NYMEX Natural Gas Future March 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 |
3.328 |
3.321 |
-0.007 |
-0.2% |
3.352 |
| High |
3.335 |
3.367 |
0.032 |
1.0% |
3.366 |
| Low |
3.292 |
3.299 |
0.007 |
0.2% |
3.271 |
| Close |
3.313 |
3.345 |
0.032 |
1.0% |
3.328 |
| Range |
0.043 |
0.068 |
0.025 |
58.1% |
0.095 |
| ATR |
0.080 |
0.079 |
-0.001 |
-1.1% |
0.000 |
| Volume |
18,072 |
23,682 |
5,610 |
31.0% |
60,356 |
|
| Daily Pivots for day following 12-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.541 |
3.511 |
3.382 |
|
| R3 |
3.473 |
3.443 |
3.364 |
|
| R2 |
3.405 |
3.405 |
3.357 |
|
| R1 |
3.375 |
3.375 |
3.351 |
3.390 |
| PP |
3.337 |
3.337 |
3.337 |
3.345 |
| S1 |
3.307 |
3.307 |
3.339 |
3.322 |
| S2 |
3.269 |
3.269 |
3.333 |
|
| S3 |
3.201 |
3.239 |
3.326 |
|
| S4 |
3.133 |
3.171 |
3.308 |
|
|
| Weekly Pivots for week ending 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.607 |
3.562 |
3.380 |
|
| R3 |
3.512 |
3.467 |
3.354 |
|
| R2 |
3.417 |
3.417 |
3.345 |
|
| R1 |
3.372 |
3.372 |
3.337 |
3.347 |
| PP |
3.322 |
3.322 |
3.322 |
3.309 |
| S1 |
3.277 |
3.277 |
3.319 |
3.252 |
| S2 |
3.227 |
3.227 |
3.311 |
|
| S3 |
3.132 |
3.182 |
3.302 |
|
| S4 |
3.037 |
3.087 |
3.276 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.367 |
3.271 |
0.096 |
2.9% |
0.060 |
1.8% |
77% |
True |
False |
17,263 |
| 10 |
3.479 |
3.271 |
0.208 |
6.2% |
0.078 |
2.3% |
36% |
False |
False |
15,950 |
| 20 |
3.650 |
3.271 |
0.379 |
11.3% |
0.081 |
2.4% |
20% |
False |
False |
13,324 |
| 40 |
3.650 |
3.271 |
0.379 |
11.3% |
0.076 |
2.3% |
20% |
False |
False |
11,608 |
| 60 |
3.650 |
3.271 |
0.379 |
11.3% |
0.078 |
2.3% |
20% |
False |
False |
10,285 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.656 |
|
2.618 |
3.545 |
|
1.618 |
3.477 |
|
1.000 |
3.435 |
|
0.618 |
3.409 |
|
HIGH |
3.367 |
|
0.618 |
3.341 |
|
0.500 |
3.333 |
|
0.382 |
3.325 |
|
LOW |
3.299 |
|
0.618 |
3.257 |
|
1.000 |
3.231 |
|
1.618 |
3.189 |
|
2.618 |
3.121 |
|
4.250 |
3.010 |
|
|
| Fisher Pivots for day following 12-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
3.341 |
3.337 |
| PP |
3.337 |
3.330 |
| S1 |
3.333 |
3.322 |
|