NYMEX Natural Gas Future June 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 |
2.821 |
2.719 |
-0.102 |
-3.6% |
2.566 |
| High |
2.821 |
2.810 |
-0.011 |
-0.4% |
2.755 |
| Low |
2.691 |
2.677 |
-0.014 |
-0.5% |
2.537 |
| Close |
2.733 |
2.716 |
-0.017 |
-0.6% |
2.748 |
| Range |
0.130 |
0.133 |
0.003 |
2.3% |
0.218 |
| ATR |
0.114 |
0.116 |
0.001 |
1.2% |
0.000 |
| Volume |
26,885 |
17,345 |
-9,540 |
-35.5% |
75,359 |
|
| Daily Pivots for day following 11-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.133 |
3.058 |
2.789 |
|
| R3 |
3.000 |
2.925 |
2.753 |
|
| R2 |
2.867 |
2.867 |
2.740 |
|
| R1 |
2.792 |
2.792 |
2.728 |
2.763 |
| PP |
2.734 |
2.734 |
2.734 |
2.720 |
| S1 |
2.659 |
2.659 |
2.704 |
2.630 |
| S2 |
2.601 |
2.601 |
2.692 |
|
| S3 |
2.468 |
2.526 |
2.679 |
|
| S4 |
2.335 |
2.393 |
2.643 |
|
|
| Weekly Pivots for week ending 05-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.334 |
3.259 |
2.868 |
|
| R3 |
3.116 |
3.041 |
2.808 |
|
| R2 |
2.898 |
2.898 |
2.788 |
|
| R1 |
2.823 |
2.823 |
2.768 |
2.861 |
| PP |
2.680 |
2.680 |
2.680 |
2.699 |
| S1 |
2.605 |
2.605 |
2.728 |
2.643 |
| S2 |
2.462 |
2.462 |
2.708 |
|
| S3 |
2.244 |
2.387 |
2.688 |
|
| S4 |
2.026 |
2.169 |
2.628 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.891 |
2.591 |
0.300 |
11.0% |
0.154 |
5.7% |
42% |
False |
False |
24,178 |
| 10 |
2.891 |
2.466 |
0.425 |
15.6% |
0.119 |
4.4% |
59% |
False |
False |
19,371 |
| 20 |
2.891 |
2.334 |
0.557 |
20.5% |
0.109 |
4.0% |
69% |
False |
False |
15,116 |
| 40 |
3.234 |
2.322 |
0.912 |
33.6% |
0.101 |
3.7% |
43% |
False |
False |
12,447 |
| 60 |
3.446 |
2.322 |
1.124 |
41.4% |
0.093 |
3.4% |
35% |
False |
False |
10,144 |
| 80 |
3.446 |
2.322 |
1.124 |
41.4% |
0.086 |
3.2% |
35% |
False |
False |
8,735 |
| 100 |
3.446 |
2.322 |
1.124 |
41.4% |
0.081 |
3.0% |
35% |
False |
False |
7,354 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.375 |
|
2.618 |
3.158 |
|
1.618 |
3.025 |
|
1.000 |
2.943 |
|
0.618 |
2.892 |
|
HIGH |
2.810 |
|
0.618 |
2.759 |
|
0.500 |
2.744 |
|
0.382 |
2.728 |
|
LOW |
2.677 |
|
0.618 |
2.595 |
|
1.000 |
2.544 |
|
1.618 |
2.462 |
|
2.618 |
2.329 |
|
4.250 |
2.112 |
|
|
| Fisher Pivots for day following 11-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2.744 |
2.784 |
| PP |
2.734 |
2.761 |
| S1 |
2.725 |
2.739 |
|