NYMEX Natural Gas Future March 2024
| Trading Metrics calculated at close of trading on 27-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2023 |
27-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
3.312 |
3.372 |
0.060 |
1.8% |
3.206 |
| High |
3.401 |
3.451 |
0.050 |
1.5% |
3.451 |
| Low |
3.281 |
3.314 |
0.033 |
1.0% |
3.164 |
| Close |
3.348 |
3.351 |
0.003 |
0.1% |
3.351 |
| Range |
0.120 |
0.137 |
0.017 |
14.2% |
0.287 |
| ATR |
0.094 |
0.097 |
0.003 |
3.3% |
0.000 |
| Volume |
27,619 |
27,245 |
-374 |
-1.4% |
110,202 |
|
| Daily Pivots for day following 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.783 |
3.704 |
3.426 |
|
| R3 |
3.646 |
3.567 |
3.389 |
|
| R2 |
3.509 |
3.509 |
3.376 |
|
| R1 |
3.430 |
3.430 |
3.364 |
3.401 |
| PP |
3.372 |
3.372 |
3.372 |
3.358 |
| S1 |
3.293 |
3.293 |
3.338 |
3.264 |
| S2 |
3.235 |
3.235 |
3.326 |
|
| S3 |
3.098 |
3.156 |
3.313 |
|
| S4 |
2.961 |
3.019 |
3.276 |
|
|
| Weekly Pivots for week ending 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.183 |
4.054 |
3.509 |
|
| R3 |
3.896 |
3.767 |
3.430 |
|
| R2 |
3.609 |
3.609 |
3.404 |
|
| R1 |
3.480 |
3.480 |
3.377 |
3.545 |
| PP |
3.322 |
3.322 |
3.322 |
3.354 |
| S1 |
3.193 |
3.193 |
3.325 |
3.258 |
| S2 |
3.035 |
3.035 |
3.298 |
|
| S3 |
2.748 |
2.906 |
3.272 |
|
| S4 |
2.461 |
2.619 |
3.193 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.451 |
3.164 |
0.287 |
8.6% |
0.095 |
2.8% |
65% |
True |
False |
22,040 |
| 10 |
3.451 |
3.164 |
0.287 |
8.6% |
0.096 |
2.9% |
65% |
True |
False |
24,024 |
| 20 |
3.588 |
3.147 |
0.441 |
13.2% |
0.103 |
3.1% |
46% |
False |
False |
26,033 |
| 40 |
3.588 |
3.147 |
0.441 |
13.2% |
0.087 |
2.6% |
46% |
False |
False |
21,588 |
| 60 |
3.650 |
3.147 |
0.503 |
15.0% |
0.087 |
2.6% |
41% |
False |
False |
18,552 |
| 80 |
3.650 |
3.147 |
0.503 |
15.0% |
0.082 |
2.5% |
41% |
False |
False |
15,763 |
| 100 |
3.650 |
3.147 |
0.503 |
15.0% |
0.082 |
2.5% |
41% |
False |
False |
14,981 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.033 |
|
2.618 |
3.810 |
|
1.618 |
3.673 |
|
1.000 |
3.588 |
|
0.618 |
3.536 |
|
HIGH |
3.451 |
|
0.618 |
3.399 |
|
0.500 |
3.383 |
|
0.382 |
3.366 |
|
LOW |
3.314 |
|
0.618 |
3.229 |
|
1.000 |
3.177 |
|
1.618 |
3.092 |
|
2.618 |
2.955 |
|
4.250 |
2.732 |
|
|
| Fisher Pivots for day following 27-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
3.383 |
3.348 |
| PP |
3.372 |
3.345 |
| S1 |
3.362 |
3.342 |
|