NYMEX Natural Gas Future March 2024
| Trading Metrics calculated at close of trading on 21-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2023 |
21-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
3.273 |
3.233 |
-0.040 |
-1.2% |
3.328 |
| High |
3.294 |
3.255 |
-0.039 |
-1.2% |
3.372 |
| Low |
3.219 |
3.190 |
-0.029 |
-0.9% |
3.232 |
| Close |
3.230 |
3.197 |
-0.033 |
-1.0% |
3.246 |
| Range |
0.075 |
0.065 |
-0.010 |
-13.3% |
0.140 |
| ATR |
0.078 |
0.077 |
-0.001 |
-1.2% |
0.000 |
| Volume |
17,407 |
18,148 |
741 |
4.3% |
101,444 |
|
| Daily Pivots for day following 21-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.409 |
3.368 |
3.233 |
|
| R3 |
3.344 |
3.303 |
3.215 |
|
| R2 |
3.279 |
3.279 |
3.209 |
|
| R1 |
3.238 |
3.238 |
3.203 |
3.226 |
| PP |
3.214 |
3.214 |
3.214 |
3.208 |
| S1 |
3.173 |
3.173 |
3.191 |
3.161 |
| S2 |
3.149 |
3.149 |
3.185 |
|
| S3 |
3.084 |
3.108 |
3.179 |
|
| S4 |
3.019 |
3.043 |
3.161 |
|
|
| Weekly Pivots for week ending 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.703 |
3.615 |
3.323 |
|
| R3 |
3.563 |
3.475 |
3.285 |
|
| R2 |
3.423 |
3.423 |
3.272 |
|
| R1 |
3.335 |
3.335 |
3.259 |
3.309 |
| PP |
3.283 |
3.283 |
3.283 |
3.271 |
| S1 |
3.195 |
3.195 |
3.233 |
3.169 |
| S2 |
3.143 |
3.143 |
3.220 |
|
| S3 |
3.003 |
3.055 |
3.208 |
|
| S4 |
2.863 |
2.915 |
3.169 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.327 |
3.190 |
0.137 |
4.3% |
0.074 |
2.3% |
5% |
False |
True |
17,472 |
| 10 |
3.372 |
3.190 |
0.182 |
5.7% |
0.070 |
2.2% |
4% |
False |
True |
18,907 |
| 20 |
3.553 |
3.190 |
0.363 |
11.4% |
0.082 |
2.6% |
2% |
False |
True |
16,184 |
| 40 |
3.650 |
3.190 |
0.460 |
14.4% |
0.079 |
2.5% |
2% |
False |
True |
13,573 |
| 60 |
3.650 |
3.190 |
0.460 |
14.4% |
0.077 |
2.4% |
2% |
False |
True |
11,292 |
| 80 |
3.650 |
3.190 |
0.460 |
14.4% |
0.079 |
2.5% |
2% |
False |
True |
11,809 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.531 |
|
2.618 |
3.425 |
|
1.618 |
3.360 |
|
1.000 |
3.320 |
|
0.618 |
3.295 |
|
HIGH |
3.255 |
|
0.618 |
3.230 |
|
0.500 |
3.223 |
|
0.382 |
3.215 |
|
LOW |
3.190 |
|
0.618 |
3.150 |
|
1.000 |
3.125 |
|
1.618 |
3.085 |
|
2.618 |
3.020 |
|
4.250 |
2.914 |
|
|
| Fisher Pivots for day following 21-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
3.223 |
3.259 |
| PP |
3.214 |
3.238 |
| S1 |
3.206 |
3.218 |
|