NYMEX Natural Gas Future February 2024
| Trading Metrics calculated at close of trading on 20-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2023 |
20-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
3.553 |
3.531 |
-0.022 |
-0.6% |
3.626 |
| High |
3.592 |
3.554 |
-0.038 |
-1.1% |
3.675 |
| Low |
3.537 |
3.472 |
-0.065 |
-1.8% |
3.513 |
| Close |
3.544 |
3.494 |
-0.050 |
-1.4% |
3.524 |
| Range |
0.055 |
0.082 |
0.027 |
49.1% |
0.162 |
| ATR |
0.087 |
0.087 |
0.000 |
-0.4% |
0.000 |
| Volume |
14,938 |
11,202 |
-3,736 |
-25.0% |
56,714 |
|
| Daily Pivots for day following 20-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.753 |
3.705 |
3.539 |
|
| R3 |
3.671 |
3.623 |
3.517 |
|
| R2 |
3.589 |
3.589 |
3.509 |
|
| R1 |
3.541 |
3.541 |
3.502 |
3.524 |
| PP |
3.507 |
3.507 |
3.507 |
3.498 |
| S1 |
3.459 |
3.459 |
3.486 |
3.442 |
| S2 |
3.425 |
3.425 |
3.479 |
|
| S3 |
3.343 |
3.377 |
3.471 |
|
| S4 |
3.261 |
3.295 |
3.449 |
|
|
| Weekly Pivots for week ending 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.057 |
3.952 |
3.613 |
|
| R3 |
3.895 |
3.790 |
3.569 |
|
| R2 |
3.733 |
3.733 |
3.554 |
|
| R1 |
3.628 |
3.628 |
3.539 |
3.600 |
| PP |
3.571 |
3.571 |
3.571 |
3.556 |
| S1 |
3.466 |
3.466 |
3.509 |
3.438 |
| S2 |
3.409 |
3.409 |
3.494 |
|
| S3 |
3.247 |
3.304 |
3.479 |
|
| S4 |
3.085 |
3.142 |
3.435 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.675 |
3.472 |
0.203 |
5.8% |
0.084 |
2.4% |
11% |
False |
True |
11,605 |
| 10 |
3.675 |
3.472 |
0.203 |
5.8% |
0.077 |
2.2% |
11% |
False |
True |
11,491 |
| 20 |
3.896 |
3.472 |
0.424 |
12.1% |
0.093 |
2.7% |
5% |
False |
True |
10,350 |
| 40 |
3.993 |
3.472 |
0.521 |
14.9% |
0.088 |
2.5% |
4% |
False |
True |
8,329 |
| 60 |
3.993 |
3.472 |
0.521 |
14.9% |
0.084 |
2.4% |
4% |
False |
True |
6,980 |
| 80 |
3.993 |
3.472 |
0.521 |
14.9% |
0.085 |
2.4% |
4% |
False |
True |
6,764 |
| 100 |
3.993 |
3.472 |
0.521 |
14.9% |
0.087 |
2.5% |
4% |
False |
True |
6,460 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.903 |
|
2.618 |
3.769 |
|
1.618 |
3.687 |
|
1.000 |
3.636 |
|
0.618 |
3.605 |
|
HIGH |
3.554 |
|
0.618 |
3.523 |
|
0.500 |
3.513 |
|
0.382 |
3.503 |
|
LOW |
3.472 |
|
0.618 |
3.421 |
|
1.000 |
3.390 |
|
1.618 |
3.339 |
|
2.618 |
3.257 |
|
4.250 |
3.124 |
|
|
| Fisher Pivots for day following 20-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
3.513 |
3.532 |
| PP |
3.507 |
3.519 |
| S1 |
3.500 |
3.507 |
|