NYMEX Natural Gas Future February 2024
| Trading Metrics calculated at close of trading on 08-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2024 |
08-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
2.845 |
2.950 |
0.105 |
3.7% |
2.605 |
| High |
2.906 |
3.012 |
0.106 |
3.6% |
2.906 |
| Low |
2.681 |
2.694 |
0.013 |
0.5% |
2.524 |
| Close |
2.893 |
2.980 |
0.087 |
3.0% |
2.893 |
| Range |
0.225 |
0.318 |
0.093 |
41.3% |
0.382 |
| ATR |
0.150 |
0.162 |
0.012 |
8.0% |
0.000 |
| Volume |
187,503 |
237,672 |
50,169 |
26.8% |
692,740 |
|
| Daily Pivots for day following 08-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.849 |
3.733 |
3.155 |
|
| R3 |
3.531 |
3.415 |
3.067 |
|
| R2 |
3.213 |
3.213 |
3.038 |
|
| R1 |
3.097 |
3.097 |
3.009 |
3.155 |
| PP |
2.895 |
2.895 |
2.895 |
2.925 |
| S1 |
2.779 |
2.779 |
2.951 |
2.837 |
| S2 |
2.577 |
2.577 |
2.922 |
|
| S3 |
2.259 |
2.461 |
2.893 |
|
| S4 |
1.941 |
2.143 |
2.805 |
|
|
| Weekly Pivots for week ending 05-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.920 |
3.789 |
3.103 |
|
| R3 |
3.538 |
3.407 |
2.998 |
|
| R2 |
3.156 |
3.156 |
2.963 |
|
| R1 |
3.025 |
3.025 |
2.928 |
3.091 |
| PP |
2.774 |
2.774 |
2.774 |
2.807 |
| S1 |
2.643 |
2.643 |
2.858 |
2.709 |
| S2 |
2.392 |
2.392 |
2.823 |
|
| S3 |
2.010 |
2.261 |
2.788 |
|
| S4 |
1.628 |
1.879 |
2.683 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.012 |
2.524 |
0.488 |
16.4% |
0.212 |
7.1% |
93% |
True |
False |
186,082 |
| 10 |
3.012 |
2.356 |
0.656 |
22.0% |
0.162 |
5.4% |
95% |
True |
False |
147,025 |
| 20 |
3.012 |
2.187 |
0.825 |
27.7% |
0.149 |
5.0% |
96% |
True |
False |
132,985 |
| 40 |
3.405 |
2.187 |
1.218 |
40.9% |
0.139 |
4.7% |
65% |
False |
False |
89,581 |
| 60 |
3.855 |
2.187 |
1.668 |
56.0% |
0.133 |
4.5% |
48% |
False |
False |
67,723 |
| 80 |
3.892 |
2.187 |
1.705 |
57.2% |
0.125 |
4.2% |
47% |
False |
False |
54,483 |
| 100 |
3.912 |
2.187 |
1.725 |
57.9% |
0.118 |
4.0% |
46% |
False |
False |
45,343 |
| 120 |
3.993 |
2.187 |
1.806 |
60.6% |
0.112 |
3.7% |
44% |
False |
False |
38,858 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.364 |
|
2.618 |
3.845 |
|
1.618 |
3.527 |
|
1.000 |
3.330 |
|
0.618 |
3.209 |
|
HIGH |
3.012 |
|
0.618 |
2.891 |
|
0.500 |
2.853 |
|
0.382 |
2.815 |
|
LOW |
2.694 |
|
0.618 |
2.497 |
|
1.000 |
2.376 |
|
1.618 |
2.179 |
|
2.618 |
1.861 |
|
4.250 |
1.343 |
|
|
| Fisher Pivots for day following 08-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2.938 |
2.936 |
| PP |
2.895 |
2.891 |
| S1 |
2.853 |
2.847 |
|