NYMEX Natural Gas Future March 2024
| Trading Metrics calculated at close of trading on 04-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2023 |
04-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
3.163 |
3.223 |
0.060 |
1.9% |
3.240 |
| High |
3.239 |
3.293 |
0.054 |
1.7% |
3.278 |
| Low |
3.147 |
3.219 |
0.072 |
2.3% |
3.151 |
| Close |
3.224 |
3.232 |
0.008 |
0.2% |
3.220 |
| Range |
0.092 |
0.074 |
-0.018 |
-19.6% |
0.127 |
| ATR |
0.077 |
0.077 |
0.000 |
-0.3% |
0.000 |
| Volume |
17,657 |
22,748 |
5,091 |
28.8% |
88,133 |
|
| Daily Pivots for day following 04-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.470 |
3.425 |
3.273 |
|
| R3 |
3.396 |
3.351 |
3.252 |
|
| R2 |
3.322 |
3.322 |
3.246 |
|
| R1 |
3.277 |
3.277 |
3.239 |
3.300 |
| PP |
3.248 |
3.248 |
3.248 |
3.259 |
| S1 |
3.203 |
3.203 |
3.225 |
3.226 |
| S2 |
3.174 |
3.174 |
3.218 |
|
| S3 |
3.100 |
3.129 |
3.212 |
|
| S4 |
3.026 |
3.055 |
3.191 |
|
|
| 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 |
3.293 |
3.147 |
0.146 |
4.5% |
0.080 |
2.5% |
58% |
True |
False |
18,233 |
| 10 |
3.293 |
3.147 |
0.146 |
4.5% |
0.074 |
2.3% |
58% |
True |
False |
17,637 |
| 20 |
3.372 |
3.147 |
0.225 |
7.0% |
0.072 |
2.2% |
38% |
False |
False |
18,097 |
| 40 |
3.650 |
3.147 |
0.503 |
15.6% |
0.079 |
2.5% |
17% |
False |
False |
15,465 |
| 60 |
3.650 |
3.147 |
0.503 |
15.6% |
0.076 |
2.3% |
17% |
False |
False |
12,993 |
| 80 |
3.650 |
3.147 |
0.503 |
15.6% |
0.078 |
2.4% |
17% |
False |
False |
12,093 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.608 |
|
2.618 |
3.487 |
|
1.618 |
3.413 |
|
1.000 |
3.367 |
|
0.618 |
3.339 |
|
HIGH |
3.293 |
|
0.618 |
3.265 |
|
0.500 |
3.256 |
|
0.382 |
3.247 |
|
LOW |
3.219 |
|
0.618 |
3.173 |
|
1.000 |
3.145 |
|
1.618 |
3.099 |
|
2.618 |
3.025 |
|
4.250 |
2.905 |
|
|
| Fisher Pivots for day following 04-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
3.256 |
3.228 |
| PP |
3.248 |
3.224 |
| S1 |
3.240 |
3.220 |
|