NYMEX Natural Gas Future March 2024
| Trading Metrics calculated at close of trading on 20-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2023 |
20-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
3.392 |
3.248 |
-0.144 |
-4.2% |
3.450 |
| High |
3.395 |
3.259 |
-0.136 |
-4.0% |
3.451 |
| Low |
3.248 |
3.193 |
-0.055 |
-1.7% |
3.193 |
| Close |
3.255 |
3.211 |
-0.044 |
-1.4% |
3.211 |
| Range |
0.147 |
0.066 |
-0.081 |
-55.1% |
0.258 |
| ATR |
0.099 |
0.097 |
-0.002 |
-2.4% |
0.000 |
| Volume |
26,754 |
30,701 |
3,947 |
14.8% |
130,041 |
|
| Daily Pivots for day following 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.419 |
3.381 |
3.247 |
|
| R3 |
3.353 |
3.315 |
3.229 |
|
| R2 |
3.287 |
3.287 |
3.223 |
|
| R1 |
3.249 |
3.249 |
3.217 |
3.235 |
| PP |
3.221 |
3.221 |
3.221 |
3.214 |
| S1 |
3.183 |
3.183 |
3.205 |
3.169 |
| S2 |
3.155 |
3.155 |
3.199 |
|
| S3 |
3.089 |
3.117 |
3.193 |
|
| S4 |
3.023 |
3.051 |
3.175 |
|
|
| Weekly Pivots for week ending 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.059 |
3.893 |
3.353 |
|
| R3 |
3.801 |
3.635 |
3.282 |
|
| R2 |
3.543 |
3.543 |
3.258 |
|
| R1 |
3.377 |
3.377 |
3.235 |
3.331 |
| PP |
3.285 |
3.285 |
3.285 |
3.262 |
| S1 |
3.119 |
3.119 |
3.187 |
3.073 |
| S2 |
3.027 |
3.027 |
3.164 |
|
| S3 |
2.769 |
2.861 |
3.140 |
|
| S4 |
2.511 |
2.603 |
3.069 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.451 |
3.193 |
0.258 |
8.0% |
0.097 |
3.0% |
7% |
False |
True |
26,008 |
| 10 |
3.588 |
3.193 |
0.395 |
12.3% |
0.103 |
3.2% |
5% |
False |
True |
27,499 |
| 20 |
3.588 |
3.147 |
0.441 |
13.7% |
0.099 |
3.1% |
15% |
False |
False |
24,930 |
| 40 |
3.588 |
3.147 |
0.441 |
13.7% |
0.089 |
2.8% |
15% |
False |
False |
20,571 |
| 60 |
3.650 |
3.147 |
0.503 |
15.7% |
0.085 |
2.6% |
13% |
False |
False |
17,420 |
| 80 |
3.650 |
3.147 |
0.503 |
15.7% |
0.081 |
2.5% |
13% |
False |
False |
14,784 |
| 100 |
3.650 |
3.147 |
0.503 |
15.7% |
0.082 |
2.5% |
13% |
False |
False |
14,463 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.540 |
|
2.618 |
3.432 |
|
1.618 |
3.366 |
|
1.000 |
3.325 |
|
0.618 |
3.300 |
|
HIGH |
3.259 |
|
0.618 |
3.234 |
|
0.500 |
3.226 |
|
0.382 |
3.218 |
|
LOW |
3.193 |
|
0.618 |
3.152 |
|
1.000 |
3.127 |
|
1.618 |
3.086 |
|
2.618 |
3.020 |
|
4.250 |
2.913 |
|
|
| Fisher Pivots for day following 20-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
3.226 |
3.310 |
| PP |
3.221 |
3.277 |
| S1 |
3.216 |
3.244 |
|