NYMEX Natural Gas Future November 2023
| Trading Metrics calculated at close of trading on 29-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2023 |
29-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
2.891 |
2.949 |
0.058 |
2.0% |
2.889 |
| High |
2.981 |
2.997 |
0.016 |
0.5% |
2.997 |
| Low |
2.868 |
2.855 |
-0.013 |
-0.5% |
2.796 |
| Close |
2.945 |
2.929 |
-0.016 |
-0.5% |
2.929 |
| Range |
0.113 |
0.142 |
0.029 |
25.7% |
0.201 |
| ATR |
0.107 |
0.109 |
0.003 |
2.4% |
0.000 |
| Volume |
123,674 |
114,663 |
-9,011 |
-7.3% |
647,005 |
|
| Daily Pivots for day following 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.353 |
3.283 |
3.007 |
|
| R3 |
3.211 |
3.141 |
2.968 |
|
| R2 |
3.069 |
3.069 |
2.955 |
|
| R1 |
2.999 |
2.999 |
2.942 |
2.963 |
| PP |
2.927 |
2.927 |
2.927 |
2.909 |
| S1 |
2.857 |
2.857 |
2.916 |
2.821 |
| S2 |
2.785 |
2.785 |
2.903 |
|
| S3 |
2.643 |
2.715 |
2.890 |
|
| S4 |
2.501 |
2.573 |
2.851 |
|
|
| Weekly Pivots for week ending 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.510 |
3.421 |
3.040 |
|
| R3 |
3.309 |
3.220 |
2.984 |
|
| R2 |
3.108 |
3.108 |
2.966 |
|
| R1 |
3.019 |
3.019 |
2.947 |
3.064 |
| PP |
2.907 |
2.907 |
2.907 |
2.930 |
| S1 |
2.818 |
2.818 |
2.911 |
2.863 |
| S2 |
2.706 |
2.706 |
2.892 |
|
| S3 |
2.505 |
2.617 |
2.874 |
|
| S4 |
2.304 |
2.416 |
2.818 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.997 |
2.796 |
0.201 |
6.9% |
0.107 |
3.7% |
66% |
True |
False |
129,401 |
| 10 |
3.072 |
2.796 |
0.276 |
9.4% |
0.109 |
3.7% |
48% |
False |
False |
126,538 |
| 20 |
3.213 |
2.796 |
0.417 |
14.2% |
0.103 |
3.5% |
32% |
False |
False |
106,873 |
| 40 |
3.485 |
2.796 |
0.689 |
23.5% |
0.112 |
3.8% |
19% |
False |
False |
82,268 |
| 60 |
3.485 |
2.796 |
0.689 |
23.5% |
0.106 |
3.6% |
19% |
False |
False |
63,411 |
| 80 |
3.485 |
2.796 |
0.689 |
23.5% |
0.107 |
3.6% |
19% |
False |
False |
51,843 |
| 100 |
3.485 |
2.796 |
0.689 |
23.5% |
0.108 |
3.7% |
19% |
False |
False |
44,007 |
| 120 |
3.485 |
2.796 |
0.689 |
23.5% |
0.108 |
3.7% |
19% |
False |
False |
38,141 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.601 |
|
2.618 |
3.369 |
|
1.618 |
3.227 |
|
1.000 |
3.139 |
|
0.618 |
3.085 |
|
HIGH |
2.997 |
|
0.618 |
2.943 |
|
0.500 |
2.926 |
|
0.382 |
2.909 |
|
LOW |
2.855 |
|
0.618 |
2.767 |
|
1.000 |
2.713 |
|
1.618 |
2.625 |
|
2.618 |
2.483 |
|
4.250 |
2.252 |
|
|
| Fisher Pivots for day following 29-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2.928 |
2.927 |
| PP |
2.927 |
2.925 |
| S1 |
2.926 |
2.924 |
|