NYMEX Natural Gas Future February 2024
| Trading Metrics calculated at close of trading on 12-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2023 |
12-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
3.626 |
3.614 |
-0.012 |
-0.3% |
3.660 |
| High |
3.631 |
3.664 |
0.033 |
0.9% |
3.678 |
| Low |
3.585 |
3.589 |
0.004 |
0.1% |
3.573 |
| Close |
3.604 |
3.637 |
0.033 |
0.9% |
3.629 |
| Range |
0.046 |
0.075 |
0.029 |
63.0% |
0.105 |
| ATR |
0.090 |
0.089 |
-0.001 |
-1.2% |
0.000 |
| Volume |
8,278 |
17,210 |
8,932 |
107.9% |
37,405 |
|
| Daily Pivots for day following 12-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.855 |
3.821 |
3.678 |
|
| R3 |
3.780 |
3.746 |
3.658 |
|
| R2 |
3.705 |
3.705 |
3.651 |
|
| R1 |
3.671 |
3.671 |
3.644 |
3.688 |
| PP |
3.630 |
3.630 |
3.630 |
3.639 |
| S1 |
3.596 |
3.596 |
3.630 |
3.613 |
| S2 |
3.555 |
3.555 |
3.623 |
|
| S3 |
3.480 |
3.521 |
3.616 |
|
| S4 |
3.405 |
3.446 |
3.596 |
|
|
| Weekly Pivots for week ending 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.942 |
3.890 |
3.687 |
|
| R3 |
3.837 |
3.785 |
3.658 |
|
| R2 |
3.732 |
3.732 |
3.648 |
|
| R1 |
3.680 |
3.680 |
3.639 |
3.654 |
| PP |
3.627 |
3.627 |
3.627 |
3.613 |
| S1 |
3.575 |
3.575 |
3.619 |
3.549 |
| S2 |
3.522 |
3.522 |
3.610 |
|
| S3 |
3.417 |
3.470 |
3.600 |
|
| S4 |
3.312 |
3.365 |
3.571 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.664 |
3.573 |
0.091 |
2.5% |
0.066 |
1.8% |
70% |
True |
False |
10,559 |
| 10 |
3.812 |
3.573 |
0.239 |
6.6% |
0.088 |
2.4% |
27% |
False |
False |
10,643 |
| 20 |
3.993 |
3.573 |
0.420 |
11.5% |
0.091 |
2.5% |
15% |
False |
False |
8,586 |
| 40 |
3.993 |
3.573 |
0.420 |
11.5% |
0.085 |
2.3% |
15% |
False |
False |
7,418 |
| 60 |
3.993 |
3.573 |
0.420 |
11.5% |
0.085 |
2.3% |
15% |
False |
False |
6,298 |
| 80 |
3.993 |
3.495 |
0.498 |
13.7% |
0.087 |
2.4% |
29% |
False |
False |
6,279 |
| 100 |
3.993 |
3.495 |
0.498 |
13.7% |
0.087 |
2.4% |
29% |
False |
False |
5,932 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.983 |
|
2.618 |
3.860 |
|
1.618 |
3.785 |
|
1.000 |
3.739 |
|
0.618 |
3.710 |
|
HIGH |
3.664 |
|
0.618 |
3.635 |
|
0.500 |
3.627 |
|
0.382 |
3.618 |
|
LOW |
3.589 |
|
0.618 |
3.543 |
|
1.000 |
3.514 |
|
1.618 |
3.468 |
|
2.618 |
3.393 |
|
4.250 |
3.270 |
|
|
| Fisher Pivots for day following 12-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
3.634 |
3.632 |
| PP |
3.630 |
3.626 |
| S1 |
3.627 |
3.621 |
|