NYMEX Natural Gas Future March 2024
| Trading Metrics calculated at close of trading on 05-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2023 |
05-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
3.223 |
3.240 |
0.017 |
0.5% |
3.240 |
| High |
3.293 |
3.422 |
0.129 |
3.9% |
3.278 |
| Low |
3.219 |
3.237 |
0.018 |
0.6% |
3.151 |
| Close |
3.232 |
3.384 |
0.152 |
4.7% |
3.220 |
| Range |
0.074 |
0.185 |
0.111 |
150.0% |
0.127 |
| ATR |
0.077 |
0.085 |
0.008 |
10.5% |
0.000 |
| Volume |
22,748 |
39,794 |
17,046 |
74.9% |
88,133 |
|
| Daily Pivots for day following 05-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.903 |
3.828 |
3.486 |
|
| R3 |
3.718 |
3.643 |
3.435 |
|
| R2 |
3.533 |
3.533 |
3.418 |
|
| R1 |
3.458 |
3.458 |
3.401 |
3.496 |
| PP |
3.348 |
3.348 |
3.348 |
3.366 |
| S1 |
3.273 |
3.273 |
3.367 |
3.311 |
| S2 |
3.163 |
3.163 |
3.350 |
|
| S3 |
2.978 |
3.088 |
3.333 |
|
| S4 |
2.793 |
2.903 |
3.282 |
|
|
| 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 |
3.422 |
3.147 |
0.275 |
8.1% |
0.104 |
3.1% |
86% |
True |
False |
23,063 |
| 10 |
3.422 |
3.147 |
0.275 |
8.1% |
0.086 |
2.5% |
86% |
True |
False |
19,802 |
| 20 |
3.422 |
3.147 |
0.275 |
8.1% |
0.078 |
2.3% |
86% |
True |
False |
19,354 |
| 40 |
3.650 |
3.147 |
0.503 |
14.9% |
0.080 |
2.4% |
47% |
False |
False |
15,823 |
| 60 |
3.650 |
3.147 |
0.503 |
14.9% |
0.077 |
2.3% |
47% |
False |
False |
13,571 |
| 80 |
3.650 |
3.147 |
0.503 |
14.9% |
0.079 |
2.3% |
47% |
False |
False |
12,348 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.208 |
|
2.618 |
3.906 |
|
1.618 |
3.721 |
|
1.000 |
3.607 |
|
0.618 |
3.536 |
|
HIGH |
3.422 |
|
0.618 |
3.351 |
|
0.500 |
3.330 |
|
0.382 |
3.308 |
|
LOW |
3.237 |
|
0.618 |
3.123 |
|
1.000 |
3.052 |
|
1.618 |
2.938 |
|
2.618 |
2.753 |
|
4.250 |
2.451 |
|
|
| Fisher Pivots for day following 05-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
3.366 |
3.351 |
| PP |
3.348 |
3.318 |
| S1 |
3.330 |
3.285 |
|