NYMEX Natural Gas Future September 2023
| Trading Metrics calculated at close of trading on 24-Mar-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2023 |
24-Mar-2023 |
Change |
Change % |
Previous Week |
| Open |
2.824 |
2.794 |
-0.030 |
-1.1% |
2.871 |
| High |
2.875 |
2.880 |
0.005 |
0.2% |
2.959 |
| Low |
2.773 |
2.770 |
-0.003 |
-0.1% |
2.714 |
| Close |
2.802 |
2.868 |
0.066 |
2.4% |
2.868 |
| Range |
0.102 |
0.110 |
0.008 |
7.8% |
0.245 |
| ATR |
0.169 |
0.165 |
-0.004 |
-2.5% |
0.000 |
| Volume |
10,705 |
8,316 |
-2,389 |
-22.3% |
57,007 |
|
| Daily Pivots for day following 24-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.169 |
3.129 |
2.929 |
|
| R3 |
3.059 |
3.019 |
2.898 |
|
| R2 |
2.949 |
2.949 |
2.888 |
|
| R1 |
2.909 |
2.909 |
2.878 |
2.929 |
| PP |
2.839 |
2.839 |
2.839 |
2.850 |
| S1 |
2.799 |
2.799 |
2.858 |
2.819 |
| S2 |
2.729 |
2.729 |
2.848 |
|
| S3 |
2.619 |
2.689 |
2.838 |
|
| S4 |
2.509 |
2.579 |
2.808 |
|
|
| Weekly Pivots for week ending 24-Mar-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.582 |
3.470 |
3.003 |
|
| R3 |
3.337 |
3.225 |
2.935 |
|
| R2 |
3.092 |
3.092 |
2.913 |
|
| R1 |
2.980 |
2.980 |
2.890 |
2.914 |
| PP |
2.847 |
2.847 |
2.847 |
2.814 |
| S1 |
2.735 |
2.735 |
2.846 |
2.669 |
| S2 |
2.602 |
2.602 |
2.823 |
|
| S3 |
2.357 |
2.490 |
2.801 |
|
| S4 |
2.112 |
2.245 |
2.733 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.959 |
2.714 |
0.245 |
8.5% |
0.148 |
5.2% |
63% |
False |
False |
11,401 |
| 10 |
3.215 |
2.714 |
0.501 |
17.5% |
0.157 |
5.5% |
31% |
False |
False |
12,381 |
| 20 |
3.494 |
2.714 |
0.780 |
27.2% |
0.160 |
5.6% |
20% |
False |
False |
14,099 |
| 40 |
3.494 |
2.685 |
0.809 |
28.2% |
0.159 |
5.5% |
23% |
False |
False |
15,113 |
| 60 |
4.308 |
2.685 |
1.623 |
56.6% |
0.168 |
5.9% |
11% |
False |
False |
13,305 |
| 80 |
5.396 |
2.685 |
2.711 |
94.5% |
0.180 |
6.3% |
7% |
False |
False |
11,564 |
| 100 |
5.396 |
2.685 |
2.711 |
94.5% |
0.182 |
6.3% |
7% |
False |
False |
10,302 |
| 120 |
5.396 |
2.685 |
2.711 |
94.5% |
0.176 |
6.1% |
7% |
False |
False |
9,189 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.348 |
|
2.618 |
3.168 |
|
1.618 |
3.058 |
|
1.000 |
2.990 |
|
0.618 |
2.948 |
|
HIGH |
2.880 |
|
0.618 |
2.838 |
|
0.500 |
2.825 |
|
0.382 |
2.812 |
|
LOW |
2.770 |
|
0.618 |
2.702 |
|
1.000 |
2.660 |
|
1.618 |
2.592 |
|
2.618 |
2.482 |
|
4.250 |
2.303 |
|
|
| Fisher Pivots for day following 24-Mar-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2.854 |
2.863 |
| PP |
2.839 |
2.857 |
| S1 |
2.825 |
2.852 |
|