NYMEX Natural Gas Future October 2023
| Trading Metrics calculated at close of trading on 13-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2023 |
13-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
2.620 |
2.747 |
0.127 |
4.8% |
2.700 |
| High |
2.782 |
2.777 |
-0.005 |
-0.2% |
2.708 |
| Low |
2.604 |
2.640 |
0.036 |
1.4% |
2.500 |
| Close |
2.743 |
2.680 |
-0.063 |
-2.3% |
2.605 |
| Range |
0.178 |
0.137 |
-0.041 |
-23.0% |
0.208 |
| ATR |
0.128 |
0.129 |
0.001 |
0.5% |
0.000 |
| Volume |
202,189 |
191,712 |
-10,477 |
-5.2% |
536,554 |
|
| Daily Pivots for day following 13-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.110 |
3.032 |
2.755 |
|
| R3 |
2.973 |
2.895 |
2.718 |
|
| R2 |
2.836 |
2.836 |
2.705 |
|
| R1 |
2.758 |
2.758 |
2.693 |
2.729 |
| PP |
2.699 |
2.699 |
2.699 |
2.684 |
| S1 |
2.621 |
2.621 |
2.667 |
2.592 |
| S2 |
2.562 |
2.562 |
2.655 |
|
| S3 |
2.425 |
2.484 |
2.642 |
|
| S4 |
2.288 |
2.347 |
2.605 |
|
|
| 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 |
2.782 |
2.500 |
0.282 |
10.5% |
0.123 |
4.6% |
64% |
False |
False |
149,268 |
| 10 |
2.865 |
2.500 |
0.365 |
13.6% |
0.132 |
4.9% |
49% |
False |
False |
149,147 |
| 20 |
2.865 |
2.500 |
0.365 |
13.6% |
0.121 |
4.5% |
49% |
False |
False |
132,035 |
| 40 |
3.096 |
2.500 |
0.596 |
22.2% |
0.123 |
4.6% |
30% |
False |
False |
97,179 |
| 60 |
3.096 |
2.500 |
0.596 |
22.2% |
0.123 |
4.6% |
30% |
False |
False |
78,366 |
| 80 |
3.096 |
2.377 |
0.719 |
26.8% |
0.121 |
4.5% |
42% |
False |
False |
67,176 |
| 100 |
3.096 |
2.377 |
0.719 |
26.8% |
0.120 |
4.5% |
42% |
False |
False |
59,111 |
| 120 |
3.096 |
2.377 |
0.719 |
26.8% |
0.121 |
4.5% |
42% |
False |
False |
53,190 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.359 |
|
2.618 |
3.136 |
|
1.618 |
2.999 |
|
1.000 |
2.914 |
|
0.618 |
2.862 |
|
HIGH |
2.777 |
|
0.618 |
2.725 |
|
0.500 |
2.709 |
|
0.382 |
2.692 |
|
LOW |
2.640 |
|
0.618 |
2.555 |
|
1.000 |
2.503 |
|
1.618 |
2.418 |
|
2.618 |
2.281 |
|
4.250 |
2.058 |
|
|
| Fisher Pivots for day following 13-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
2.709 |
2.674 |
| PP |
2.699 |
2.668 |
| S1 |
2.690 |
2.662 |
|