |
2.143 |
|
4.250 |
1.882 |
|
|
| Fisher Pivots for day following 27-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2.642 |
2.609 |
| PP |
2.634 |
2.598 |
| S1 |
2.627 |
2.588 |
|