NYMEX Natural Gas Future October 2023
| Trading Metrics calculated at close of trading on 12-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2023 |
12-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
2.610 |
2.620 |
0.010 |
0.4% |
2.700 |
| High |
2.639 |
2.782 |
0.143 |
5.4% |
2.708 |
| Low |
2.541 |
2.604 |
0.063 |
2.5% |
2.500 |
| Close |
2.608 |
2.743 |
0.135 |
5.2% |
2.605 |
| Range |
0.098 |
0.178 |
0.080 |
81.6% |
0.208 |
| ATR |
0.125 |
0.128 |
0.004 |
3.1% |
0.000 |
| Volume |
110,879 |
202,189 |
91,310 |
82.4% |
536,554 |
|
| Daily Pivots for day following 12-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.244 |
3.171 |
2.841 |
|
| R3 |
3.066 |
2.993 |
2.792 |
|
| R2 |
2.888 |
2.888 |
2.776 |
|
| R1 |
2.815 |
2.815 |
2.759 |
2.852 |
| PP |
2.710 |
2.710 |
2.710 |
2.728 |
| S1 |
2.637 |
2.637 |
2.727 |
2.674 |
| S2 |
2.532 |
2.532 |
2.710 |
|
| S3 |
2.354 |
2.459 |
2.694 |
|
| S4 |
2.176 |
2.281 |
2.645 |
|
|
| Weekly Pivots for week ending 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.228 |
3.125 |
2.719 |
|
| R3 |
3.020 |
2.917 |
2.662 |
|
| R2 |
2.812 |
2.812 |
2.643 |
|
| R1 |
2.709 |
2.709 |
2.624 |
2.657 |
| PP |
2.604 |
2.604 |
2.604 |
2.578 |
| S1 |
2.501 |
2.501 |
2.586 |
2.449 |
| S2 |
2.396 |
2.396 |
2.567 |
|
| S3 |
2.188 |
2.293 |
2.548 |
|
| S4 |
1.980 |
2.085 |
2.491 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.782 |
2.500 |
0.282 |
10.3% |
0.118 |
4.3% |
86% |
True |
False |
134,258 |
| 10 |
2.865 |
2.500 |
0.365 |
13.3% |
0.126 |
4.6% |
67% |
False |
False |
144,514 |
| 20 |
2.961 |
2.500 |
0.461 |
16.8% |
0.124 |
4.5% |
53% |
False |
False |
127,767 |
| 40 |
3.096 |
2.500 |
0.596 |
21.7% |
0.122 |
4.5% |
41% |
False |
False |
93,461 |
| 60 |
3.096 |
2.500 |
0.596 |
21.7% |
0.123 |
4.5% |
41% |
False |
False |
75,862 |
| 80 |
3.096 |
2.377 |
0.719 |
26.2% |
0.123 |
4.5% |
51% |
False |
False |
65,447 |
| 100 |
3.096 |
2.377 |
0.719 |
26.2% |
0.120 |
4.4% |
51% |
False |
False |
57,406 |
| 120 |
3.096 |
2.377 |
0.719 |
26.2% |
0.121 |
4.4% |
51% |
False |
False |
51,793 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.539 |
|
2.618 |
3.248 |
|
1.618 |
3.070 |
|
1.000 |
2.960 |
|
0.618 |
2.892 |
|
HIGH |
2.782 |
|
0.618 |
2.714 |
|
0.500 |
2.693 |
|
0.382 |
2.672 |
|
LOW |
2.604 |
|
0.618 |
2.494 |
|
1.000 |
2.426 |
|
1.618 |
2.316 |
|
2.618 |
2.138 |
|
4.250 |
1.848 |
|
|
| Fisher Pivots for day following 12-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2.726 |
2.716 |
| PP |
2.710 |
2.689 |
| S1 |
2.693 |
2.662 |
|