NYMEX Natural Gas Future November 2023
| Trading Metrics calculated at close of trading on 25-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2023 |
25-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
2.844 |
2.889 |
0.045 |
1.6% |
2.918 |
| High |
2.912 |
2.937 |
0.025 |
0.9% |
3.072 |
| Low |
2.834 |
2.862 |
0.028 |
1.0% |
2.832 |
| Close |
2.879 |
2.906 |
0.027 |
0.9% |
2.879 |
| Range |
0.078 |
0.075 |
-0.003 |
-3.8% |
0.240 |
| ATR |
0.109 |
0.106 |
-0.002 |
-2.2% |
0.000 |
| Volume |
105,568 |
105,424 |
-144 |
-0.1% |
618,377 |
|
| Daily Pivots for day following 25-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.127 |
3.091 |
2.947 |
|
| R3 |
3.052 |
3.016 |
2.927 |
|
| R2 |
2.977 |
2.977 |
2.920 |
|
| R1 |
2.941 |
2.941 |
2.913 |
2.959 |
| PP |
2.902 |
2.902 |
2.902 |
2.911 |
| S1 |
2.866 |
2.866 |
2.899 |
2.884 |
| S2 |
2.827 |
2.827 |
2.892 |
|
| S3 |
2.752 |
2.791 |
2.885 |
|
| S4 |
2.677 |
2.716 |
2.865 |
|
|
| Weekly Pivots for week ending 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.648 |
3.503 |
3.011 |
|
| R3 |
3.408 |
3.263 |
2.945 |
|
| R2 |
3.168 |
3.168 |
2.923 |
|
| R1 |
3.023 |
3.023 |
2.901 |
2.976 |
| PP |
2.928 |
2.928 |
2.928 |
2.904 |
| S1 |
2.783 |
2.783 |
2.857 |
2.736 |
| S2 |
2.688 |
2.688 |
2.835 |
|
| S3 |
2.448 |
2.543 |
2.813 |
|
| S4 |
2.208 |
2.303 |
2.747 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.072 |
2.832 |
0.240 |
8.3% |
0.099 |
3.4% |
31% |
False |
False |
121,731 |
| 10 |
3.088 |
2.832 |
0.256 |
8.8% |
0.103 |
3.5% |
29% |
False |
False |
119,138 |
| 20 |
3.265 |
2.832 |
0.433 |
14.9% |
0.107 |
3.7% |
17% |
False |
False |
92,042 |
| 40 |
3.485 |
2.832 |
0.653 |
22.5% |
0.110 |
3.8% |
11% |
False |
False |
71,562 |
| 60 |
3.485 |
2.832 |
0.653 |
22.5% |
0.105 |
3.6% |
11% |
False |
False |
55,525 |
| 80 |
3.485 |
2.825 |
0.660 |
22.7% |
0.106 |
3.6% |
12% |
False |
False |
45,743 |
| 100 |
3.485 |
2.825 |
0.660 |
22.7% |
0.107 |
3.7% |
12% |
False |
False |
38,998 |
| 120 |
3.485 |
2.825 |
0.660 |
22.7% |
0.107 |
3.7% |
12% |
False |
False |
33,863 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.256 |
|
2.618 |
3.133 |
|
1.618 |
3.058 |
|
1.000 |
3.012 |
|
0.618 |
2.983 |
|
HIGH |
2.937 |
|
0.618 |
2.908 |
|
0.500 |
2.900 |
|
0.382 |
2.891 |
|
LOW |
2.862 |
|
0.618 |
2.816 |
|
1.000 |
2.787 |
|
1.618 |
2.741 |
|
2.618 |
2.666 |
|
4.250 |
2.543 |
|
|
| Fisher Pivots for day following 25-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2.904 |
2.903 |
| PP |
2.902 |
2.900 |
| S1 |
2.900 |
2.898 |
|