NYMEX Natural Gas Future November 2023
| Trading Metrics calculated at close of trading on 03-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2023 |
03-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
2.958 |
2.842 |
-0.116 |
-3.9% |
2.889 |
| High |
2.958 |
2.966 |
0.008 |
0.3% |
2.997 |
| Low |
2.835 |
2.820 |
-0.015 |
-0.5% |
2.796 |
| Close |
2.840 |
2.949 |
0.109 |
3.8% |
2.929 |
| Range |
0.123 |
0.146 |
0.023 |
18.7% |
0.201 |
| ATR |
0.110 |
0.113 |
0.003 |
2.3% |
0.000 |
| Volume |
124,338 |
128,578 |
4,240 |
3.4% |
647,005 |
|
| Daily Pivots for day following 03-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.350 |
3.295 |
3.029 |
|
| R3 |
3.204 |
3.149 |
2.989 |
|
| R2 |
3.058 |
3.058 |
2.976 |
|
| R1 |
3.003 |
3.003 |
2.962 |
3.031 |
| PP |
2.912 |
2.912 |
2.912 |
2.925 |
| S1 |
2.857 |
2.857 |
2.936 |
2.885 |
| S2 |
2.766 |
2.766 |
2.922 |
|
| S3 |
2.620 |
2.711 |
2.909 |
|
| S4 |
2.474 |
2.565 |
2.869 |
|
|
| 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 |
2.820 |
0.177 |
6.0% |
0.124 |
4.2% |
73% |
False |
True |
125,452 |
| 10 |
3.016 |
2.796 |
0.220 |
7.5% |
0.113 |
3.8% |
70% |
False |
False |
127,477 |
| 20 |
3.088 |
2.796 |
0.292 |
9.9% |
0.105 |
3.6% |
52% |
False |
False |
113,149 |
| 40 |
3.485 |
2.796 |
0.689 |
23.4% |
0.114 |
3.9% |
22% |
False |
False |
86,108 |
| 60 |
3.485 |
2.796 |
0.689 |
23.4% |
0.107 |
3.6% |
22% |
False |
False |
66,925 |
| 80 |
3.485 |
2.796 |
0.689 |
23.4% |
0.108 |
3.7% |
22% |
False |
False |
54,656 |
| 100 |
3.485 |
2.796 |
0.689 |
23.4% |
0.109 |
3.7% |
22% |
False |
False |
46,274 |
| 120 |
3.485 |
2.796 |
0.689 |
23.4% |
0.108 |
3.7% |
22% |
False |
False |
40,101 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.587 |
|
2.618 |
3.348 |
|
1.618 |
3.202 |
|
1.000 |
3.112 |
|
0.618 |
3.056 |
|
HIGH |
2.966 |
|
0.618 |
2.910 |
|
0.500 |
2.893 |
|
0.382 |
2.876 |
|
LOW |
2.820 |
|
0.618 |
2.730 |
|
1.000 |
2.674 |
|
1.618 |
2.584 |
|
2.618 |
2.438 |
|
4.250 |
2.200 |
|
|
| Fisher Pivots for day following 03-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2.930 |
2.936 |
| PP |
2.912 |
2.922 |
| S1 |
2.893 |
2.909 |
|