NYMEX Natural Gas Future March 2024
| Trading Metrics calculated at close of trading on 12-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2023 |
12-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
3.531 |
3.520 |
-0.011 |
-0.3% |
3.216 |
| High |
3.571 |
3.562 |
-0.009 |
-0.3% |
3.513 |
| Low |
3.404 |
3.471 |
0.067 |
2.0% |
3.147 |
| Close |
3.524 |
3.518 |
-0.006 |
-0.2% |
3.500 |
| Range |
0.167 |
0.091 |
-0.076 |
-45.5% |
0.366 |
| ATR |
0.097 |
0.096 |
0.000 |
-0.4% |
0.000 |
| Volume |
35,851 |
29,393 |
-6,458 |
-18.0% |
135,486 |
|
| Daily Pivots for day following 12-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.790 |
3.745 |
3.568 |
|
| R3 |
3.699 |
3.654 |
3.543 |
|
| R2 |
3.608 |
3.608 |
3.535 |
|
| R1 |
3.563 |
3.563 |
3.526 |
3.540 |
| PP |
3.517 |
3.517 |
3.517 |
3.506 |
| S1 |
3.472 |
3.472 |
3.510 |
3.449 |
| S2 |
3.426 |
3.426 |
3.501 |
|
| S3 |
3.335 |
3.381 |
3.493 |
|
| S4 |
3.244 |
3.290 |
3.468 |
|
|
| 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 |
3.388 |
0.200 |
5.7% |
0.121 |
3.4% |
65% |
False |
False |
32,517 |
| 10 |
3.588 |
3.147 |
0.441 |
12.5% |
0.113 |
3.2% |
84% |
False |
False |
27,790 |
| 20 |
3.588 |
3.147 |
0.441 |
12.5% |
0.092 |
2.6% |
84% |
False |
False |
22,398 |
| 40 |
3.588 |
3.147 |
0.441 |
12.5% |
0.086 |
2.4% |
84% |
False |
False |
18,275 |
| 60 |
3.650 |
3.147 |
0.503 |
14.3% |
0.082 |
2.3% |
74% |
False |
False |
15,649 |
| 80 |
3.650 |
3.147 |
0.503 |
14.3% |
0.081 |
2.3% |
74% |
False |
False |
13,579 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.949 |
|
2.618 |
3.800 |
|
1.618 |
3.709 |
|
1.000 |
3.653 |
|
0.618 |
3.618 |
|
HIGH |
3.562 |
|
0.618 |
3.527 |
|
0.500 |
3.517 |
|
0.382 |
3.506 |
|
LOW |
3.471 |
|
0.618 |
3.415 |
|
1.000 |
3.380 |
|
1.618 |
3.324 |
|
2.618 |
3.233 |
|
4.250 |
3.084 |
|
|
| Fisher Pivots for day following 12-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
3.518 |
3.508 |
| PP |
3.517 |
3.498 |
| S1 |
3.517 |
3.488 |
|