NYMEX Natural Gas Future November 2023
| Trading Metrics calculated at close of trading on 04-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2023 |
04-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
2.842 |
2.940 |
0.098 |
3.4% |
2.889 |
| High |
2.966 |
3.055 |
0.089 |
3.0% |
2.997 |
| Low |
2.820 |
2.935 |
0.115 |
4.1% |
2.796 |
| Close |
2.949 |
2.962 |
0.013 |
0.4% |
2.929 |
| Range |
0.146 |
0.120 |
-0.026 |
-17.8% |
0.201 |
| ATR |
0.113 |
0.113 |
0.001 |
0.5% |
0.000 |
| Volume |
128,578 |
155,568 |
26,990 |
21.0% |
647,005 |
|
| Daily Pivots for day following 04-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.344 |
3.273 |
3.028 |
|
| R3 |
3.224 |
3.153 |
2.995 |
|
| R2 |
3.104 |
3.104 |
2.984 |
|
| R1 |
3.033 |
3.033 |
2.973 |
3.069 |
| PP |
2.984 |
2.984 |
2.984 |
3.002 |
| S1 |
2.913 |
2.913 |
2.951 |
2.949 |
| S2 |
2.864 |
2.864 |
2.940 |
|
| S3 |
2.744 |
2.793 |
2.929 |
|
| S4 |
2.624 |
2.673 |
2.896 |
|
|
| 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 |
3.055 |
2.820 |
0.235 |
7.9% |
0.129 |
4.3% |
60% |
True |
False |
129,364 |
| 10 |
3.055 |
2.796 |
0.259 |
8.7% |
0.114 |
3.8% |
64% |
True |
False |
128,460 |
| 20 |
3.088 |
2.796 |
0.292 |
9.9% |
0.107 |
3.6% |
57% |
False |
False |
118,169 |
| 40 |
3.485 |
2.796 |
0.689 |
23.3% |
0.114 |
3.8% |
24% |
False |
False |
88,037 |
| 60 |
3.485 |
2.796 |
0.689 |
23.3% |
0.107 |
3.6% |
24% |
False |
False |
69,070 |
| 80 |
3.485 |
2.796 |
0.689 |
23.3% |
0.109 |
3.7% |
24% |
False |
False |
56,406 |
| 100 |
3.485 |
2.796 |
0.689 |
23.3% |
0.110 |
3.7% |
24% |
False |
False |
47,697 |
| 120 |
3.485 |
2.796 |
0.689 |
23.3% |
0.108 |
3.7% |
24% |
False |
False |
41,328 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.565 |
|
2.618 |
3.369 |
|
1.618 |
3.249 |
|
1.000 |
3.175 |
|
0.618 |
3.129 |
|
HIGH |
3.055 |
|
0.618 |
3.009 |
|
0.500 |
2.995 |
|
0.382 |
2.981 |
|
LOW |
2.935 |
|
0.618 |
2.861 |
|
1.000 |
2.815 |
|
1.618 |
2.741 |
|
2.618 |
2.621 |
|
4.250 |
2.425 |
|
|
| Fisher Pivots for day following 04-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2.995 |
2.954 |
| PP |
2.984 |
2.946 |
| S1 |
2.973 |
2.938 |
|