NYMEX Natural Gas Future March 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 |
3.208 |
3.248 |
0.040 |
1.2% |
3.240 |
| High |
3.257 |
3.278 |
0.021 |
0.6% |
3.278 |
| Low |
3.194 |
3.178 |
-0.016 |
-0.5% |
3.151 |
| Close |
3.249 |
3.220 |
-0.029 |
-0.9% |
3.220 |
| Range |
0.063 |
0.100 |
0.037 |
58.7% |
0.127 |
| ATR |
0.075 |
0.076 |
0.002 |
2.4% |
0.000 |
| Volume |
15,643 |
18,501 |
2,858 |
18.3% |
88,133 |
|
| Daily Pivots for day following 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.525 |
3.473 |
3.275 |
|
| R3 |
3.425 |
3.373 |
3.248 |
|
| R2 |
3.325 |
3.325 |
3.238 |
|
| R1 |
3.273 |
3.273 |
3.229 |
3.249 |
| PP |
3.225 |
3.225 |
3.225 |
3.214 |
| S1 |
3.173 |
3.173 |
3.211 |
3.149 |
| S2 |
3.125 |
3.125 |
3.202 |
|
| S3 |
3.025 |
3.073 |
3.193 |
|
| S4 |
2.925 |
2.973 |
3.165 |
|
|
| Weekly Pivots for week ending 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.597 |
3.536 |
3.290 |
|
| R3 |
3.470 |
3.409 |
3.255 |
|
| R2 |
3.343 |
3.343 |
3.243 |
|
| R1 |
3.282 |
3.282 |
3.232 |
3.249 |
| PP |
3.216 |
3.216 |
3.216 |
3.200 |
| S1 |
3.155 |
3.155 |
3.208 |
3.122 |
| S2 |
3.089 |
3.089 |
3.197 |
|
| S3 |
2.962 |
3.028 |
3.185 |
|
| S4 |
2.835 |
2.901 |
3.150 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.278 |
3.151 |
0.127 |
3.9% |
0.078 |
2.4% |
54% |
True |
False |
17,626 |
| 10 |
3.327 |
3.151 |
0.176 |
5.5% |
0.073 |
2.3% |
39% |
False |
False |
17,125 |
| 20 |
3.468 |
3.151 |
0.317 |
9.8% |
0.071 |
2.2% |
22% |
False |
False |
17,143 |
| 40 |
3.650 |
3.151 |
0.499 |
15.5% |
0.079 |
2.5% |
14% |
False |
False |
14,811 |
| 60 |
3.650 |
3.151 |
0.499 |
15.5% |
0.075 |
2.3% |
14% |
False |
False |
12,339 |
| 80 |
3.650 |
3.151 |
0.499 |
15.5% |
0.077 |
2.4% |
14% |
False |
False |
12,218 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.703 |
|
2.618 |
3.540 |
|
1.618 |
3.440 |
|
1.000 |
3.378 |
|
0.618 |
3.340 |
|
HIGH |
3.278 |
|
0.618 |
3.240 |
|
0.500 |
3.228 |
|
0.382 |
3.216 |
|
LOW |
3.178 |
|
0.618 |
3.116 |
|
1.000 |
3.078 |
|
1.618 |
3.016 |
|
2.618 |
2.916 |
|
4.250 |
2.753 |
|
|
| Fisher Pivots for day following 29-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
3.228 |
3.224 |
| PP |
3.225 |
3.223 |
| S1 |
3.223 |
3.221 |
|