NYMEX Natural Gas Future February 2024
| Trading Metrics calculated at close of trading on 03-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2024 |
03-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
2.605 |
2.575 |
-0.030 |
-1.2% |
2.445 |
| High |
2.675 |
2.719 |
0.044 |
1.6% |
2.576 |
| Low |
2.524 |
2.537 |
0.013 |
0.5% |
2.356 |
| Close |
2.568 |
2.668 |
0.100 |
3.9% |
2.514 |
| Range |
0.151 |
0.182 |
0.031 |
20.5% |
0.220 |
| ATR |
0.137 |
0.140 |
0.003 |
2.4% |
0.000 |
| Volume |
132,454 |
166,472 |
34,018 |
25.7% |
449,443 |
|
| Daily Pivots for day following 03-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.187 |
3.110 |
2.768 |
|
| R3 |
3.005 |
2.928 |
2.718 |
|
| R2 |
2.823 |
2.823 |
2.701 |
|
| R1 |
2.746 |
2.746 |
2.685 |
2.785 |
| PP |
2.641 |
2.641 |
2.641 |
2.661 |
| S1 |
2.564 |
2.564 |
2.651 |
2.603 |
| S2 |
2.459 |
2.459 |
2.635 |
|
| S3 |
2.277 |
2.382 |
2.618 |
|
| S4 |
2.095 |
2.200 |
2.568 |
|
|
| Weekly Pivots for week ending 29-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.142 |
3.048 |
2.635 |
|
| R3 |
2.922 |
2.828 |
2.575 |
|
| R2 |
2.702 |
2.702 |
2.554 |
|
| R1 |
2.608 |
2.608 |
2.534 |
2.655 |
| PP |
2.482 |
2.482 |
2.482 |
2.506 |
| S1 |
2.388 |
2.388 |
2.494 |
2.435 |
| S2 |
2.262 |
2.262 |
2.474 |
|
| S3 |
2.042 |
2.168 |
2.454 |
|
| S4 |
1.822 |
1.948 |
2.393 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.719 |
2.412 |
0.307 |
11.5% |
0.142 |
5.3% |
83% |
True |
False |
126,769 |
| 10 |
2.719 |
2.288 |
0.431 |
16.2% |
0.136 |
5.1% |
88% |
True |
False |
122,030 |
| 20 |
2.738 |
2.187 |
0.551 |
20.7% |
0.135 |
5.1% |
87% |
False |
False |
113,945 |
| 40 |
3.635 |
2.187 |
1.448 |
54.3% |
0.131 |
4.9% |
33% |
False |
False |
76,371 |
| 60 |
3.892 |
2.187 |
1.705 |
63.9% |
0.128 |
4.8% |
28% |
False |
False |
58,358 |
| 80 |
3.892 |
2.187 |
1.705 |
63.9% |
0.119 |
4.4% |
28% |
False |
False |
47,081 |
| 100 |
3.993 |
2.187 |
1.806 |
67.7% |
0.113 |
4.2% |
27% |
False |
False |
39,255 |
| 120 |
3.993 |
2.187 |
1.806 |
67.7% |
0.107 |
4.0% |
27% |
False |
False |
33,713 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.493 |
|
2.618 |
3.195 |
|
1.618 |
3.013 |
|
1.000 |
2.901 |
|
0.618 |
2.831 |
|
HIGH |
2.719 |
|
0.618 |
2.649 |
|
0.500 |
2.628 |
|
0.382 |
2.607 |
|
LOW |
2.537 |
|
0.618 |
2.425 |
|
1.000 |
2.355 |
|
1.618 |
2.243 |
|
2.618 |
2.061 |
|
4.250 |
1.764 |
|
|
| Fisher Pivots for day following 03-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2.655 |
2.647 |
| PP |
2.641 |
2.625 |
| S1 |
2.628 |
2.604 |
|