NYMEX Natural Gas Future March 2024
| Trading Metrics calculated at close of trading on 27-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2023 |
27-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
3.258 |
3.175 |
-0.083 |
-2.5% |
3.209 |
| High |
3.260 |
3.226 |
-0.034 |
-1.0% |
3.327 |
| Low |
3.151 |
3.170 |
0.019 |
0.6% |
3.187 |
| Close |
3.169 |
3.206 |
0.037 |
1.2% |
3.214 |
| Range |
0.109 |
0.056 |
-0.053 |
-48.6% |
0.140 |
| ATR |
0.077 |
0.075 |
-0.001 |
-1.8% |
0.000 |
| Volume |
26,457 |
15,774 |
-10,683 |
-40.4% |
83,123 |
|
| Daily Pivots for day following 27-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.369 |
3.343 |
3.237 |
|
| R3 |
3.313 |
3.287 |
3.221 |
|
| R2 |
3.257 |
3.257 |
3.216 |
|
| R1 |
3.231 |
3.231 |
3.211 |
3.244 |
| PP |
3.201 |
3.201 |
3.201 |
3.207 |
| S1 |
3.175 |
3.175 |
3.201 |
3.188 |
| S2 |
3.145 |
3.145 |
3.196 |
|
| S3 |
3.089 |
3.119 |
3.191 |
|
| S4 |
3.033 |
3.063 |
3.175 |
|
|
| Weekly Pivots for week ending 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.663 |
3.578 |
3.291 |
|
| R3 |
3.523 |
3.438 |
3.253 |
|
| R2 |
3.383 |
3.383 |
3.240 |
|
| R1 |
3.298 |
3.298 |
3.227 |
3.341 |
| PP |
3.243 |
3.243 |
3.243 |
3.264 |
| S1 |
3.158 |
3.158 |
3.201 |
3.201 |
| S2 |
3.103 |
3.103 |
3.188 |
|
| S3 |
2.963 |
3.018 |
3.176 |
|
| S4 |
2.823 |
2.878 |
3.137 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.267 |
3.151 |
0.116 |
3.6% |
0.068 |
2.1% |
47% |
False |
False |
17,041 |
| 10 |
3.372 |
3.151 |
0.221 |
6.9% |
0.072 |
2.2% |
25% |
False |
False |
17,237 |
| 20 |
3.479 |
3.151 |
0.328 |
10.2% |
0.074 |
2.3% |
17% |
False |
False |
16,829 |
| 40 |
3.650 |
3.151 |
0.499 |
15.6% |
0.078 |
2.4% |
11% |
False |
False |
14,411 |
| 60 |
3.650 |
3.151 |
0.499 |
15.6% |
0.075 |
2.3% |
11% |
False |
False |
11,990 |
| 80 |
3.650 |
3.151 |
0.499 |
15.6% |
0.077 |
2.4% |
11% |
False |
False |
12,133 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.464 |
|
2.618 |
3.373 |
|
1.618 |
3.317 |
|
1.000 |
3.282 |
|
0.618 |
3.261 |
|
HIGH |
3.226 |
|
0.618 |
3.205 |
|
0.500 |
3.198 |
|
0.382 |
3.191 |
|
LOW |
3.170 |
|
0.618 |
3.135 |
|
1.000 |
3.114 |
|
1.618 |
3.079 |
|
2.618 |
3.023 |
|
4.250 |
2.932 |
|
|
| Fisher Pivots for day following 27-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
3.203 |
3.209 |
| PP |
3.201 |
3.208 |
| S1 |
3.198 |
3.207 |
|