NYMEX Natural Gas Future December 2023
| Trading Metrics calculated at close of trading on 24-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2023 |
24-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
3.250 |
3.278 |
0.028 |
0.9% |
3.539 |
| High |
3.297 |
3.349 |
0.052 |
1.6% |
3.542 |
| Low |
3.216 |
3.253 |
0.037 |
1.2% |
3.247 |
| Close |
3.273 |
3.322 |
0.049 |
1.5% |
3.258 |
| Range |
0.081 |
0.096 |
0.015 |
18.5% |
0.295 |
| ATR |
0.116 |
0.114 |
-0.001 |
-1.2% |
0.000 |
| Volume |
100,092 |
114,026 |
13,934 |
13.9% |
481,864 |
|
| Daily Pivots for day following 24-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.596 |
3.555 |
3.375 |
|
| R3 |
3.500 |
3.459 |
3.348 |
|
| R2 |
3.404 |
3.404 |
3.340 |
|
| R1 |
3.363 |
3.363 |
3.331 |
3.384 |
| PP |
3.308 |
3.308 |
3.308 |
3.318 |
| S1 |
3.267 |
3.267 |
3.313 |
3.288 |
| S2 |
3.212 |
3.212 |
3.304 |
|
| S3 |
3.116 |
3.171 |
3.296 |
|
| S4 |
3.020 |
3.075 |
3.269 |
|
|
| Weekly Pivots for week ending 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.234 |
4.041 |
3.420 |
|
| R3 |
3.939 |
3.746 |
3.339 |
|
| R2 |
3.644 |
3.644 |
3.312 |
|
| R1 |
3.451 |
3.451 |
3.285 |
3.400 |
| PP |
3.349 |
3.349 |
3.349 |
3.324 |
| S1 |
3.156 |
3.156 |
3.231 |
3.105 |
| S2 |
3.054 |
3.054 |
3.204 |
|
| S3 |
2.759 |
2.861 |
3.177 |
|
| S4 |
2.464 |
2.566 |
3.096 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.542 |
3.216 |
0.326 |
9.8% |
0.108 |
3.3% |
33% |
False |
False |
103,728 |
| 10 |
3.725 |
3.216 |
0.509 |
15.3% |
0.117 |
3.5% |
21% |
False |
False |
93,379 |
| 20 |
3.756 |
3.216 |
0.540 |
16.3% |
0.119 |
3.6% |
20% |
False |
False |
77,140 |
| 40 |
3.756 |
3.216 |
0.540 |
16.3% |
0.106 |
3.2% |
20% |
False |
False |
55,215 |
| 60 |
3.902 |
3.216 |
0.686 |
20.7% |
0.106 |
3.2% |
15% |
False |
False |
42,874 |
| 80 |
3.902 |
3.216 |
0.686 |
20.7% |
0.100 |
3.0% |
15% |
False |
False |
35,048 |
| 100 |
3.902 |
3.216 |
0.686 |
20.7% |
0.099 |
3.0% |
15% |
False |
False |
29,890 |
| 120 |
3.902 |
3.216 |
0.686 |
20.7% |
0.100 |
3.0% |
15% |
False |
False |
26,075 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.757 |
|
2.618 |
3.600 |
|
1.618 |
3.504 |
|
1.000 |
3.445 |
|
0.618 |
3.408 |
|
HIGH |
3.349 |
|
0.618 |
3.312 |
|
0.500 |
3.301 |
|
0.382 |
3.290 |
|
LOW |
3.253 |
|
0.618 |
3.194 |
|
1.000 |
3.157 |
|
1.618 |
3.098 |
|
2.618 |
3.002 |
|
4.250 |
2.845 |
|
|
| Fisher Pivots for day following 24-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
3.315 |
3.309 |
| PP |
3.308 |
3.296 |
| S1 |
3.301 |
3.283 |
|