NYMEX Natural Gas Future December 2023
| Trading Metrics calculated at close of trading on 22-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2023 |
22-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
3.320 |
3.276 |
-0.044 |
-1.3% |
3.331 |
| High |
3.351 |
3.326 |
-0.025 |
-0.7% |
3.437 |
| Low |
3.259 |
3.264 |
0.005 |
0.2% |
3.259 |
| Close |
3.267 |
3.297 |
0.030 |
0.9% |
3.297 |
| Range |
0.092 |
0.062 |
-0.030 |
-32.6% |
0.178 |
| ATR |
0.097 |
0.094 |
-0.002 |
-2.6% |
0.000 |
| Volume |
35,935 |
36,243 |
308 |
0.9% |
181,377 |
|
| Daily Pivots for day following 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.482 |
3.451 |
3.331 |
|
| R3 |
3.420 |
3.389 |
3.314 |
|
| R2 |
3.358 |
3.358 |
3.308 |
|
| R1 |
3.327 |
3.327 |
3.303 |
3.343 |
| PP |
3.296 |
3.296 |
3.296 |
3.303 |
| S1 |
3.265 |
3.265 |
3.291 |
3.281 |
| S2 |
3.234 |
3.234 |
3.286 |
|
| S3 |
3.172 |
3.203 |
3.280 |
|
| S4 |
3.110 |
3.141 |
3.263 |
|
|
| Weekly Pivots for week ending 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.865 |
3.759 |
3.395 |
|
| R3 |
3.687 |
3.581 |
3.346 |
|
| R2 |
3.509 |
3.509 |
3.330 |
|
| R1 |
3.403 |
3.403 |
3.313 |
3.367 |
| PP |
3.331 |
3.331 |
3.331 |
3.313 |
| S1 |
3.225 |
3.225 |
3.281 |
3.189 |
| S2 |
3.153 |
3.153 |
3.264 |
|
| S3 |
2.975 |
3.047 |
3.248 |
|
| S4 |
2.797 |
2.869 |
3.199 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.437 |
3.259 |
0.178 |
5.4% |
0.085 |
2.6% |
21% |
False |
False |
36,275 |
| 10 |
3.518 |
3.259 |
0.259 |
7.9% |
0.085 |
2.6% |
15% |
False |
False |
37,725 |
| 20 |
3.731 |
3.259 |
0.472 |
14.3% |
0.099 |
3.0% |
8% |
False |
False |
30,971 |
| 40 |
3.902 |
3.259 |
0.643 |
19.5% |
0.099 |
3.0% |
6% |
False |
False |
24,380 |
| 60 |
3.902 |
3.259 |
0.643 |
19.5% |
0.094 |
2.9% |
6% |
False |
False |
19,971 |
| 80 |
3.902 |
3.259 |
0.643 |
19.5% |
0.095 |
2.9% |
6% |
False |
False |
17,319 |
| 100 |
3.902 |
3.259 |
0.643 |
19.5% |
0.096 |
2.9% |
6% |
False |
False |
15,217 |
| 120 |
3.902 |
3.259 |
0.643 |
19.5% |
0.098 |
3.0% |
6% |
False |
False |
13,630 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.590 |
|
2.618 |
3.488 |
|
1.618 |
3.426 |
|
1.000 |
3.388 |
|
0.618 |
3.364 |
|
HIGH |
3.326 |
|
0.618 |
3.302 |
|
0.500 |
3.295 |
|
0.382 |
3.288 |
|
LOW |
3.264 |
|
0.618 |
3.226 |
|
1.000 |
3.202 |
|
1.618 |
3.164 |
|
2.618 |
3.102 |
|
4.250 |
3.001 |
|
|
| Fisher Pivots for day following 22-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
3.296 |
3.324 |
| PP |
3.296 |
3.315 |
| S1 |
3.295 |
3.306 |
|