NYMEX Natural Gas Future March 2024
| Trading Metrics calculated at close of trading on 09-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2023 |
09-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
3.403 |
3.504 |
0.101 |
3.0% |
3.216 |
| High |
3.513 |
3.588 |
0.075 |
2.1% |
3.513 |
| Low |
3.388 |
3.460 |
0.072 |
2.1% |
3.147 |
| Close |
3.500 |
3.476 |
-0.024 |
-0.7% |
3.500 |
| Range |
0.125 |
0.128 |
0.003 |
2.4% |
0.366 |
| ATR |
0.088 |
0.091 |
0.003 |
3.2% |
0.000 |
| Volume |
38,668 |
26,640 |
-12,028 |
-31.1% |
135,486 |
|
| Daily Pivots for day following 09-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.892 |
3.812 |
3.546 |
|
| R3 |
3.764 |
3.684 |
3.511 |
|
| R2 |
3.636 |
3.636 |
3.499 |
|
| R1 |
3.556 |
3.556 |
3.488 |
3.532 |
| PP |
3.508 |
3.508 |
3.508 |
3.496 |
| S1 |
3.428 |
3.428 |
3.464 |
3.404 |
| S2 |
3.380 |
3.380 |
3.453 |
|
| S3 |
3.252 |
3.300 |
3.441 |
|
| S4 |
3.124 |
3.172 |
3.406 |
|
|
| Weekly Pivots for week ending 06-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.485 |
4.358 |
3.701 |
|
| R3 |
4.119 |
3.992 |
3.601 |
|
| R2 |
3.753 |
3.753 |
3.567 |
|
| R1 |
3.626 |
3.626 |
3.534 |
3.690 |
| PP |
3.387 |
3.387 |
3.387 |
3.418 |
| S1 |
3.260 |
3.260 |
3.466 |
3.324 |
| S2 |
3.021 |
3.021 |
3.433 |
|
| S3 |
2.655 |
2.894 |
3.399 |
|
| S4 |
2.289 |
2.528 |
3.299 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.588 |
3.147 |
0.441 |
12.7% |
0.121 |
3.5% |
75% |
True |
False |
29,101 |
| 10 |
3.588 |
3.147 |
0.441 |
12.7% |
0.100 |
2.9% |
75% |
True |
False |
23,850 |
| 20 |
3.588 |
3.147 |
0.441 |
12.7% |
0.085 |
2.5% |
75% |
True |
False |
20,837 |
| 40 |
3.650 |
3.147 |
0.503 |
14.5% |
0.082 |
2.4% |
65% |
False |
False |
16,743 |
| 60 |
3.650 |
3.147 |
0.503 |
14.5% |
0.080 |
2.3% |
65% |
False |
False |
14,425 |
| 80 |
3.650 |
3.147 |
0.503 |
14.5% |
0.081 |
2.3% |
65% |
False |
False |
12,840 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.132 |
|
2.618 |
3.923 |
|
1.618 |
3.795 |
|
1.000 |
3.716 |
|
0.618 |
3.667 |
|
HIGH |
3.588 |
|
0.618 |
3.539 |
|
0.500 |
3.524 |
|
0.382 |
3.509 |
|
LOW |
3.460 |
|
0.618 |
3.381 |
|
1.000 |
3.332 |
|
1.618 |
3.253 |
|
2.618 |
3.125 |
|
4.250 |
2.916 |
|
|
| Fisher Pivots for day following 09-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
3.524 |
3.455 |
| PP |
3.508 |
3.434 |
| S1 |
3.492 |
3.413 |
|