NYMEX Natural Gas Future March 2024
| Trading Metrics calculated at close of trading on 18-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2023 |
18-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
3.395 |
3.355 |
-0.040 |
-1.2% |
3.504 |
| High |
3.418 |
3.426 |
0.008 |
0.2% |
3.588 |
| Low |
3.315 |
3.348 |
0.033 |
1.0% |
3.404 |
| Close |
3.367 |
3.364 |
-0.003 |
-0.1% |
3.478 |
| Range |
0.103 |
0.078 |
-0.025 |
-24.3% |
0.184 |
| ATR |
0.097 |
0.095 |
-0.001 |
-1.4% |
0.000 |
| Volume |
23,590 |
21,147 |
-2,443 |
-10.4% |
144,950 |
|
| Daily Pivots for day following 18-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.613 |
3.567 |
3.407 |
|
| R3 |
3.535 |
3.489 |
3.385 |
|
| R2 |
3.457 |
3.457 |
3.378 |
|
| R1 |
3.411 |
3.411 |
3.371 |
3.434 |
| PP |
3.379 |
3.379 |
3.379 |
3.391 |
| S1 |
3.333 |
3.333 |
3.357 |
3.356 |
| S2 |
3.301 |
3.301 |
3.350 |
|
| S3 |
3.223 |
3.255 |
3.343 |
|
| S4 |
3.145 |
3.177 |
3.321 |
|
|
| Weekly Pivots for week ending 13-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.042 |
3.944 |
3.579 |
|
| R3 |
3.858 |
3.760 |
3.529 |
|
| R2 |
3.674 |
3.674 |
3.512 |
|
| R1 |
3.576 |
3.576 |
3.495 |
3.533 |
| PP |
3.490 |
3.490 |
3.490 |
3.469 |
| S1 |
3.392 |
3.392 |
3.461 |
3.349 |
| S2 |
3.306 |
3.306 |
3.444 |
|
| S3 |
3.122 |
3.208 |
3.427 |
|
| S4 |
2.938 |
3.024 |
3.377 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.562 |
3.315 |
0.247 |
7.3% |
0.087 |
2.6% |
20% |
False |
False |
24,601 |
| 10 |
3.588 |
3.237 |
0.351 |
10.4% |
0.113 |
3.4% |
36% |
False |
False |
29,599 |
| 20 |
3.588 |
3.147 |
0.441 |
13.1% |
0.094 |
2.8% |
49% |
False |
False |
23,618 |
| 40 |
3.588 |
3.147 |
0.441 |
13.1% |
0.088 |
2.6% |
49% |
False |
False |
19,753 |
| 60 |
3.650 |
3.147 |
0.503 |
15.0% |
0.084 |
2.5% |
43% |
False |
False |
16,717 |
| 80 |
3.650 |
3.147 |
0.503 |
15.0% |
0.081 |
2.4% |
43% |
False |
False |
14,306 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.758 |
|
2.618 |
3.630 |
|
1.618 |
3.552 |
|
1.000 |
3.504 |
|
0.618 |
3.474 |
|
HIGH |
3.426 |
|
0.618 |
3.396 |
|
0.500 |
3.387 |
|
0.382 |
3.378 |
|
LOW |
3.348 |
|
0.618 |
3.300 |
|
1.000 |
3.270 |
|
1.618 |
3.222 |
|
2.618 |
3.144 |
|
4.250 |
3.017 |
|
|
| Fisher Pivots for day following 18-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
3.387 |
3.383 |
| PP |
3.379 |
3.377 |
| S1 |
3.372 |
3.370 |
|