NYMEX Natural Gas Future November 2023
| Trading Metrics calculated at close of trading on 28-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2023 |
28-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
2.858 |
2.891 |
0.033 |
1.2% |
2.918 |
| High |
2.947 |
2.981 |
0.034 |
1.2% |
3.072 |
| Low |
2.850 |
2.868 |
0.018 |
0.6% |
2.832 |
| Close |
2.899 |
2.945 |
0.046 |
1.6% |
2.879 |
| Range |
0.097 |
0.113 |
0.016 |
16.5% |
0.240 |
| ATR |
0.106 |
0.107 |
0.000 |
0.5% |
0.000 |
| Volume |
136,011 |
123,674 |
-12,337 |
-9.1% |
618,377 |
|
| Daily Pivots for day following 28-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.270 |
3.221 |
3.007 |
|
| R3 |
3.157 |
3.108 |
2.976 |
|
| R2 |
3.044 |
3.044 |
2.966 |
|
| R1 |
2.995 |
2.995 |
2.955 |
3.020 |
| PP |
2.931 |
2.931 |
2.931 |
2.944 |
| S1 |
2.882 |
2.882 |
2.935 |
2.907 |
| S2 |
2.818 |
2.818 |
2.924 |
|
| S3 |
2.705 |
2.769 |
2.914 |
|
| S4 |
2.592 |
2.656 |
2.883 |
|
|
| 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 |
2.981 |
2.796 |
0.185 |
6.3% |
0.095 |
3.2% |
81% |
True |
False |
127,582 |
| 10 |
3.072 |
2.796 |
0.276 |
9.4% |
0.102 |
3.5% |
54% |
False |
False |
123,835 |
| 20 |
3.242 |
2.796 |
0.446 |
15.1% |
0.102 |
3.5% |
33% |
False |
False |
104,583 |
| 40 |
3.485 |
2.796 |
0.689 |
23.4% |
0.111 |
3.8% |
22% |
False |
False |
80,006 |
| 60 |
3.485 |
2.796 |
0.689 |
23.4% |
0.105 |
3.6% |
22% |
False |
False |
61,775 |
| 80 |
3.485 |
2.796 |
0.689 |
23.4% |
0.106 |
3.6% |
22% |
False |
False |
50,600 |
| 100 |
3.485 |
2.796 |
0.689 |
23.4% |
0.107 |
3.6% |
22% |
False |
False |
42,968 |
| 120 |
3.485 |
2.796 |
0.689 |
23.4% |
0.107 |
3.6% |
22% |
False |
False |
37,242 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.461 |
|
2.618 |
3.277 |
|
1.618 |
3.164 |
|
1.000 |
3.094 |
|
0.618 |
3.051 |
|
HIGH |
2.981 |
|
0.618 |
2.938 |
|
0.500 |
2.925 |
|
0.382 |
2.911 |
|
LOW |
2.868 |
|
0.618 |
2.798 |
|
1.000 |
2.755 |
|
1.618 |
2.685 |
|
2.618 |
2.572 |
|
4.250 |
2.388 |
|
|
| Fisher Pivots for day following 28-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2.938 |
2.926 |
| PP |
2.931 |
2.907 |
| S1 |
2.925 |
2.889 |
|