NYMEX Natural Gas Future February 2024
| Trading Metrics calculated at close of trading on 04-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2024 |
04-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
2.575 |
2.688 |
0.113 |
4.4% |
2.445 |
| High |
2.719 |
2.863 |
0.144 |
5.3% |
2.576 |
| Low |
2.537 |
2.681 |
0.144 |
5.7% |
2.356 |
| Close |
2.668 |
2.821 |
0.153 |
5.7% |
2.514 |
| Range |
0.182 |
0.182 |
0.000 |
0.0% |
0.220 |
| ATR |
0.140 |
0.144 |
0.004 |
2.8% |
0.000 |
| Volume |
166,472 |
206,311 |
39,839 |
23.9% |
449,443 |
|
| Daily Pivots for day following 04-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.334 |
3.260 |
2.921 |
|
| R3 |
3.152 |
3.078 |
2.871 |
|
| R2 |
2.970 |
2.970 |
2.854 |
|
| R1 |
2.896 |
2.896 |
2.838 |
2.933 |
| PP |
2.788 |
2.788 |
2.788 |
2.807 |
| S1 |
2.714 |
2.714 |
2.804 |
2.751 |
| S2 |
2.606 |
2.606 |
2.788 |
|
| S3 |
2.424 |
2.532 |
2.771 |
|
| S4 |
2.242 |
2.350 |
2.721 |
|
|
| 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 |
2.863 |
2.412 |
0.451 |
16.0% |
0.150 |
5.3% |
91% |
True |
False |
142,178 |
| 10 |
2.863 |
2.313 |
0.550 |
19.5% |
0.139 |
4.9% |
92% |
True |
False |
130,178 |
| 20 |
2.863 |
2.187 |
0.676 |
24.0% |
0.139 |
4.9% |
94% |
True |
False |
122,136 |
| 40 |
3.539 |
2.187 |
1.352 |
47.9% |
0.132 |
4.7% |
47% |
False |
False |
80,828 |
| 60 |
3.873 |
2.187 |
1.686 |
59.8% |
0.129 |
4.6% |
38% |
False |
False |
61,479 |
| 80 |
3.892 |
2.187 |
1.705 |
60.4% |
0.120 |
4.3% |
37% |
False |
False |
49,556 |
| 100 |
3.993 |
2.187 |
1.806 |
64.0% |
0.114 |
4.0% |
35% |
False |
False |
41,255 |
| 120 |
3.993 |
2.187 |
1.806 |
64.0% |
0.108 |
3.8% |
35% |
False |
False |
35,410 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.637 |
|
2.618 |
3.339 |
|
1.618 |
3.157 |
|
1.000 |
3.045 |
|
0.618 |
2.975 |
|
HIGH |
2.863 |
|
0.618 |
2.793 |
|
0.500 |
2.772 |
|
0.382 |
2.751 |
|
LOW |
2.681 |
|
0.618 |
2.569 |
|
1.000 |
2.499 |
|
1.618 |
2.387 |
|
2.618 |
2.205 |
|
4.250 |
1.908 |
|
|
| Fisher Pivots for day following 04-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2.805 |
2.779 |
| PP |
2.788 |
2.736 |
| S1 |
2.772 |
2.694 |
|