NYMEX Natural Gas Future March 2024
| Trading Metrics calculated at close of trading on 26-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2023 |
26-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
3.242 |
3.312 |
0.070 |
2.2% |
3.450 |
| High |
3.315 |
3.401 |
0.086 |
2.6% |
3.451 |
| Low |
3.233 |
3.281 |
0.048 |
1.5% |
3.193 |
| Close |
3.283 |
3.348 |
0.065 |
2.0% |
3.211 |
| Range |
0.082 |
0.120 |
0.038 |
46.3% |
0.258 |
| ATR |
0.092 |
0.094 |
0.002 |
2.2% |
0.000 |
| Volume |
17,004 |
27,619 |
10,615 |
62.4% |
130,041 |
|
| Daily Pivots for day following 26-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.703 |
3.646 |
3.414 |
|
| R3 |
3.583 |
3.526 |
3.381 |
|
| R2 |
3.463 |
3.463 |
3.370 |
|
| R1 |
3.406 |
3.406 |
3.359 |
3.435 |
| PP |
3.343 |
3.343 |
3.343 |
3.358 |
| S1 |
3.286 |
3.286 |
3.337 |
3.315 |
| S2 |
3.223 |
3.223 |
3.326 |
|
| S3 |
3.103 |
3.166 |
3.315 |
|
| S4 |
2.983 |
3.046 |
3.282 |
|
|
| 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 |
3.401 |
3.164 |
0.237 |
7.1% |
0.081 |
2.4% |
78% |
True |
False |
22,731 |
| 10 |
3.512 |
3.164 |
0.348 |
10.4% |
0.089 |
2.7% |
53% |
False |
False |
23,402 |
| 20 |
3.588 |
3.147 |
0.441 |
13.2% |
0.101 |
3.0% |
46% |
False |
False |
25,596 |
| 40 |
3.588 |
3.147 |
0.441 |
13.2% |
0.086 |
2.6% |
46% |
False |
False |
21,209 |
| 60 |
3.650 |
3.147 |
0.503 |
15.0% |
0.086 |
2.6% |
40% |
False |
False |
18,219 |
| 80 |
3.650 |
3.147 |
0.503 |
15.0% |
0.081 |
2.4% |
40% |
False |
False |
15,507 |
| 100 |
3.650 |
3.147 |
0.503 |
15.0% |
0.082 |
2.4% |
40% |
False |
False |
14,840 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.911 |
|
2.618 |
3.715 |
|
1.618 |
3.595 |
|
1.000 |
3.521 |
|
0.618 |
3.475 |
|
HIGH |
3.401 |
|
0.618 |
3.355 |
|
0.500 |
3.341 |
|
0.382 |
3.327 |
|
LOW |
3.281 |
|
0.618 |
3.207 |
|
1.000 |
3.161 |
|
1.618 |
3.087 |
|
2.618 |
2.967 |
|
4.250 |
2.771 |
|
|
| Fisher Pivots for day following 26-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
3.346 |
3.330 |
| PP |
3.343 |
3.312 |
| S1 |
3.341 |
3.294 |
|