NYMEX Natural Gas Future February 2024
| Trading Metrics calculated at close of trading on 29-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2023 |
29-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
3.483 |
3.547 |
0.064 |
1.8% |
3.516 |
| High |
3.532 |
3.558 |
0.026 |
0.7% |
3.558 |
| Low |
3.465 |
3.445 |
-0.020 |
-0.6% |
3.429 |
| Close |
3.522 |
3.497 |
-0.025 |
-0.7% |
3.497 |
| Range |
0.067 |
0.113 |
0.046 |
68.7% |
0.129 |
| ATR |
0.083 |
0.085 |
0.002 |
2.6% |
0.000 |
| Volume |
9,491 |
12,217 |
2,726 |
28.7% |
52,929 |
|
| Daily Pivots for day following 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.839 |
3.781 |
3.559 |
|
| R3 |
3.726 |
3.668 |
3.528 |
|
| R2 |
3.613 |
3.613 |
3.518 |
|
| R1 |
3.555 |
3.555 |
3.507 |
3.528 |
| PP |
3.500 |
3.500 |
3.500 |
3.486 |
| S1 |
3.442 |
3.442 |
3.487 |
3.415 |
| S2 |
3.387 |
3.387 |
3.476 |
|
| S3 |
3.274 |
3.329 |
3.466 |
|
| S4 |
3.161 |
3.216 |
3.435 |
|
|
| Weekly Pivots for week ending 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.882 |
3.818 |
3.568 |
|
| R3 |
3.753 |
3.689 |
3.532 |
|
| R2 |
3.624 |
3.624 |
3.521 |
|
| R1 |
3.560 |
3.560 |
3.509 |
3.528 |
| PP |
3.495 |
3.495 |
3.495 |
3.478 |
| S1 |
3.431 |
3.431 |
3.485 |
3.399 |
| S2 |
3.366 |
3.366 |
3.473 |
|
| S3 |
3.237 |
3.302 |
3.462 |
|
| S4 |
3.108 |
3.173 |
3.426 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.558 |
3.429 |
0.129 |
3.7% |
0.089 |
2.5% |
53% |
True |
False |
10,585 |
| 10 |
3.592 |
3.429 |
0.163 |
4.7% |
0.081 |
2.3% |
42% |
False |
False |
11,402 |
| 20 |
3.793 |
3.429 |
0.364 |
10.4% |
0.079 |
2.3% |
19% |
False |
False |
10,848 |
| 40 |
3.993 |
3.429 |
0.564 |
16.1% |
0.089 |
2.5% |
12% |
False |
False |
9,198 |
| 60 |
3.993 |
3.429 |
0.564 |
16.1% |
0.083 |
2.4% |
12% |
False |
False |
7,759 |
| 80 |
3.993 |
3.429 |
0.564 |
16.1% |
0.084 |
2.4% |
12% |
False |
False |
7,138 |
| 100 |
3.993 |
3.429 |
0.564 |
16.1% |
0.087 |
2.5% |
12% |
False |
False |
6,890 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.038 |
|
2.618 |
3.854 |
|
1.618 |
3.741 |
|
1.000 |
3.671 |
|
0.618 |
3.628 |
|
HIGH |
3.558 |
|
0.618 |
3.515 |
|
0.500 |
3.502 |
|
0.382 |
3.488 |
|
LOW |
3.445 |
|
0.618 |
3.375 |
|
1.000 |
3.332 |
|
1.618 |
3.262 |
|
2.618 |
3.149 |
|
4.250 |
2.965 |
|
|
| Fisher Pivots for day following 29-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
3.502 |
3.500 |
| PP |
3.500 |
3.499 |
| S1 |
3.499 |
3.498 |
|