NYMEX Natural Gas Future March 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 |
2.697 |
2.551 |
-0.146 |
-5.4% |
2.398 |
| High |
2.710 |
2.644 |
-0.066 |
-2.4% |
2.631 |
| Low |
2.535 |
2.494 |
-0.041 |
-1.6% |
2.349 |
| Close |
2.562 |
2.540 |
-0.022 |
-0.9% |
2.621 |
| Range |
0.175 |
0.150 |
-0.025 |
-14.3% |
0.282 |
| ATR |
0.145 |
0.145 |
0.000 |
0.2% |
0.000 |
| Volume |
186,147 |
179,045 |
-7,102 |
-3.8% |
430,684 |
|
| Daily Pivots for day following 11-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.009 |
2.925 |
2.623 |
|
| R3 |
2.859 |
2.775 |
2.581 |
|
| R2 |
2.709 |
2.709 |
2.568 |
|
| R1 |
2.625 |
2.625 |
2.554 |
2.592 |
| PP |
2.559 |
2.559 |
2.559 |
2.543 |
| S1 |
2.475 |
2.475 |
2.526 |
2.442 |
| S2 |
2.409 |
2.409 |
2.513 |
|
| S3 |
2.259 |
2.325 |
2.499 |
|
| S4 |
2.109 |
2.175 |
2.458 |
|
|
| Weekly Pivots for week ending 05-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.380 |
3.282 |
2.776 |
|
| R3 |
3.098 |
3.000 |
2.699 |
|
| R2 |
2.816 |
2.816 |
2.673 |
|
| R1 |
2.718 |
2.718 |
2.647 |
2.767 |
| PP |
2.534 |
2.534 |
2.534 |
2.558 |
| S1 |
2.436 |
2.436 |
2.595 |
2.485 |
| S2 |
2.252 |
2.252 |
2.569 |
|
| S3 |
1.970 |
2.154 |
2.543 |
|
| S4 |
1.688 |
1.872 |
2.466 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.791 |
2.430 |
0.361 |
14.2% |
0.195 |
7.7% |
30% |
False |
False |
181,062 |
| 10 |
2.791 |
2.266 |
0.525 |
20.7% |
0.157 |
6.2% |
52% |
False |
False |
135,591 |
| 20 |
2.791 |
2.098 |
0.693 |
27.3% |
0.135 |
5.3% |
64% |
False |
False |
105,979 |
| 40 |
3.203 |
2.098 |
1.105 |
43.5% |
0.128 |
5.0% |
40% |
False |
False |
81,342 |
| 60 |
3.520 |
2.098 |
1.422 |
56.0% |
0.121 |
4.8% |
31% |
False |
False |
64,277 |
| 80 |
3.588 |
2.098 |
1.490 |
58.7% |
0.113 |
4.5% |
30% |
False |
False |
54,001 |
| 100 |
3.588 |
2.098 |
1.490 |
58.7% |
0.107 |
4.2% |
30% |
False |
False |
46,245 |
| 120 |
3.650 |
2.098 |
1.552 |
61.1% |
0.102 |
4.0% |
28% |
False |
False |
40,241 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.282 |
|
2.618 |
3.037 |
|
1.618 |
2.887 |
|
1.000 |
2.794 |
|
0.618 |
2.737 |
|
HIGH |
2.644 |
|
0.618 |
2.587 |
|
0.500 |
2.569 |
|
0.382 |
2.551 |
|
LOW |
2.494 |
|
0.618 |
2.401 |
|
1.000 |
2.344 |
|
1.618 |
2.251 |
|
2.618 |
2.101 |
|
4.250 |
1.857 |
|
|
| Fisher Pivots for day following 11-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2.569 |
2.643 |
| PP |
2.559 |
2.608 |
| S1 |
2.550 |
2.574 |
|