NYMEX Natural Gas Future December 2023
| Trading Metrics calculated at close of trading on 05-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2023 |
05-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
3.307 |
3.334 |
0.027 |
0.8% |
3.309 |
| High |
3.396 |
3.547 |
0.151 |
4.4% |
3.382 |
| Low |
3.303 |
3.324 |
0.021 |
0.6% |
3.240 |
| Close |
3.320 |
3.511 |
0.191 |
5.8% |
3.312 |
| Range |
0.093 |
0.223 |
0.130 |
139.8% |
0.142 |
| ATR |
0.096 |
0.106 |
0.009 |
9.7% |
0.000 |
| Volume |
56,628 |
76,338 |
19,710 |
34.8% |
199,819 |
|
| Daily Pivots for day following 05-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.130 |
4.043 |
3.634 |
|
| R3 |
3.907 |
3.820 |
3.572 |
|
| R2 |
3.684 |
3.684 |
3.552 |
|
| R1 |
3.597 |
3.597 |
3.531 |
3.641 |
| PP |
3.461 |
3.461 |
3.461 |
3.482 |
| S1 |
3.374 |
3.374 |
3.491 |
3.418 |
| S2 |
3.238 |
3.238 |
3.470 |
|
| S3 |
3.015 |
3.151 |
3.450 |
|
| S4 |
2.792 |
2.928 |
3.388 |
|
|
| Weekly Pivots for week ending 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.737 |
3.667 |
3.390 |
|
| R3 |
3.595 |
3.525 |
3.351 |
|
| R2 |
3.453 |
3.453 |
3.338 |
|
| R1 |
3.383 |
3.383 |
3.325 |
3.418 |
| PP |
3.311 |
3.311 |
3.311 |
3.329 |
| S1 |
3.241 |
3.241 |
3.299 |
3.276 |
| S2 |
3.169 |
3.169 |
3.286 |
|
| S3 |
3.027 |
3.099 |
3.273 |
|
| S4 |
2.885 |
2.957 |
3.234 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.547 |
3.216 |
0.331 |
9.4% |
0.133 |
3.8% |
89% |
True |
False |
51,861 |
| 10 |
3.547 |
3.216 |
0.331 |
9.4% |
0.107 |
3.0% |
89% |
True |
False |
45,640 |
| 20 |
3.547 |
3.216 |
0.331 |
9.4% |
0.096 |
2.7% |
89% |
True |
False |
41,269 |
| 40 |
3.902 |
3.216 |
0.686 |
19.5% |
0.101 |
2.9% |
43% |
False |
False |
31,144 |
| 60 |
3.902 |
3.216 |
0.686 |
19.5% |
0.097 |
2.8% |
43% |
False |
False |
25,548 |
| 80 |
3.902 |
3.216 |
0.686 |
19.5% |
0.098 |
2.8% |
43% |
False |
False |
21,727 |
| 100 |
3.902 |
3.216 |
0.686 |
19.5% |
0.098 |
2.8% |
43% |
False |
False |
18,821 |
| 120 |
3.902 |
3.216 |
0.686 |
19.5% |
0.098 |
2.8% |
43% |
False |
False |
16,657 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.495 |
|
2.618 |
4.131 |
|
1.618 |
3.908 |
|
1.000 |
3.770 |
|
0.618 |
3.685 |
|
HIGH |
3.547 |
|
0.618 |
3.462 |
|
0.500 |
3.436 |
|
0.382 |
3.409 |
|
LOW |
3.324 |
|
0.618 |
3.186 |
|
1.000 |
3.101 |
|
1.618 |
2.963 |
|
2.618 |
2.740 |
|
4.250 |
2.376 |
|
|
| Fisher Pivots for day following 05-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
3.486 |
3.468 |
| PP |
3.461 |
3.425 |
| S1 |
3.436 |
3.382 |
|