NYMEX Natural Gas Future December 2023
| Trading Metrics calculated at close of trading on 28-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2023 |
28-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
3.261 |
3.290 |
0.029 |
0.9% |
3.331 |
| High |
3.328 |
3.356 |
0.028 |
0.8% |
3.437 |
| Low |
3.258 |
3.269 |
0.011 |
0.3% |
3.259 |
| Close |
3.290 |
3.340 |
0.050 |
1.5% |
3.297 |
| Range |
0.070 |
0.087 |
0.017 |
24.3% |
0.178 |
| ATR |
0.093 |
0.092 |
0.000 |
-0.4% |
0.000 |
| Volume |
43,062 |
39,844 |
-3,218 |
-7.5% |
181,377 |
|
| Daily Pivots for day following 28-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.583 |
3.548 |
3.388 |
|
| R3 |
3.496 |
3.461 |
3.364 |
|
| R2 |
3.409 |
3.409 |
3.356 |
|
| R1 |
3.374 |
3.374 |
3.348 |
3.392 |
| PP |
3.322 |
3.322 |
3.322 |
3.330 |
| S1 |
3.287 |
3.287 |
3.332 |
3.305 |
| S2 |
3.235 |
3.235 |
3.324 |
|
| S3 |
3.148 |
3.200 |
3.316 |
|
| S4 |
3.061 |
3.113 |
3.292 |
|
|
| 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 |
3.363 |
3.240 |
0.123 |
3.7% |
0.081 |
2.4% |
81% |
False |
False |
39,420 |
| 10 |
3.437 |
3.240 |
0.197 |
5.9% |
0.085 |
2.5% |
51% |
False |
False |
37,309 |
| 20 |
3.678 |
3.240 |
0.438 |
13.1% |
0.088 |
2.6% |
23% |
False |
False |
34,647 |
| 40 |
3.902 |
3.240 |
0.662 |
19.8% |
0.098 |
2.9% |
15% |
False |
False |
26,979 |
| 60 |
3.902 |
3.240 |
0.662 |
19.8% |
0.093 |
2.8% |
15% |
False |
False |
22,102 |
| 80 |
3.902 |
3.240 |
0.662 |
19.8% |
0.094 |
2.8% |
15% |
False |
False |
18,962 |
| 100 |
3.902 |
3.240 |
0.662 |
19.8% |
0.096 |
2.9% |
15% |
False |
False |
16,533 |
| 120 |
3.902 |
3.240 |
0.662 |
19.8% |
0.097 |
2.9% |
15% |
False |
False |
14,733 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.726 |
|
2.618 |
3.584 |
|
1.618 |
3.497 |
|
1.000 |
3.443 |
|
0.618 |
3.410 |
|
HIGH |
3.356 |
|
0.618 |
3.323 |
|
0.500 |
3.313 |
|
0.382 |
3.302 |
|
LOW |
3.269 |
|
0.618 |
3.215 |
|
1.000 |
3.182 |
|
1.618 |
3.128 |
|
2.618 |
3.041 |
|
4.250 |
2.899 |
|
|
| Fisher Pivots for day following 28-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
3.331 |
3.326 |
| PP |
3.322 |
3.312 |
| S1 |
3.313 |
3.298 |
|