NYMEX Natural Gas Future September 2023
| Trading Metrics calculated at close of trading on 27-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2023 |
27-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
2.794 |
2.802 |
0.008 |
0.3% |
2.871 |
| High |
2.880 |
2.807 |
-0.073 |
-2.5% |
2.959 |
| Low |
2.770 |
2.708 |
-0.062 |
-2.2% |
2.714 |
| Close |
2.868 |
2.736 |
-0.132 |
-4.6% |
2.868 |
| Range |
0.110 |
0.099 |
-0.011 |
-10.0% |
0.245 |
| ATR |
0.165 |
0.165 |
0.000 |
-0.2% |
0.000 |
| Volume |
8,316 |
14,501 |
6,185 |
74.4% |
57,007 |
|
| Daily Pivots for day following 27-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.047 |
2.991 |
2.790 |
|
| R3 |
2.948 |
2.892 |
2.763 |
|
| R2 |
2.849 |
2.849 |
2.754 |
|
| R1 |
2.793 |
2.793 |
2.745 |
2.772 |
| PP |
2.750 |
2.750 |
2.750 |
2.740 |
| S1 |
2.694 |
2.694 |
2.727 |
2.673 |
| S2 |
2.651 |
2.651 |
2.718 |
|
| S3 |
2.552 |
2.595 |
2.709 |
|
| S4 |
2.453 |
2.496 |
2.682 |
|
|
| Weekly Pivots for week ending 24-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.582 |
3.470 |
3.003 |
|
| R3 |
3.337 |
3.225 |
2.935 |
|
| R2 |
3.092 |
3.092 |
2.913 |
|
| R1 |
2.980 |
2.980 |
2.890 |
2.914 |
| PP |
2.847 |
2.847 |
2.847 |
2.814 |
| S1 |
2.735 |
2.735 |
2.846 |
2.669 |
| S2 |
2.602 |
2.602 |
2.823 |
|
| S3 |
2.357 |
2.490 |
2.801 |
|
| S4 |
2.112 |
2.245 |
2.733 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.959 |
2.708 |
0.251 |
9.2% |
0.140 |
5.1% |
11% |
False |
True |
12,528 |
| 10 |
3.215 |
2.708 |
0.507 |
18.5% |
0.144 |
5.3% |
6% |
False |
True |
12,266 |
| 20 |
3.494 |
2.708 |
0.786 |
28.7% |
0.159 |
5.8% |
4% |
False |
True |
14,040 |
| 40 |
3.494 |
2.685 |
0.809 |
29.6% |
0.158 |
5.8% |
6% |
False |
False |
15,262 |
| 60 |
4.228 |
2.685 |
1.543 |
56.4% |
0.166 |
6.1% |
3% |
False |
False |
13,467 |
| 80 |
5.396 |
2.685 |
2.711 |
99.1% |
0.180 |
6.6% |
2% |
False |
False |
11,680 |
| 100 |
5.396 |
2.685 |
2.711 |
99.1% |
0.182 |
6.6% |
2% |
False |
False |
10,412 |
| 120 |
5.396 |
2.685 |
2.711 |
99.1% |
0.176 |
6.4% |
2% |
False |
False |
9,273 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.228 |
|
2.618 |
3.066 |
|
1.618 |
2.967 |
|
1.000 |
2.906 |
|
0.618 |
2.868 |
|
HIGH |
2.807 |
|
0.618 |
2.769 |
|
0.500 |
2.758 |
|
0.382 |
2.746 |
|
LOW |
2.708 |
|
0.618 |
2.647 |
|
1.000 |
2.609 |
|
1.618 |
2.548 |
|
2.618 |
2.449 |
|
4.250 |
2.287 |
|
|
| Fisher Pivots for day following 27-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2.758 |
2.794 |
| PP |
2.750 |
2.775 |
| S1 |
2.743 |
2.755 |
|