NYMEX Natural Gas Future October 2023
| Trading Metrics calculated at close of trading on 11-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2023 |
11-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
2.579 |
2.610 |
0.031 |
1.2% |
2.700 |
| High |
2.659 |
2.639 |
-0.020 |
-0.8% |
2.708 |
| Low |
2.572 |
2.541 |
-0.031 |
-1.2% |
2.500 |
| Close |
2.605 |
2.608 |
0.003 |
0.1% |
2.605 |
| Range |
0.087 |
0.098 |
0.011 |
12.6% |
0.208 |
| ATR |
0.127 |
0.125 |
-0.002 |
-1.6% |
0.000 |
| Volume |
101,228 |
110,879 |
9,651 |
9.5% |
536,554 |
|
| Daily Pivots for day following 11-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.890 |
2.847 |
2.662 |
|
| R3 |
2.792 |
2.749 |
2.635 |
|
| R2 |
2.694 |
2.694 |
2.626 |
|
| R1 |
2.651 |
2.651 |
2.617 |
2.624 |
| PP |
2.596 |
2.596 |
2.596 |
2.582 |
| S1 |
2.553 |
2.553 |
2.599 |
2.526 |
| S2 |
2.498 |
2.498 |
2.590 |
|
| S3 |
2.400 |
2.455 |
2.581 |
|
| S4 |
2.302 |
2.357 |
2.554 |
|
|
| Weekly Pivots for week ending 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.228 |
3.125 |
2.719 |
|
| R3 |
3.020 |
2.917 |
2.662 |
|
| R2 |
2.812 |
2.812 |
2.643 |
|
| R1 |
2.709 |
2.709 |
2.624 |
2.657 |
| PP |
2.604 |
2.604 |
2.604 |
2.578 |
| S1 |
2.501 |
2.501 |
2.586 |
2.449 |
| S2 |
2.396 |
2.396 |
2.567 |
|
| S3 |
2.188 |
2.293 |
2.548 |
|
| S4 |
1.980 |
2.085 |
2.491 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.708 |
2.500 |
0.208 |
8.0% |
0.110 |
4.2% |
52% |
False |
False |
129,486 |
| 10 |
2.865 |
2.500 |
0.365 |
14.0% |
0.125 |
4.8% |
30% |
False |
False |
143,198 |
| 20 |
2.961 |
2.500 |
0.461 |
17.7% |
0.119 |
4.6% |
23% |
False |
False |
120,865 |
| 40 |
3.096 |
2.500 |
0.596 |
22.9% |
0.120 |
4.6% |
18% |
False |
False |
89,315 |
| 60 |
3.096 |
2.500 |
0.596 |
22.9% |
0.124 |
4.7% |
18% |
False |
False |
73,455 |
| 80 |
3.096 |
2.377 |
0.719 |
27.6% |
0.122 |
4.7% |
32% |
False |
False |
63,184 |
| 100 |
3.096 |
2.377 |
0.719 |
27.6% |
0.120 |
4.6% |
32% |
False |
False |
55,646 |
| 120 |
3.096 |
2.377 |
0.719 |
27.6% |
0.121 |
4.6% |
32% |
False |
False |
50,326 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.056 |
|
2.618 |
2.896 |
|
1.618 |
2.798 |
|
1.000 |
2.737 |
|
0.618 |
2.700 |
|
HIGH |
2.639 |
|
0.618 |
2.602 |
|
0.500 |
2.590 |
|
0.382 |
2.578 |
|
LOW |
2.541 |
|
0.618 |
2.480 |
|
1.000 |
2.443 |
|
1.618 |
2.382 |
|
2.618 |
2.284 |
|
4.250 |
2.125 |
|
|
| Fisher Pivots for day following 11-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2.602 |
2.599 |
| PP |
2.596 |
2.589 |
| S1 |
2.590 |
2.580 |
|