NYMEX Natural Gas Future February 2024
| Trading Metrics calculated at close of trading on 11-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2024 |
11-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
3.167 |
3.029 |
-0.138 |
-4.4% |
2.605 |
| High |
3.226 |
3.231 |
0.005 |
0.2% |
2.906 |
| Low |
2.956 |
2.945 |
-0.011 |
-0.4% |
2.524 |
| Close |
3.039 |
3.097 |
0.058 |
1.9% |
2.893 |
| Range |
0.270 |
0.286 |
0.016 |
5.9% |
0.382 |
| ATR |
0.192 |
0.199 |
0.007 |
3.5% |
0.000 |
| Volume |
258,013 |
235,033 |
-22,980 |
-8.9% |
692,740 |
|
| Daily Pivots for day following 11-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.949 |
3.809 |
3.254 |
|
| R3 |
3.663 |
3.523 |
3.176 |
|
| R2 |
3.377 |
3.377 |
3.149 |
|
| R1 |
3.237 |
3.237 |
3.123 |
3.307 |
| PP |
3.091 |
3.091 |
3.091 |
3.126 |
| S1 |
2.951 |
2.951 |
3.071 |
3.021 |
| S2 |
2.805 |
2.805 |
3.045 |
|
| S3 |
2.519 |
2.665 |
3.018 |
|
| S4 |
2.233 |
2.379 |
2.940 |
|
|
| 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 |
3.392 |
2.681 |
0.711 |
23.0% |
0.321 |
10.4% |
59% |
False |
False |
254,000 |
| 10 |
3.392 |
2.412 |
0.980 |
31.6% |
0.236 |
7.6% |
70% |
False |
False |
198,089 |
| 20 |
3.392 |
2.187 |
1.205 |
38.9% |
0.182 |
5.9% |
76% |
False |
False |
157,925 |
| 40 |
3.405 |
2.187 |
1.218 |
39.3% |
0.157 |
5.1% |
75% |
False |
False |
108,316 |
| 60 |
3.792 |
2.187 |
1.605 |
51.8% |
0.146 |
4.7% |
57% |
False |
False |
80,700 |
| 80 |
3.892 |
2.187 |
1.705 |
55.1% |
0.135 |
4.4% |
53% |
False |
False |
64,645 |
| 100 |
3.896 |
2.187 |
1.709 |
55.2% |
0.127 |
4.1% |
53% |
False |
False |
53,645 |
| 120 |
3.993 |
2.187 |
1.806 |
58.3% |
0.119 |
3.8% |
50% |
False |
False |
45,741 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.447 |
|
2.618 |
3.980 |
|
1.618 |
3.694 |
|
1.000 |
3.517 |
|
0.618 |
3.408 |
|
HIGH |
3.231 |
|
0.618 |
3.122 |
|
0.500 |
3.088 |
|
0.382 |
3.054 |
|
LOW |
2.945 |
|
0.618 |
2.768 |
|
1.000 |
2.659 |
|
1.618 |
2.482 |
|
2.618 |
2.196 |
|
4.250 |
1.730 |
|
|
| Fisher Pivots for day following 11-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
3.094 |
3.138 |
| PP |
3.091 |
3.124 |
| S1 |
3.088 |
3.111 |
|