NYMEX Natural Gas Future November 2023
| Trading Metrics calculated at close of trading on 27-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2023 |
27-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
3.028 |
3.251 |
0.223 |
7.4% |
2.905 |
| High |
3.279 |
3.401 |
0.122 |
3.7% |
3.401 |
| Low |
2.977 |
3.136 |
0.159 |
5.3% |
2.861 |
| Close |
3.214 |
3.164 |
-0.050 |
-1.6% |
3.164 |
| Range |
0.302 |
0.265 |
-0.037 |
-12.3% |
0.540 |
| ATR |
0.139 |
0.148 |
0.009 |
6.5% |
0.000 |
| Volume |
88,611 |
3,779 |
-84,832 |
-95.7% |
288,406 |
|
| Daily Pivots for day following 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.029 |
3.861 |
3.310 |
|
| R3 |
3.764 |
3.596 |
3.237 |
|
| R2 |
3.499 |
3.499 |
3.213 |
|
| R1 |
3.331 |
3.331 |
3.188 |
3.283 |
| PP |
3.234 |
3.234 |
3.234 |
3.209 |
| S1 |
3.066 |
3.066 |
3.140 |
3.018 |
| S2 |
2.969 |
2.969 |
3.115 |
|
| S3 |
2.704 |
2.801 |
3.091 |
|
| S4 |
2.439 |
2.536 |
3.018 |
|
|
| Weekly Pivots for week ending 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.762 |
4.503 |
3.461 |
|
| R3 |
4.222 |
3.963 |
3.313 |
|
| R2 |
3.682 |
3.682 |
3.263 |
|
| R1 |
3.423 |
3.423 |
3.214 |
3.553 |
| PP |
3.142 |
3.142 |
3.142 |
3.207 |
| S1 |
2.883 |
2.883 |
3.115 |
3.013 |
| S2 |
2.602 |
2.602 |
3.065 |
|
| S3 |
2.062 |
2.343 |
3.016 |
|
| S4 |
1.522 |
1.803 |
2.867 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.401 |
2.861 |
0.540 |
17.1% |
0.172 |
5.4% |
56% |
True |
False |
57,681 |
| 10 |
3.401 |
2.861 |
0.540 |
17.1% |
0.147 |
4.6% |
56% |
True |
False |
99,256 |
| 20 |
3.471 |
2.820 |
0.651 |
20.6% |
0.153 |
4.8% |
53% |
False |
False |
137,938 |
| 40 |
3.471 |
2.796 |
0.675 |
21.3% |
0.128 |
4.0% |
55% |
False |
False |
122,405 |
| 60 |
3.485 |
2.796 |
0.689 |
21.8% |
0.126 |
4.0% |
53% |
False |
False |
100,825 |
| 80 |
3.485 |
2.796 |
0.689 |
21.8% |
0.117 |
3.7% |
53% |
False |
False |
82,043 |
| 100 |
3.485 |
2.796 |
0.689 |
21.8% |
0.116 |
3.7% |
53% |
False |
False |
69,062 |
| 120 |
3.485 |
2.796 |
0.689 |
21.8% |
0.115 |
3.6% |
53% |
False |
False |
59,662 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.527 |
|
2.618 |
4.095 |
|
1.618 |
3.830 |
|
1.000 |
3.666 |
|
0.618 |
3.565 |
|
HIGH |
3.401 |
|
0.618 |
3.300 |
|
0.500 |
3.269 |
|
0.382 |
3.237 |
|
LOW |
3.136 |
|
0.618 |
2.972 |
|
1.000 |
2.871 |
|
1.618 |
2.707 |
|
2.618 |
2.442 |
|
4.250 |
2.010 |
|
|
| Fisher Pivots for day following 27-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
3.269 |
3.178 |
| PP |
3.234 |
3.173 |
| S1 |
3.199 |
3.169 |
|