NYMEX Natural Gas Future October 2023
| Trading Metrics calculated at close of trading on 20-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2023 |
20-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
3.106 |
2.955 |
-0.151 |
-4.9% |
3.103 |
| High |
3.106 |
2.990 |
-0.116 |
-3.7% |
3.297 |
| Low |
2.936 |
2.856 |
-0.080 |
-2.7% |
2.936 |
| Close |
2.943 |
2.862 |
-0.081 |
-2.8% |
2.943 |
| Range |
0.170 |
0.134 |
-0.036 |
-21.2% |
0.361 |
| ATR |
0.173 |
0.170 |
-0.003 |
-1.6% |
0.000 |
| Volume |
19,149 |
14,215 |
-4,934 |
-25.8% |
103,855 |
|
| Daily Pivots for day following 20-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.305 |
3.217 |
2.936 |
|
| R3 |
3.171 |
3.083 |
2.899 |
|
| R2 |
3.037 |
3.037 |
2.887 |
|
| R1 |
2.949 |
2.949 |
2.874 |
2.926 |
| PP |
2.903 |
2.903 |
2.903 |
2.891 |
| S1 |
2.815 |
2.815 |
2.850 |
2.792 |
| S2 |
2.769 |
2.769 |
2.837 |
|
| S3 |
2.635 |
2.681 |
2.825 |
|
| S4 |
2.501 |
2.547 |
2.788 |
|
|
| Weekly Pivots for week ending 17-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.142 |
3.903 |
3.142 |
|
| R3 |
3.781 |
3.542 |
3.042 |
|
| R2 |
3.420 |
3.420 |
3.009 |
|
| R1 |
3.181 |
3.181 |
2.976 |
3.120 |
| PP |
3.059 |
3.059 |
3.059 |
3.028 |
| S1 |
2.820 |
2.820 |
2.910 |
2.759 |
| S2 |
2.698 |
2.698 |
2.877 |
|
| S3 |
2.337 |
2.459 |
2.844 |
|
| S4 |
1.976 |
2.098 |
2.744 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.297 |
2.856 |
0.441 |
15.4% |
0.147 |
5.1% |
1% |
False |
True |
18,950 |
| 10 |
3.342 |
2.856 |
0.486 |
17.0% |
0.157 |
5.5% |
1% |
False |
True |
20,412 |
| 20 |
3.570 |
2.759 |
0.811 |
28.3% |
0.170 |
5.9% |
13% |
False |
False |
25,687 |
| 40 |
3.671 |
2.759 |
0.912 |
31.9% |
0.163 |
5.7% |
11% |
False |
False |
25,064 |
| 60 |
4.870 |
2.759 |
2.111 |
73.8% |
0.175 |
6.1% |
5% |
False |
False |
22,642 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.560 |
|
2.618 |
3.341 |
|
1.618 |
3.207 |
|
1.000 |
3.124 |
|
0.618 |
3.073 |
|
HIGH |
2.990 |
|
0.618 |
2.939 |
|
0.500 |
2.923 |
|
0.382 |
2.907 |
|
LOW |
2.856 |
|
0.618 |
2.773 |
|
1.000 |
2.722 |
|
1.618 |
2.639 |
|
2.618 |
2.505 |
|
4.250 |
2.287 |
|
|
| Fisher Pivots for day following 20-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2.923 |
3.003 |
| PP |
2.903 |
2.956 |
| S1 |
2.882 |
2.909 |
|