NYMEX Natural Gas Future March 2024
| Trading Metrics calculated at close of trading on 12-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2024 |
12-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
2.551 |
2.557 |
0.006 |
0.2% |
2.649 |
| High |
2.644 |
2.647 |
0.003 |
0.1% |
2.791 |
| Low |
2.494 |
2.543 |
0.049 |
2.0% |
2.430 |
| Close |
2.540 |
2.617 |
0.077 |
3.0% |
2.617 |
| Range |
0.150 |
0.104 |
-0.046 |
-30.7% |
0.361 |
| ATR |
0.145 |
0.143 |
-0.003 |
-1.9% |
0.000 |
| Volume |
179,045 |
172,293 |
-6,752 |
-3.8% |
959,189 |
|
| Daily Pivots for day following 12-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.914 |
2.870 |
2.674 |
|
| R3 |
2.810 |
2.766 |
2.646 |
|
| R2 |
2.706 |
2.706 |
2.636 |
|
| R1 |
2.662 |
2.662 |
2.627 |
2.684 |
| PP |
2.602 |
2.602 |
2.602 |
2.614 |
| S1 |
2.558 |
2.558 |
2.607 |
2.580 |
| S2 |
2.498 |
2.498 |
2.598 |
|
| S3 |
2.394 |
2.454 |
2.588 |
|
| S4 |
2.290 |
2.350 |
2.560 |
|
|
| Weekly Pivots for week ending 12-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.696 |
3.517 |
2.816 |
|
| R3 |
3.335 |
3.156 |
2.716 |
|
| R2 |
2.974 |
2.974 |
2.683 |
|
| R1 |
2.795 |
2.795 |
2.650 |
2.704 |
| PP |
2.613 |
2.613 |
2.613 |
2.567 |
| S1 |
2.434 |
2.434 |
2.584 |
2.343 |
| S2 |
2.252 |
2.252 |
2.551 |
|
| S3 |
1.891 |
2.073 |
2.518 |
|
| S4 |
1.530 |
1.712 |
2.418 |
|
|
| 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 |
13.8% |
0.183 |
7.0% |
52% |
False |
False |
191,837 |
| 10 |
2.791 |
2.307 |
0.484 |
18.5% |
0.154 |
5.9% |
64% |
False |
False |
145,975 |
| 20 |
2.791 |
2.178 |
0.613 |
23.4% |
0.132 |
5.0% |
72% |
False |
False |
107,632 |
| 40 |
3.188 |
2.098 |
1.090 |
41.7% |
0.127 |
4.8% |
48% |
False |
False |
84,865 |
| 60 |
3.520 |
2.098 |
1.422 |
54.3% |
0.121 |
4.6% |
36% |
False |
False |
66,755 |
| 80 |
3.588 |
2.098 |
1.490 |
56.9% |
0.114 |
4.4% |
35% |
False |
False |
55,924 |
| 100 |
3.588 |
2.098 |
1.490 |
56.9% |
0.108 |
4.1% |
35% |
False |
False |
47,846 |
| 120 |
3.650 |
2.098 |
1.552 |
59.3% |
0.102 |
3.9% |
33% |
False |
False |
41,627 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.089 |
|
2.618 |
2.919 |
|
1.618 |
2.815 |
|
1.000 |
2.751 |
|
0.618 |
2.711 |
|
HIGH |
2.647 |
|
0.618 |
2.607 |
|
0.500 |
2.595 |
|
0.382 |
2.583 |
|
LOW |
2.543 |
|
0.618 |
2.479 |
|
1.000 |
2.439 |
|
1.618 |
2.375 |
|
2.618 |
2.271 |
|
4.250 |
2.101 |
|
|
| Fisher Pivots for day following 12-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2.610 |
2.612 |
| PP |
2.602 |
2.607 |
| S1 |
2.595 |
2.602 |
|